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The five rings are Ground, Water, Fire, Wind and the Void. Each ring represents a different aspect of strategy, and by mastering all five rings, it is supposed that you make yourself invincible in combat. Although to members of the Hyoho Niten Ichiryu it is merely a manual of technique and philosophy.
Information on understanding Go Rin no Sho by Imai Masayuki Nobukatsu, 11th Soke can be found here: http://www.hyoho.com