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Gold & The Upcoming Recession

We are now seeing the initial stages of a currency, credit, and banking crisis develop.

Driving it are an inflation of prices, contraction of bank credit and a pathological fear of recession.

One can imagine that the major central banks almost wish a mild recession upon us so that they can keep interest rates suppressed and bond yields low.

The key to understanding the course of events is that the cycle of bank credit is turning down, and this time the factors driving contraction are greater than anything we have experienced since the 1930s, and possibly in all modern monetary history.

This article joins the dots between inflation and recession and puts the relationship between money (that is only gold), currencies, credit, and commodity prices into their proper perspective.

The bank credit downturn…
It is increasingly obvious that the economic cost of sanctioning Russia is immense, and there’s now growing evidence of all major economies facing a downturn in economic activity. And we don’t have to rely on GDP forecasts to know why. Intuitively, if food and energy shortages impact us all, higher prices for these items alone will affect our spending on less important items and services.

That’s reasonable enough for sensible citizens. But financial analysts insist on quantifying it with their models. Their principal measure is the total value of all recorded transactions, comprised of GDP. They proceed seemingly unaware of the difference between the value of economic activity to the advancement of the human condition, which can’t be measured, and a meaningless total comprised of only currency and credit, which can. Consequently, all they end up recording is changes in the quantity of currency and credit deployed in the economy.

Of course, there is a broad point that if the quantity of currency and credit contracts, GDP falls. And if it is severe, economic activity tends to fall as well. But to equate the two to the point that a variation of less than a per cent or so from modelled forecasts means anything is nonsense. A proper assessment of the economic condition gets lost.

Instead, an awareness of the role of bank credit is called for. Banks create credit, which feeds into the GDP total when they are optimistic about the outlook for lending. And when they deem the outlook to be deteriorating, they withdraw credit which reduces the GDP total. It leads to a repetitive cycle of boom and bust. We are now entering a period where, at the margin, banks are trying to reduce their exposure to credit going sour. Therefore, GDP will contract And we can assess where it will contract. It really is that simple.

The best thing to do is to stand back and let the excesses of lending and the support for malinvestments wash themselves out of the system. The last time this was done was the brief but very sharp recession of 1920—1921 in the US. The government of the day understood it was not its business to intervene, and anyway, it was not capable of improving thngs.

But increasingly since, monetary policy has become run by central banks which steer their economies through rear view mirrors, reacting to information rather than anticipating. But even if they could anticipate economic trends they lack the commercial nous to manage it. Instead, their stock reaction to declining GDP will be to “stimulate”. Not only do they have a mandate to maintain full employment, but they have a Keynesian belief that a decline in GDP is entirely due to falling demand. Falling demand, they say, leads to lower prices, so the inflation figures in the CPI will fall. Producer prices will fall. All commodity prices will fall. The chart below feeds this line of hopeful thinking.

This basket of commodities has fallen in value by 17% in a month. Panic over. Even wheat and soya prices have fallen. Dr Copper is down. Grasping at these straws, central banks are undoubtedly relieved that inflation might be turning transient after all.

Or so they think. There is no doubt that we are experiencing enormous price volatility. If it was entirely due to consumers deciding not to spend because prices are too high for them, that is one thing. But if it is because banks are withdrawing credit, the consequences are materially different.

A central bank’s concern to maintain consumer spending might discourage banks from contracting credit for consumers, at least initially. Furthermore, their risk models show that while individually consumers using credit are often high risk the magic of securitisation turns these risks collectively into low risk. It becomes a numbers game. So, credit card and other consumer faced lending divisions with very high credit margins are not the first to be targeted. And anyway, that would put the bank’s executives at odds with the central bank.

Instead, in the initial stages of a credit downturn, banks withdraw credit principally from business borrowers who use overdraft facilities. A business that frequently resorts to overdraft facilities is high risk in any bank’s assessment. Weaker businesses are first to succumb to the credit downturn for this reason. Other early victims of credit contraction are financial speculators because their collateral is easily realised. We have seen the decline of US stock indices so far being accompanied by a $200bn reduction in margin lending. There’s still much more to go.

