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Re: re;gen:rain for grain



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And my 2 cents:


Test OFFSET   NetPrft      ROA
%Prft                             Number
                                  MaxDD           AvgWTrd   AvgTrd
AvgLTrd  WTr AWB LTr ALB
1     00     -7168.75   -48.26   -14855.00   46     402.47  -20.19
-379.02 163  10 192 10
2     15     10807.50    97.67   -11065.00   45     514.27   31.88
-364.93 153  10 186 10
3     30     53235.00   825.03    -6452.50   42    1890.76  521.91
-475.72  43 115  59 36


3390 bars
The above is a study of the effect of the
moon:                             7069 bars
    OFFSET = 00  is New  Moon
           = 15  is Full Moon
           = 30  is No moon effect programmed in system.

System is simple multiply smoothed Exponential Moving Average system
sort of like the
3d Fear stuff we have seen.  This system is stupid with only a $1600
money management
stop.

When system is normally long, for New Moon we would buy on New Moon and
sell on Full Moon.
                              for Full Moon we would buy on Full Moon
and sell on New Moon.

Vice Versa for short.
Obviously FULL MOON is a lot better than New Moon  BUT  (in this case --
Corn 83-96) if
we include moon effect it ain't as good as without it.

This is not necessarily the case for all equities but for Corn for this
period it was
so and seemingly is still so.

Clyde







RRodgers wrote:

> Okay my turn and my 2 cents -  Larry doesn't use lunar cycles anymore
> (yes
> he did in his old stuff).  As I bought all his old books after
> ordering his
> money tree course, I saw the moon cycles mentioned and faxed him about
> it



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