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Re: GEN: ASTROLOGY, ETC...... MOON STUDY RESULTS



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The simulations said that for 1/2 of year you bought on new and
sold on full and the other half you reversed this procedure.

The study was purely acedemic and simply traded on new and full
moon days.  Tests showed that it was probably better to trade a
couple of days after new/full.

The conclusions were conclusive that there was a moon effect.  The
fact is that in this market you were a lot better going long and
exiting -- no shorts.

Examine the following and you will see that all things are NOT equal
and some do better on new than full.

The following is a tabulation of the study results:


         Results:  10 Year period ending 2/98  --  BUY on NEW MOON, SELL on FULL
         SYM    NetPrft :NetPrft :NetPrft  %Prft AvgWTrd  AvgLTrd  #WTrds 
#LTrds
         CC     -402.00  -841.00   439.00   48     52.33   -50.98    118     129
         PL     -364.50  -195.90  -168.60   50     10.29   -13.15    123     124
         W_     -321.50  -201.50  -120.00   51     11.30   -14.42    126     121
         S_     -182.00  -104.50   -77.50   53     18.03   -21.93    131     116
         C_     -154.25   -97.00   -57.25   55      7.01    -9.98    136     111
         SM     -101.30    -9.30   -92.00   50      6.26    -7.13    124     123
         KC      -99.90   -25.57   -74.33   47      7.16    -7.11    116     131
         HU      -84.57     2.14   -86.71   49      2.39    -2.92    120     127
         HO      -62.35   -13.08   -49.27   45      2.47    -2.51    112     135
         SF      -42.34   -20.26   -22.08   46      1.31    -1.42    113     134
         JY      -33.50   -27.94    -5.56   45      1.43    -1.41    111     136
         GC      -29.30  -163.90   134.60   51      6.18    -6.79    127     120
         CL      -18.23     3.86   -22.09   47      0.88    -0.92    116     131
         BP      -18.23    17.12   -35.35   50      2.50    -2.63    123     124
         CT      -16.49    21.92   -38.41   46      2.18    -2.00    114     133
         CR      -11.05    -3.15    -7.90   52      2.80    -3.10    128     119
         SB       -7.29     2.09    -9.38   49      0.44    -0.48    121     126
         BO       -6.11    -7.96     1.85   50      0.73    -0.78    124     123
         FF       -0.24     2.35    -2.59   56      0.05    -0.07    125     98

         US        0.32    26.26   -25.93   52      1.35    -1.45    128     119
         TB        1.58     2.20    -0.63   53      0.14    -0.15    130     117
         ED        1.64     3.91    -2.27   55      0.14    -0.16    137     110
         UA        6.56    30.25   -23.69   53      1.32    -1.46    132     115
         TY        6.66    22.16   -15.50   53      0.93    -0.97    130     117
         AD        7.68    15.62    -7.94   49      1.03    -0.93    121     126
         FB        9.23    19.70   -10.47   53      0.67    -0.67    119     104
         TA        9.85    23.97   -14.12   54      0.91    -0.99    134     113
         LH       10.32    23.72   -13.40   53      1.46    -1.56    131     116
         PA       13.40    46.30   -32.90   52      4.28    -4.56    129     118
         MB       18.78    36.85   -18.06   52      1.22    -1.15    128     119
         DX       25.17     4.56    20.61   53      1.23    -1.19    132     115
         LC       28.20    28.62    -0.43   55      1.32    -1.39    137     110
         KB       38.50   270.30  -231.80   53      7.68    -8.20    130     117
         YX       41.50   176.85  -135.35   52      4.46    -4.52    129     118
         MV       49.30   274.90  -225.60   53      7.71    -8.15    130     117
         KW       50.80   -43.25    94.05   51     11.90   -11.74    100     97
         FC       54.15    42.90    11.25   59      1.38    -1.46    146     101
         SI       60.60  -133.90   194.50   51     16.75   -16.94    126     121
         SP       81.10   320.35  -239.25   52      8.64    -8.62    128     119
         JO       92.10    55.10    37.00   52      5.52    -5.16    128     119
         PB      130.20    34.60    95.60   54      3.26    -2.66    133     114
         CD      230.00  1810.00 -1580.00   47    618.52  -537.12    115     132
         HG      238.30   132.90   105.40   59      4.09    -3.32    132     91
         LB      301.20   221.40    79.80   54     14.05   -14.00    134     113
         NR     1075.00   203.50   871.50   51     33.59   -26.59    127     120