As the economist Irving Fisher pointed out in the 1930s, calling in loans to reduce bank credit can become a self-feeding destruction of value. The bit he failed to understand is that in a serious downturn it can’t be helped, because it is the other side of earlier credit expansion, and it is the unwinding of unsound lending. Both an understanding of what drives periodic contractions of bank credit and the empirical evidence that it has repeated in one form or another approximately every decade since records began, inform us that it should not be stopped but allowed to proceed. Compare the brief 1920—1921 slump in the US with the prolonged 1930s slump, the latter managed by first Presidents Herbert Hoover and then Franklin Roosevelt.

We should also know from understanding that bank credit is a cycle, that the height of the recent expansionary phase measured by the ratio of total bank balance sheet assets to their shareholders’ capital indicates the likely severity of the subsequent credit contraction. It reflects deposit liabilities to a bank’s customers relative to its shareholders assets. Traditionally, asset to equity ratios of more than eight to ten times were deemed risky. Some major banks, particularly in the EU and Japan, are now at over twenty times. While the US banks are less geared, the systemic risks to them from other national banking systems in this financially interconnected world are the highest they have ever been.

For the immediate future we can discern two things. First is that production of goods and services is likely to be more limited than consumption due to an absence of bank credit, knocking on the head the Keynesian misconception that it is a problem of insufficient demand. That is just an initial phase. And following it, the contraction of bank credit can be expected to become more severe, as banks draw their horns in to protect their shareholders from an Irving Fisher style slump. In this subsequent second phase both producers and consumers will face enormous financial difficulties.

Without aggressive intervention by central banks, the correction from excessive over-lending taking bank balance sheets beyond dangerous levels of leverage will simply fuel a GDP slump. Central banks will intervene, not just to deliver on the full employment mandate, but to finance government budget deficits which will soar under these developing circumstances.

Prices in a slump
The last real slump, when the forces driving bank credit contraction were arguably less severe, was in the 1930s following the Wall Street crash. At that time, the dollar and sterling, together the world’s major international currencies, were both on gold standards. Prices of commodities, raw materials and agricultural products collapsed, effectively measured in gold through these two currencies. The political strains led to Britain abandoning its bullion standard in 1932, and the US gold coin standard was suspended for US citizens in 1933, followed by a 40% dollar-devaluation in January 1934.

The effect of the collapse of bank credit was to make circulating media in dollars and sterling scarce, thereby raising their purchasing power. To this extent, gold’s purchasing power also rose, because it was tied to the currencies. While gold gave credibility to the dollar and sterling, it was the contraction of bank credit that drove the slump in prices, while gold got the blame.

We know that priced in gold, over time commodity, raw materials, and agricultural product prices are remarkably stable. Disruption in the price relationship does not come from gold. The following chart of the WTI oil price rebased to 1950 illustrates prices in sterling, dollars, and euros where there are huge variations in prices. Contrast that with gold (the yellow line), where the price today is down about 30% from 1950 with minimal volatility along the way.

Since 1992, which is the earliest common date we have for these series, an unweighted average gold value for them has fallen a net 19% (the black line). Fuel has been the most volatile at up to 2.5 times the 1992 price, but from the previous chart we can see that it was up a net 12 times in US dollars in 2007/08 from 1992. Priced in gold, the relatively little volatility we see in these commodity groups is as close as we can get to free market values in sound money. And even then, we know that gold prices are manipulated in the markets. We can also assume that the origin of this volatility does not come from gold, but from the violent price changes in fiat currencies, their interest rates, and their distortions with respect to demand for commodities.

These findings overturn conventional opinions on price formation. The evidence is that it is not true that fiat currencies are purely objective in their relationship with commodity prices. Forecasters of commodity prices incorrectly assume there is no change from the currency side. But clearly, the fluctuations overwhelmingly emanate from the currencies themselves.

This brings us to the likely effect of an economic slump on prices. Initially in our analysis, we will assume there is little change in the public’s desire to hold fiat currencies relative to the range of commodities and consumer goods. That being the case, we can see that it will be variations in the quantity of currency and credit in circulation driving prices. A contraction in this quantity will tend to lower prices. And Keynesian economists might conclude that precious metals being commodities will also fall in price against fiat currencies, given that fiat currencies are no longer tied to gold.

The flaw in this argument is that there are indeed other factors involved, and the consequences for the quantity of currency and credit in a slump must be taken into account. Irrespective of changes in monetary policy, in socialised economies government budget deficits soar and will need financing by expansion of the currency if bank credit is not forthcoming. In other words, despite the tendency for banks to contract bank credit to the private sector and even if central banks do not amend monetary policies, it will be more than offset by an expansion of currency passed into the economy through the government’s books.

