We first apply singular spectrum analysis (SSA) to the international sunspot number (1849–2015) and the count of polar faculae (1906–2006). The SSA method finds 22‐, 11‐, and 5.5‐year components as the first eigenvectors of these solar activity proxies. We next apply SSA to the 10 Madden‐Julian oscillation (MJO; 1978–2016) indices. The first, most intense component SSA finds in all MJO indices has either a period of 5.5 or 11 years. The longer‐term modulation of amplitude is on the order of one third of the total variation. The 5.5‐year SSA component 1 of most MJO indices moreover follows the decreasing amplitude of solar cycles. We then apply SSA to climate indices Pacific Decadal Oscillation, El Nino Southern Oscillation precipitation index, Arctic Oscillation, Atlantic Multidecadal oscillation, Tropical Southern Atlantic oscillation, Western Hemisphere Warm Pool, and Brazil and Sahel rainfalls. We find that the first SSA eigenvectors are all combinations of rather pure 11, 5.5, and 3.6‐year pseudo‐cycles. The 5.5‐year component is frequently observed and is particularly important and sharp in the series in which it appears. All these periods have long been attributed to solar activity, and this by itself argues for the existence of a strong link between solar activity and climate. The mechanisms of coupling must be complex and probably nonlinear but they remain to be fully understood (UV radiation, solar wind, and galactic cosmic rays being the most promising candidates). We propose as a first step a Kuramoto model of nonlinear coupling that generates phase variations compatible with the observed ones.