         Results:  10 Year period ending 2/98  --  SELL on NEW MOON, BUY on FULL
         SYM    NetPrft  L:NetPrf S:NetPrf %Prft AvgWTrd  AvgLTrd  #WTrds 
#LTrds
         CC      402.00  -439.00   841.00   53     50.59   -52.78    130     117
         PL      364.50   168.60   195.90   50     13.15   -10.29    124     123
         W_      321.50   120.00   201.50   50     14.07   -11.57    124     123
         S_      182.00    77.50   104.50   47     21.75   -18.17    117     130
         C_      154.25    57.25    97.00   46      9.80    -7.12    113     134
         SM      101.30    92.00     9.30   51      6.96    -6.41    126     121
         KC       99.90    74.33    25.57   53      7.11    -7.16    131     116
         HU       84.57    86.71    -2.14   52      2.90    -2.41    128     119
         HO       62.35    49.27    13.08   55      2.51    -2.47    135     112
         SF       42.34    22.08    20.26   54      1.42    -1.31    134     113
         JY       33.50     5.56    27.94   55      1.40    -1.44    137     110
         GC       29.30  -134.60   163.90   49      6.73    -6.23    121     126
         CL       18.23    22.09    -3.86   54      0.90    -0.89    133     114
         BP       18.23    35.35   -17.12   50      2.63    -2.50    124     123
         CT       16.49    38.41   -21.92   54      2.00    -2.18    133     114
         CR       11.05     7.90     3.15   48      3.10    -2.80    119     128
         SB        7.29     9.38    -2.09   53      0.47    -0.46    130     117
         BO        6.11    -1.85     7.96   50      0.78    -0.73    123     124
         FF        0.24     2.59    -2.35   55      0.05    -0.06    123     100
		 
         US       -0.32    25.93   -26.26   49      1.44    -1.36    120     127
         TB       -1.58     0.63    -2.20   50      0.14    -0.15    123     124
         ED       -1.64     2.27    -3.91   47      0.15    -0.15    117     130
         UA       -6.56    23.69   -30.25   47      1.44    -1.34    117     130
         TY       -6.66    15.50   -22.16   49      0.94    -0.96    121     126
         AD       -7.68     7.94   -15.62   51      0.92    -1.04    127     120
         FB       -9.23    10.47   -19.70   47      0.67    -0.67    104     119
         TA       -9.85    14.12   -23.97   46      0.98    -0.92    114     133
         LH      -10.32    13.40   -23.72   47      1.55    -1.47    117     130
         PA      -13.40    32.90   -46.30   49      4.49    -4.34    120     127
         MB      -18.78    18.06   -36.85   49      1.14    -1.23    120     127
         DX      -25.17   -20.61    -4.56   47      1.19    -1.23    115     132
         LC      -28.20     0.43   -28.62   45      1.38    -1.33    111     136
         KB      -38.50   231.80  -270.30   48      8.13    -7.74    118     129
         YX      -41.50   135.35  -176.85   48      4.48    -4.49    119     128
         MV      -49.30   225.60  -274.90   47      8.15    -7.71    117     130
         KW      -50.80   -94.05    43.25   50     11.62   -12.02    98      99
         FC      -54.15   -11.25   -42.90   42      1.44    -1.40    103     144
         SI      -60.60  -194.50   133.90   49     16.80   -16.89    122     125
         SP      -81.10   239.25  -320.35   49      8.54    -8.71    120     127
         JO      -92.10   -37.00   -55.10   48      5.16    -5.52    119     128
         PB     -130.20   -95.60   -34.60   47      2.64    -3.29    115     132
         CD     -230.00  1580.00 -1819.00   54    529.10  -629.47    134     113
         HG     -238.30  -105.40  -132.90   41      3.28    -4.13    92      131
         LB     -301.20   -79.80  -221.40   47     13.75   -14.26    115     132
         NR    -1075.00  -871.50  -203.50   49     26.37   -33.86    121     126
		 