Furthermore, under these circumstances monetary policy will change as well. Following the initial withdrawal of overdraft credit from businesses and bank loans for financial speculation, there is likely to be a softening of consumer demand as lending standards tighten and financial insecurity for consumers escalates. Central banks will notice the tendency for the withdrawal of bank credit to lead to a slump in consumer demand. They will almost certainly reduce interest rates and reintroduce quantitative easing to replace contracting bank credit to stimulate flagging economic activity. They have eased and stimulated in every bank credit cycle at this point since the 1930s, and there’s no reason to think they will do otherwise today.

An increase in currency and credit, not emanating from the commercial banks but from the central bank, with increasing budget deficits will continue to debase the currency in gold terms. The currency will also be debased against commodities. But with some volatility imparted from the currency side, we can see that the general relationship between commodities and gold can be expected to remain intact.

A systemic failure is on the cards
All this assumes that within the context of the bank credit cycle there is not a significant systemic failure. Given that the forces behind credit contraction today are greater than any time since the 1930s, and possibly for all modern monetary history, that is a vain hope. Last week I pointed out the looming catastrophe for the euro system and the euro. A similar tale can be told about the Japanese yen. And sterling is just a poor man’s version of the dollar without its hegemony status.

In the event of a systemic crisis, the role of central banks will be to underwrite their entire commercial banking system. The consequences of letting Lehman go bankrupt on the last cycle of bank credit contraction did not serve as a warning to profligate bankers. Instead, it had us all staring into a systemic abyss, and that mistake will not be repeated. In a systemic crisis today, it will take unprecedented currency and credit creation by the central banks to save the financial world. And it’s that debasement that will end up collapsing fiat currencies.

Meanwhile, we can expect central banks to milk the transitory inflation story for all its worth. Forget the CPI rising at 8%+ they will say. It will soon return to the 2% target as recession bites. But that’s another excuse to ease policy. It might buy just a little more time before the crisis hits. But don’t bank on it.

Manipulation becomes official
Earlier this month, three JPMorgan Chase traders faced a federal trial in Chicago, accused of masterminding a massive eight-year scheme to manipulate international markets for precious metals by spoofing, including gold and silver. JPMorgan had already been fined $920m in 2020.

Coincidently, Peter Hambro who was a gold trader in London in the early days of the derivatives market described how the bullion banks created unallocated gold accounts. One of Hambros’ more interesting comments was about the role of the authorities:

Read more at: https://www.zerohedge.com/markets/gold-upcoming-recession

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🇺🇸 Jerome Powell said banks are free to provide Bitcoin and crypto services

TRILLIONS incoming 🚀

00:00:24
This Is A CONGRESSWOMAN, LISTEN..

🚨 “Something Big Is Being Hidden… 3IATLAS” – Congresswoman Luna Breaks Silence 🚨

Congresswoman Anna Paulina Luna has spoken out about the mystery of 3I/ATLAS, showing her full support for Harvard scientist Avi Loeb’s investigation. She’s now teaming up with Loeb to uncover what the government might be hiding about non-human life forms, and why access to key footage is being blocked from the public.

Luna says this fight for UFO and ET disclosure is a bipartisan battle, but warns that powerful forces inside the intelligence community and the Department of Defense are pushing back hard to keep the truth hidden.

Meanwhile, sources claim that NASA’s Mars Reconnaissance Orbiter (MRO) captured rare images of 3I/ATLAS on October 2–3, but those pictures still haven’t been released — adding even more mystery to the case.

Could this be the moment the truth finally breaks through? 👀

00:03:33
🚨BREAKING: Today, the LAST Penny will be minted!

🚨BREAKING: IT'S OFFICIAL: The US Mint will officially STOP minting pennies. Today, the LAST Penny will be minted!

One Penny Costs the U.S Taxpayer $0.37 cents to Mint.

U.S. Mint lost $85,300,000,000 BILLION minting pennies in FY2024 alone.

00:01:00
👉 Coinbase just launched an AI agent for Crypto Trading

Custom AI assistants that print money in your sleep? 🔜

The future of Crypto x AI is about to go crazy.

