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----- Original Message -----
From: "DH" <catapult@xxxxxxxxxxxxxxxxxx>
To: "Realtraders" <realtraders@xxxxxxxxxxxxxxx>
Sent: Sunday, April 29, 2001 2:24 PM
Subject: [RT] The moon cycle - how strong?
> I've been accused of never contributing anything so here's my two
> bits.:-)
>
> Clyde has shown us that the moon cycle appears to exist. The question
> then becomes how strong is it? Is it big enough to trade or just another
> one of those interesting but not too useful bits of information?
>
> The 29.5 calendar day moon cycle is about 21.5 trading days. So, I
> applied a 21.5 day, narrow bandwidth, bandpass filter to the close of
> the daily S&P 500. I divided the output by the average daily range over
> the same 21.5 day period. 20 years of results are plotted on the gif.
>
> Bottom line, the strength of the cycle is about the same as the daily
> range. It might be useful information to know where you are in the moon
> cycle but, IMHO, it's too weak to trade by itself. As to whether the
> moon is the "cause," you can apply filters shorter or longer than 21.5
> trading days and get about the same results so I don't put a lot of
> faith in it. I'd be more inclined to look at days before or after
> options expiration as the real trigger for these somewhat close to
> monthly cycles.
>
> --
> Dennis,
You bring forward an interesting point. Has it ever occurred to you
that the option expiration,
third Friday of the month, usually occurs near the day when the Sun changes
Zodical signs? The last occurance of this was Thursday, March 22 which was
the 1081 low in the S&P 500 Cash. Coincidentally, on that day, the Sun
position was at 1 degree of Aries. If you cycle out the cycles
of 360 degrees (called Mod360) from 1081 you get 1 degree of Aries. The S&P
500 cash bottomed when it hit the position of the Sun that day (Gann's 45
degree angle).
Despite the fact that I posted in early March that I was looking for an
important mid March low (I was early by 3 days) and then a major Spring
rally as indicated by Donald Bradley's Jupiter - Uranus chart published back
in 1948, I am sure this is all a coincidence and that TradeStation can do a
much better job with its 3 minute bar charts.
Coincidentally,
Norman
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