Clyde

S&P 500 wrote:
> 
> Clyde
> What were your conclusions on the New moons and buying and selling the
> S&P???
> 
> How did you decide when to buy and sell??
> 
> Thanks again
> Rob
> 
> ----- Original Message -----
> From: clydelee <clydelee@xxxxxxx>
> Cc: <realtraders@xxxxxxxxxxxx>
> Sent: Wednesday, July 14, 1999 11:47 PM
> Subject: Re: GEN: DUCKS, ASTROLOGY, ETC......
> 
> > Sorry About That!!!!
> >
> >
> > What follows was contributed by Gary Funk a long time ago.
> >
> > Indicator was modified somewhat to my liking.
> >
> > Don't forget.  There is a function and there is an indicator!!!!
> >
> > Have at it and see what goes.  I did a very large study a couple
> > years ago an published it here that ABSOLUTELY CONCLUSIVELY AND
> > WITHOUT A DOUBT showed that there was a correlation between the
> > moon's phase and the profitability of a simple buy/sell on opposite
> > phases of the moon.
> >
> > Clyde Lee
> >
> >
> > {+ + + + + + +  function follows  + + + + + + + + + + + + + +}
> >
> >
> >
> > {
> >   Function Moondays returns the number of days since a new moon.
> >   The values returned range between 0 and 29.
> >   (0 = new, and 15 is a full moon to +/- 2 day accuracy.)
> >
> >   Author: Gary Funck, gary@xxxxxxxxxxxx, 7/15/97
> >   No restrictions on use/copying. No warranties, expressed/implied.
> >
> >   This code uses an approximation described in the the "Astro FAQ";
> >   summarized below:
> >
> >   Subject: C.11  How do I calculate the phase of the moon?
> >   Author: Bill Jefferys <bill@xxxxxxxxxxxxxxxxxxx>
> >
> >   John Horton Conway (the Princeton mathematician who is responsible for
> >   "the Game of Life") wrote a book with Guy and Berlekamp, _Winning
> >   Ways_, that describes in Volume 2 a number of useful calendrical
> >   rules.  One of these is an easy "in your head" algorithm for
> >   calculating the phase of the Moon, good to a day or better depending
> >   on whether you use his refinements or not.
> >
> >   In the 20th century, calculate the remainder upon dividing the
> >   last two digits of the year by 19; if greater than 9, subtract
> >   19 from this to get a number between -9 and 9.
> >
> >   Multiply the result by 11 and reduce modulo 30 to obtain a
> >   number between -29 and +29.
> >
> >   Add the day of the month and the number of the month (except
> >   for Jan and Feb use 3 and 4 for the month number instead of
> >   1 and 2).
> >
> >   Subtract 4.
> >
> >   Reduce modulo 30 to get a number between 0 and 29. This is
> >   the age of the Moon.
> >
> >   Example: What was the phase of the Moon on D-Day (June 6,
> >   1944)?
> >
> >   Answer: 44/19=2 remainder 6.
> >
> >   6*11=66, reduce modulo 30 to get 6.
> >
> >   Add 6+6 to this and subtract 4: 6+6+6-4=14; the Moon was (nearly)
> >   full. I understand that the planners of D-day did care about the phase
> >   of the Moon, either because of illumination or because of tides. I
> >   think that Don Olsen recently discussed this in _Sky and Telescope_
> >   (within the past several years).
> >
> >   In the 21st century use -8.3 days instead of -4 for the last number.
> >
> >   Conway also gives refinements for the leap year cycle and also
> >   for the slight variations in the lengths of months; what I have
> >   given should be good to +/- a day or so.
> > }
> > inputs: dt(numericsimple);
> > variables: x1(0), x2(0), x3(0), x4(0),DT1(0);
> >    DT1=JulianToDate(DateToJulian(DT+1));
> >     x1 = Modulus(year(DT1), 19);
> >     if x1 > 9 then x1 = x1 - 19;
> >     x2 = Modulus(x1 * 11, 30);
> >     x3 = month(DT1);
> >     if month(DT1) < 3 then x3 = x3 + 2;
> >     x4 = x2 + dayofmonth(DT1) + x3 - 4;