👉 Here’s what you need to know:

💠 'Based Agent' enables creation of custom AI agents
💠 Users set up personalized agents in < 3 minutes
💠 Equipped w/ crypto wallet and on-chain functions
💠 Capable of completing trades, swaps, and staking
💠 Integrates with Coinbase’s SDK, OpenAI, & Replit

👉 What this means for the future of Crypto:

1. Open Access: Democratized access to advanced trading
2. Automated Txns: Complex trades + streamlined on-chain activity
3. AI Dominance: Est ~80% of crypto 👉txns done by AI agents by 2025

🚨 I personally wouldn't bet against Brian Armstrong and Jesse Pollak.

👉 Coinbase just launched an AI agent for Crypto Trading
Pyth’s TradFi arc is here 🏛️

Pyth Pro is bringing a wave of institutional demand: record inbound leads, new firms connecting to the network, and the expansion of real-world data coverage.

Q3 was Pyth’s biggest step yet. Full @MessariCrypto breakdown ⬇️

https://messari.io/report/state-of-pyth-q3-2025

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🚨 BITCOIN PRICE FALLS BELOW 100K DESPITE US GOVERNMENT REOPENING 🚨

Bitcoin’s price has dropped below 100,000 despite the reopening of the US government. This decline comes as a surprise, given the expected liquidity boost from the end of the government shutdown.

🔑 Key Points

  • Price Decline: Bitcoin’s price has fallen below 100,000, marking a significant drop from its previous levels. This decline is attributed to a combination of factors, including market fatigue and profit-taking.

  • US Government Reopening: The US government has reopened, which was expected to inject liquidity back into the markets. However, Bitcoin’s price has not responded positively to this development.

  • Market Sentiment: Analysts suggest that the decline could be due to profit-taking by large holders and a general market cooldown. The reopening of the government has not yet translated into a significant liquidity boost for crypto markets.

💡 Why It Matters

  • Market Dynamics: The decline in Bitcoin’s price ...
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XRP ETFs & Funds On Deck 👀

Proposed XRP ETFs and funds:

  • Bitwise XRP ETF
  • Grayscale XRP ETF
  • 21Shares Core XRP Trust ETF
  • Canary Capital XRP ETF
  • WisdomTree XRP Fund
  • CoinShares XRP ETF
  • Invesco XRP ETF
  • VanEck XRP ETF
  • Fidelity XRP ETF
  • ARK Invest XRP ETF
  • Galaxy Digital XRP ETF
  • ProShares XRP ETF
  • Hashdex XRP ETF
  • Volatility Shares XRP ETF
  • Volatility Shares 2x XRP ETF (a leva doppia)
  • Volatility Shares -1x XRP ETF (inverso)
  • Franklin Templeton XRP ETF
  • Franklin Templeton Spot XRP ETF (cboe)
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3I/ATLAS — Secret Laws Of Gravity
Unlocking the future of space travel through the precise calculation of time and orbital trajectories.

"My preliminary analysis suggests two principal hypotheses regarding the reported phenomenon known as '3I/Atlas':

  1. A Coordinated Psychological Operation (PsyOp): The phenomenon may constitute a calculated effort to manipulate public sentiment or induce fear, potentially preceding a planned, large-scale deception (referred to informally as 'Project Bluebeam').

  2. A Highly Anomalous Object: Alternatively, the phenomenon represents an authentic, significant anomaly warranting serious scientific or intelligence scrutiny.

Regardless of its origin, '3I/Atlas' represents an historically noteworthy development that necessitates close, informed observation."

 

~Crypto Michael | The Dinarian 🙏

Abstract Introduction:

New data is now showing something that arrived early and its changing colors as we previously predicted.

In orbital mechanics where trajectories are calculated centuries in advance with accurate precision measured in seconds.

A 11-minute deviation is not a rounding error.

It’s not a typo in the database.

It’s not close enough.

"It’s Physically impossible.”

Now The longest government shutdown in U.S. history still blocking NASA releases while the object executed its closest Fly-by approaches to Mars, The Sun and Venus at the moment of maximum observational blackout.

But orbital mechanics don’t care about “government shutdowns.”

Our observations Don’t Stop.

And the math doesn’t wait for “Press releases.”

The math says this:

“If 3I/ATLAS is natural, it should have lost about 5.5 billion tons of mass.”

It didn't.

1. The 5.5 Billion Ton Problem:

Let’s start with what everyone agrees on: 3I/ATLAS “now” arrived earlier than pure gravitational predictions would allow. Even though we have been mentioning this trajectory change over 2 Weeks ago (October 21st Article HERE) TRACKING 3I/ATLAS .

