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Ever study the I CHING? I've been using it for more than 20 years.
It is perhaps the oldest written document in human history, dating
back to about 5,000 years ago. It was recently discovered that the
original versions of the I Ching used numbers only... which means it
was originally based in mathematics.
There is one striking statistical anomaly associated with the I
Ching. If an individual divines the I Ching over a long period of
time, the I Ching will demonstrate a well-defined and unique results
pattern for that individual (assuming all results have been
recorded). Such is the case with each individual.
Terrence McKenna (now deceased) used the King Wen sequence of the I
Ching's trigrams to produce software named "Timewave Zero." The end
results of the software clearly denote Dec 23, 2012... which just
also happens to be the end date of the Mayan Calendar. The Mayans
worshipped Time for many centuries.
On his deathbed, Confucious said that he if had 50 more years in
which to live, he would have used all of them to study the I Ching.
The Vietcong claim that consulting the I Ching caused them to win
the Vietnam War. Many Asians consult the I Ching today, for business
matters.
It would be interesting to see an adaptation of the I Ching for
trading purposes. Whereas astrological prediction is based on the
theory that future events are predetermined and fixed in time, the I
Ching allows for moving parts and human intervention -- it gives
multiple outcomes based on various specific actions.
Of all the divination systems I've run across, the I Ching is the
most intuitive and reliable. The results tend to be dead-on every
time, and very striking compared to any other divination system
(that's in print and available to the public).
Enjoy!
Brian
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>
> I have no interest in checking out lunar, solar, horoscope, spring,
> summer, fall, end of month, etc. systems. I have checked out
several and
> none have ever worked out. I'm sticking to price movement, which
> theoretically already includes all known effects.
>
> --
>
> Terry
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On
> Behalf Of Walt Scudder
> Sent: Thursday, September 07, 2006 21:46
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: ***[Possible UCE]*** RE: [amibroker] Moon Phase as a
> profitable predictor
>
>
>
> Terry & Howard:
>
>
>
> Not to add more fuel to this fire - but have either of you given
any
> thought to look at market activity vs.: the Solunar calendar?
> (http://www.kingsoutdoorworld.com/hunting-
guide/deer_activity.htm#WHAT%2
> 0IS%20THE%20SOLUNAR%20THEORY)
>
>
>
> This calendar is used by hunters and fishermen to find best days
and
> times to hunt and fish. Maybe the sun and moon have the same
effect on
> the market's hunters and fishermen :>) ??
>
>
>
> Might just be worth looking at ???
>
>
>
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On
> Behalf Of Terry
> Sent: Sunday, September 03, 2006 9:23 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: ***[Possible UCE]*** RE: [amibroker] Moon Phase as a
profitable
> predictor
>
> Howard,
>
> Comprehensive and well thought out, well written reports like
yours are
> always appreciated.
> --
> Terry
> -----Original Message-----
> From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> [mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com]
> On
> Behalf Of Howard Bandy
> Sent: Sunday, September 03, 2006 11:29
> To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com
> Subject: [amibroker] Moon Phase as a profitable predictor
>
> Thanks to everyone who has contributed code to compute the phase of
> the moon, and to the discussion of whether the phase of the moon is
> profitably predictive for common stock investing. I have done some
> testing and find that the phase of the moon is Not a profitable
> predictor.
>
> I used the code posted by OzFalcon (thanks), removed the extraneous
> information, such as distance to the moon, and added code to
compute
> two values: the percentage close to close change for the day ahead
> and the percentage of the phase of the moon relative to it being a
new
> moon. My in-sample test was performed on daily data using a period
> from 1/1/1995 to 1/1/2005 -- ten years. Three indices were
studied --
> the Russell 3000, the S&P 500, and the S&P 600 small cap. The
> individual backtest results from these AmiBroker runs were
exported,
> opened in Excel, and analyzed. It was relatively easy to identify
> periods where the price change for the day ahead consistently rose
for
> some values of the phase of the moon, and fell for some other
values.
> The analysis was carried out using several different levels of
> granularity for the phase of the moon -- from one percent "bins" to
> twenty-five percent bins -- and several different levels of
> profitability -- from cherry picking the highest long and highest
> short returns to "always in". Code was added to the afl procedure
> that bought and sold accordingly, initially holding exactly one
day.
> No deduction was made for commission or slippage.
>
> To test the in-sample performance, I ran individual backtests
against
> the 500 stocks in the S&P 500 and the 100 stocks in the Nasdaq
100.
> No surprise -- the results were spectacular. For example, using
> granularity that picked the best twenty percent (about fifteen
percent
> long and six percent short), so the model is invested twenty
percent
> of the time and flat eighty percent of the time, the median RAR
> statistic for the S&P 500 stocks was about 80%, and the median RAR
> statistic for the Nasdaq 100 stocks was about 160%.
>
> To test the validity of the model, I chose an out-of-sample period
> from 1/1/2005 through 9/1/2006 -- twenty-one months -- and reran
the
> individual backtests. As expected, the system is invested about
> twenty percent of the time. The median RAR statistic for the S&P
500
> stocks was about -7% (minus seven percent), and the median RAR
> statistic for the Nasdaq 100 stocks was about 0% (zero).
>
> I tried several other combinations of granularity of phase (various
> percentages, daily, always in, etc), strength of signal (strongest
> only, average of the in-sample tests, etc), length of holding
period
> (one day, several day, stop and reverse, etc). The results were
> almost always profitable for the in-sample period and Never
profitable
> for the out-of-sample period, even with zero deduction for slippage
> and commission.
>
> I may have missed something here, but I do not think so. I would be
> happy to hear from forum members who have had success (either
> profitable trading or profitable performance in out-of-sample
tests)
> using moon phase in their trading, and I will be happy to test and
> report other reasonable suggestions for using moon phase as a
trading
> indicator.
>
> Thanks for listening,
> Howard
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroke <http://www.amibroker.com/support.html>
> r.com/support.html
>
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