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If anyone wants an almost too on-the-nose astrology/stock market analysis, check out LunaticTrader https://lunatictrader.com/moon-cycles-in-the-markets/ https:
by its_ethan 3y ago
If anyone wants an almost too on-the-nose astrology/stock market analysis, check out LunaticTrader
https://lunatictrader.com/moon-cycles-in-the-markets/ https://lunatictrader.com/moon-cycles-in-the-markets/
https://lunatictrader.com/performance/ https://lunatictrader.com/performance/
- jack_pp 3y agoSo then the astrologists are right, the phases of planets really do correlate to human behaviour
- zer0tonin 3y agoI had not seen the blog when writing the article. I think it's basically the same strategy as what I have backtested. I run the backtest on QQQ since this blog seems to be focused on the nasdaq and it's about the same: 0.20% CAGR and 0.07 sharpe. I don't know why they are somehow focused on counting green days vs red days, as most of today's market volatility is outside of the trading hours.
- chewz 3y agoalso worth checking https://github.com/financial-astrology-research https://github.com/financial-astrology-research