The scientific consensus explanation? “Natural outgassing” the "rocket effect." As water ice sublimates near the Sun, it creates thrust, like a slow-motion rocket engine powered by evaporating ice. Comets do this all the time. It’s normal. It’s natural. It’s explainable.

Except for ONE problem.

The Physics Don’t Add Up!”

To generate enough thrust to arrive approximately “11 minutes early” would require shedding a staggering amount of mass.

Our calculations show “over 5.5 billion tons” of gas ejected over the perihelion passage.

Think about that for a moment.

That’s not a little puff of vapor.

That’s not some gas leaking from surface cracks.

That’s 15% of the object’s total estimated mass.

If 3I/ATLAS lost that much material naturally, it would create a debris cloud larger than Jupiter’s magnetosphere—visible to amateur telescopes from Earth. Absolutely impossible to miss in professional observations, and bright enough to be catalogued by every sky survey on the planet.

1.1 ~ The Plume Paradox:

Here’s where it gets interesting:

No such cloud has yet to be observed.

Not by Hubble. Not by JWST. Not by ground-based observatories. Not by the Mars orbiters that watched it pass at 30 million kilometers.

The brightness remained within “expected limits.” The coma showed stable & geometric shifting features. The tail structure now disappeared (but that’s another story). The main one is that: “The debris cloud that should exist — simply doesn’t.”

This isn't a minor discrepancy.

This is complete, mathematical failure of the natural comet hypothesis.

Part 2: The Industrial Signature:

So if natural sublimation didn't create the thrust, what did?

The answer is hidden in the chemistry—specifically, in what shouldn’t be there. “The Nickel Anomaly.” When multiple astronomers analyzed 3I/ATLAS’s spectral signature, they found something extraordinary: “nickel vapor” (Ni) at extreme distances from the Sun, where temperatures should be far too cold for metals to vaporize naturally.

Nickel doesn't just evaporate on its own at those temperatures.

It needs HELP.

And there’s only one known process—natural or industrial—that produces a volatile nickel-carbon compound at cold temperatures which we have said several times previously;

Nickel Tetracarbonyl: Ni(CO)₄

This is not a natural cosmic process.

This is an “industrial chemical pathway” used on EARTH for metal refinement!!!

It forms at 120°C and decomposes at 180°C allowing nickel to vaporize at temperatures where water ice would remain frozen solid.

It is LITERALLY, an industrial refrigerant for metal processing.

The presence of Ni(CO)₄ in the plume tells us two things:

  • The core is not ice — It’s a nickel-rich, engineered structure.
  • The process is not passive sublimation — it’s an active, controlled system.

The nickel vapor isn’t contamination.

It’s not a coincidence.

It’s Exhaust.

3. Secret Gravity (SOEG) Model:

This is where our research team proposes something NEW.

We call it The “Self-Optimizing Ejection Guidance (SOEG) Model”

A Brand New Scientifically defensible framework that explains the acceleration not as chaotic outgassing, but as “controlled propulsion.”

The SOEG Model (Project EE / 3IE)

The System:
• Volatile Reservoir — CO₂ ice + Nickel-rich metallic core.
• Solar Heating — Perihelion triggers sublimation at optimal moment.
• Magnetic Ionization — Internal magnetic field ionizes nickel vapor into plasma.
• Anisotropic Jets — Plasma channeled through focused nozzles. (not random cracks)
• Thrust Optimization — Maximum momentum transfer with minimal mass loss.

Unlike natural cometary outgassing—which is chaotic, omnidirectional, and wildly inefficient. The SOEG Model Fully Represents: (CONTROLLED, DIRECTIONAL, OPTIMIZED PROPULSION.)

It’s the engineering solution to interstellar navigation: Using a “magnetofluidic drive” that uses the Sun’s + Nearby Planets & Star energy to activate a propulsion system that was BUILT.

The secret is in the magnetic field. By ionizing the nickel-carbon vapor into a high-velocity plasma jet, the system achieves thrust efficiencies that natural sublimation could never match.

This isn’t science fiction. This is “magnetohydrodynamics” the same physics that powers experimental plasma thrusters being developed by NASA and ESA for deep-space missions.

The difference?

We’re building prototypes…

Someone else already perfected it.

4. The Scientific Statistical Test:

Here’s what makes it undeniable.