> >     Moondays = Modulus(x4, 30);
> >
> >
> >
> >
> >
> >
> >
> >  {+ + + + + + +  indicator below  + + + + + + + + + + + + + +}
> >
> >
> >
> >
> 
> >    Indicator Moonphase, returns a value between 0..100, that
> >    indicates (approximately) the fullness of the moon, where
> >    0 is a new moon, and 100 is a full moon.  This indicator
> >    calls the Moondays function, and is accurate to +/- 2 days.
> >
> >    Accepts an input, offset, which should be in the range -14..14.
> >    Generally, you will not need to change the offset value, unless
> >    for example, you want the display to agree with the offset
> >    value used by Moontrade.
> >
> >    Author: Gary Funck, gary@xxxxxxxxxxxx, 7/15/97
> >    No restrictions on use/copying. No warranties, expressed/implied.
> >
> >  }
> >  input: offset(0);
> >  variables:  dt(0), phase(0), mday(0),mphase(0);
> >      dt = juliantodate(datetojulian(date) + offset);
> >      mday = Moondays(dt);
> >      phase = 100*( mday /(29.530588853/2));
> >
> >     If (phase>100 and phase[1]<=100) then Value2=-1;
> >     Value2=Value2+1;
> >     If Value2=0 then Value5=100 else Value5=0;
> >     Plot2(Value5,"vl");
> >     if phase > 100 then mphase = 200 - phase else mphase=phase;
> >      plot1(mphase, "moon phase");
> >
> >
> > Larry Muir wrote:
> > >
> > > There was an article in The Technical Analysis of Stocks and Commodities
> > > magazine about trading one of the agricultural commodities with
> astrology.
> > > It said in the article that this market went up on the full moon and
> down on
> > > the new moon. It would be interesting to mark the new and full moons on
> an
> > > SP500 chart and see what it looked like.
> > >
> > > >From: JCDuffy@xxxxxxx
> > > >To: mseflin@xxxxxxxxxxxxx, chmeyer@xxxxxxxx
> > > >CC: realtraders@xxxxxxxxxxxx, info@xxxxxxxxxxxxxxxxxxxxx,
> boggio@xxxxxxxxx
> > > >Subject: Re: GEN:  DUCKS, ASTROLOGY, ETC......
> > > >Date: Thu, 8 Jul 1999 21:35:44 EDT
> > > >
> > > >In a message dated 99-07-08 00:28:15 EDT, mseflin@xxxxxxxxxxxxx writes:
> > > >
> > > ><< please...this
> > > >  conversation is not useful to the majority of participants >>
> > > >
> > > >
> > > >I do not use astrology to trade, nor do I know much about it. That is
> why I
> > > >found it precisely interesting. How do you what the "majority" of other
> > > >people think about a discussion, or whether or not it is useful to
> them?
> > >
> > > ______________________________________________________
> > > Get Your Private, Free Email at http://www.hotmail.com
> >
> > --
> > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> > Clyde Lee   Chairman/CEO       (Home of SwingMachine)
> > SYTECH Corporation             email:   <clydelee@xxxxxxx>
> > 7910 Westglen, Suite 105       Work:    (713) 783-9540
> > Houston,  TX  77063            Fax:     (713) 783-1092
> > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> > To subscribe / unsubscribe from SwingMachine list
> > http://www.egroups.com/list/swingmachine/
> >
> > After joining list the freeware SwingMachine program
> > (DOS Version) is available in the  VAULT  at:
> > http://www.egroups.com/list/swingmachine/
> > - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> 
> ----------------------------------------------------------------------------
> ----

-- 
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Clyde Lee   Chairman/CEO       (Home of SwingMachine)
SYTECH Corporation             email:   <clydelee@xxxxxxx> 
7910 Westglen, Suite 105       Work:    (713) 783-9540
Houston,  TX  77063            Fax:     (713) 783-1092    
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