Natural comets exhibit HIGH temporal variance in their acceleration parameters.

Technical terms like (A₁) and (A₂) that describe how thrust changes over time. Natural outgassing is messy, chaotic & unpredictable.

Our Prediction:

We formally predict that when sufficient post-perihelion data is published — expected from JUICE observations (data release February 2026) and ground-based telescopes through December 2025— 3I/ATLAS WILL show:

  • (A₂ parameter near zero) — phase-locked rotational coherence.
  • Temporal drift < 0.5σ — stability far beyond natural variance.
  • “Thrust vector alignment” with rotational axis — body-fixed engine signature.

If ALL 3 conditions are met.

The probability that 3I/ATLAS is a natural comet drops below 0.01% (a >4σ statistical rejection).

This is not speculation. This is a time-stamped, falsifiable prediction.

By February — March 2026, we will either be proven right or wrong.

The data doesn’t care about our theories. It only cares about what actually happens.

5. The Blue Hue 🔵:

Now there’s one more piece of evidence—and it’s visible to the naked eye (well, through a telescope). “The Color Anomaly.”

Natural comets scatter sunlight off dust particles, producing a yellowish-red glow. At 1.36 AU from the Sun, 3I/ATLAS should have appeared reddish-orange from thermal emission.

Instead, observers noted something strange: “A distinct blue fluorescence” in the coma.

What Blue Light Means?

Blue emission in a comet’s coma comes from highly ionized species—primarily “CO” (carbon monoxide ions) and certain excited metallic vapors. This requires enormous, “FOCUSED” energy to achieve.

You don’t get this level of ionization from passive solar heating. You get it from ~ Active Plasma Generation. The blue hue is the visible proof of the SOEG engine operating at perihelion. It’s the "engine glow" of a magnetofluidic drive generating high-energy plasma to achieve maximum thrust efficiency.

Compare:
- Natural comets (Hale-Bopp, NEOWISE, 67P, Etc.): Usual Yellowish-red dust scattering.
- Expected for 3I/ATLAS at 1.36 AU: Reddish-orange thermal glow.
- Observed in 3I/ATLAS: Distinct “Blue” plasma fluorescence.

This isn't subtle.

This is the difference between reflected sunlight and an active thruster firing.

5.5 ~ Convergence of Evidence:

Let's put it all together.

The Self-Optimizing Ejection Guidance (SOEG) Model is not speculation. It’s not wild theorizing. It’s one of the only frameworks that coherently explains:

✅ The early arrival— non-gravitational acceleration without natural explanation.

✅ The missing 5.5-billion-ton debris cloud — controlled thrust with minimal mass loss.

✅ The Ni(CO)₄ industrial signature — engineered propulsion chemistry.

✅ The blue plasma glow — active ionization system visible during perihelion.

✅ The statistical impossibility — phase-locked stability beyond natural variance. (pending verification)

However each piece of evidence, standing alone, is anomalous but potentially explainable.

Together, they form an interlocking pattern that demands a technological origin.

But then there’s the Silence.

Venus conjunction: Still offline.

This is not incompetence.

This is recognition.

THEY know something we’re still calculating.

December 19, 2025: 3I/ATLAS reaches closest approach to Earth at 167 million miles.

“If the calculations are correct, the 5.5-billion-ton debris cloud should be impossible to miss. Every telescope on the planet will be watching.”

All of this new information scheduled to be released should definitely include the following: High-resolution spectroscopy, morphological analysis, particle environment data and MOST CRITICALLY the astrometric parameters that will confirm or refute our SOEG model’s predictions.

“If the A₂ parameter shows phase-locked stability, the SOEG model is confirmed.”

Conclusion:

The Numbers Don’t Lie. The orbital path was not set by gravity alone. The acceleration was not powered by ice. The chemistry was not natural. And the timing is not “coincidental.”

3I/ATLAS is a message written in orbital mechanics, plasma physics, and industrial chemistry—a message we have “74 days” left to fully decode.

The mathematics are clear.

The predictions are calculated.

We don't have to speculate about what it is.

We just have to (wait) for the complete data packet to arrive.”

And when it does, one of two things will happen:

Either the natural hypothesis survives (unlikely, given the evidence). Or we confirm what the numbers have been screaming to us since October are TRUE.

Something pushed it. Something controlled it. Something arrived exactly when it needed to.”

Or The A-parameters will lock.

The plasma signature will confirm.

The debris cloud will be absent.

And the institutional silence will make perfect sense.

Because you don’t announce a discovery like this through a press release.

You announce it through a “Calculated Strategy.”

Analogy Conclusion:

The orbital path was set by laws that were not known,
For where the starlight failed, a force was subtly sown.

No dust and ice, but Nickel in the plume’s blue gleam,
A pulse of hidden power, of controlled, forgotten dreams.

The A-Parameter locks, The true secret of the sphere,
The Simultaneous Truth arrives, When all the numbers are near.

— Earth Exists

Additional Reference & Data Source Links 🖇️:

EARTH EXISTS Documentation:
- [Previous article. 35 Days of Silence — 3I/ATLAS]

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BlackRock Is Manipulating The Price Of Bitcoin👀

Blackrock possess a strategic depth that goes far beyond initial appearances. When the general market perceives selling and traders respond with emotion, these major players are often operating on a much more profound level. They adeptly identify and leverage every available mechanism to influence market dynamics. Their power isn't in direct control of the asset, but in understanding how to move the market without ever taking direct ownership.

What entity has become the most prominent corporate champion of Bitcoin ($BTC)?

It's the one with the massive treasury holdings, known as Microstrategy.

 

However, the major strategic challenge lies here: the size of their Bitcoin position is fundamentally linked to their external financing, typically in the form of debt.

This reliance on significant debt creates an inherent vulnerability—a dependence on creditors and shareholders. When an entity's position is highly leveraged, that dependence makes them susceptible to market manipulation or strategic pressure from external financial forces.

When a highly leveraged corporate holder of a significant asset (like $BTC) faces external financial stress, that pressure inevitably transfers to the asset itself.

Blackrock's goal isn't to induce a market crash, but rather to establish a dominant position and control.

Any substantial sale of major cryptocurrencies like $BTC or $ETH initiated by Blackrock, can be interpreted not as routine trading, but as a deliberate effort to manipulate market sentiment and pricing.

Blackrock is deploying a sophisticated combination of tactics: they simultaneously generate market volatility through strategic sales of the asset ($BTC) while accumulating shares in key corporate holders (the stock symbolized by $MSTR).

The deeper intent is to leverage this equity stake to direct the corporate strategy of the highly leveraged Bitcoin champion.

With a sufficiently large ownership percentage, this influence becomes highly effective. The resulting market power is therefore a function of both manipulating price movement and controlling corporate policy.

Is Microstrategy (the company represented by the $MSTR stock) vulnerable to this kind of pressure? The evidence suggests yes.

A substantial stake held by Blackrock grants them effective leverage to influence and manipulate the company itself.

When the company's shares experience a significant decline, the leadership is often compelled to take action, potentially buying back their own stock. This action is driven by the fact that falling share prices directly intensify financial and market pressure on the entire organization.

If the stock of Microstrategy continues a sustained decline, lenders will inevitably begin to re-evaluate and revise the terms of existing loans. This is a critical point of failure for the entire strategy.

The fundamental operational model of this corporate champion works like a closed loop:

  • It secures debt financing (taking loans) to acquire $BTC.

  • Alternatively, it issues new equity (selling shares) to acquire $BTC.

Crucially, the ongoing interest payments on this substantial debt are often managed by the mechanism of issuing even more shares, creating a continuous cycle of dilution and reliance on a high stock price.

A major consequence of rising leverage is the escalating cost of borrowing, requiring Microstrategy to source even larger amounts of capital.

The most straightforward solution—to issue and sell more stock—proved to be insufficient.

In fact, the situation worsened: the company’s recent attempt to raise funds through a stock offering did not fully sell out. This failure directly resulted in a significant liquidity shortfall, hamstringing Microstrategy’s ability to meet its financial obligations and continue its asset acquisition strategy.

And the ultimate shock came when Microstrategy—the very entity that vowed it would never liquidate its holdings—began to sell.

These weren't insignificant trades; the sales were valued at billions of dollars.

The key question now becomes: Does this sudden, massive reversal signal the imminent collapse of Microstrategy, or is it simply a necessary, albeit drastic, maneuver of 'business as usual' under extreme duress?

There appear to be two primary strategic objectives behind Blackrock's calculated moves:

  • Scenario A (Direct Dominance): Blackrock aims to neutralize its most prominent competitor (the corporate Bitcoin accumulator) in order to seize the title as the largest holder of $BTC.

  • Scenario B (Indirect Control): The institution’s goal is to establish absolute market control and influence, preferring to leverage Microstrategy to execute the most aggressive or politically difficult actions.

The outright financial destruction of Microstrategy is highly improbable. Such an action would trigger a severe market crash that could take years to fully repair.

The far more intelligent strategy is integration and control.

Under this model, Microstrategy remains operational, while Blackrock secretly dictates strategy. This allows Microstrategy to absorb the market blame for any necessary but controversial manipulation, a classic and often dirty tactic used by high-powered financial entities.

In the immediate future, the market will continue to exhibit strong reactions to the strategic maneuvers of Blackrock.

When they execute sales, it instantly captures headlines, is aggressively amplified by the media, and causes fearful retail traders ('weak hands') to panic and exit their positions.

Every decrease in price that results from this panic directly translates into a superior entry point for Blackrock. This clearly illustrates that the current market environment is driven purely by emotion, making it a survival game reserved only for those with the strongest resolve.

In the long run, the nature of $BTC will likely shift, moving away from its original ideals of being completely free and decentralized.

The vast majority of the available supply is projected to become highly concentrated within a small number of major corporations and investment funds.

Consequently, the price cycles will no longer be reliably tied to events like halvings or popular narratives. Instead, they will be driven primarily by government and central bank policy decisions, overarching macroeconomic conditions, and the internal political maneuverings of the world's most dominant funds and corporations.

Blackrock's goal is not to eliminate $BTC; instead, they are focused on constructing an elaborate system of control around the asset.

Microstrategy (the stock symbolized by $MSTR) remains a powerful tool, but it now operates under terms and directives that the company's leadership no longer fully dictates.

Since direct command over the decentralized asset is impossible, control is established through strategic influence over the largest corporate and fund custodians. Moving forward, Blackrock will be the primary entity determining the market's trajectory.

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A Request for NASA to Release Scientific Data on 3I/ATLAS

During my recent podcast interview with Joe Rogan (accessible here), I had mentioned the unfortunate circumstances, under which NASA had not released for four weeks the images collected by the HiRISE camera onboard the Mars Reconnaissance Orbiter. These images were taken on October 2–3, 2025, when the interstellar object 3I/ATLAS passed within 30 million kilometers from Mars. The images are extremely valuable scientifically because they possess a spatial resolution of 30 kilometers per pixel, about 3 times better than the spatial resolution achieved in the best publicly available image from the Hubble Space Telescope, taken on July 21, 2025 (accessible here and analyzed here). Whereas the Hubble image was taken from an edge-on perspective since Earth and the Sun were separated by only ~10 degrees relative to distant 3I/ATLAS, the HiRISE image offers a sideways perspective, valuable in decoding the mass loss geometry and glow around as it approached the Sun.

The delay in the data release was argued to be the result of the government shutdown on October 1, 2025. Nevertheless, conspiracy theorists suggested that it may have to do with evidence for extraterrestrial intelligence in the HiRISE images. When asked about it, I suggested that the delay is probably not a sign of extraterrestrial intelligence but rather of terrestrial stupidity. We should not hold science hostage to the shutdown politics of the day. The scientific community would have greatly benefited from the dissemination of this time-sensitive data as astronomers plan follow-up observations in the coming months.

Joe Rogan suggested that I contact the interim NASA administrator, Sean Duffy. The following day, I corresponded with congresswoman Anna Paulina Luna regarding a related formal request from NASA. Following our exchange, Representative Luna wrote a brilliant letter to NASA’s acting administrator Duffy.

We all owe a debt of deep gratitude for the visionary support displayed by Representative Luna to frontier science through her letter, attached below.

Avi Loeb is the head of the Galileo Project, founding director of Harvard University’s — Black Hole Initiative, director of the Institute for Theory and Computation at the Harvard-Smithsonian Center for Astrophysics, and the former chair of the astronomy department at Harvard University (2011–2020). He is a former member of the President’s Council of Advisors on Science and Technology and a former chair of the Board on Physics and Astronomy of the National Academies. He is the bestselling author of “Extraterrestrial: The First Sign of Intelligent Life Beyond Earth” and a co-author of the textbook “Life in the Cosmos”, both published in 2021. The paperback edition of his new book, titled “Interstellar”, was published in August 2024.

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