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> Whenever the talk turns to Moon then I drag out some of my
> old work in trying to prove/disprove that the Moon had a significant
> effect on the market (S&P futures).
>
> The attached .gif shows the results from '96 to now of an optimized
> trading system which buys 12 days after new moon and sells on the
> equivalent distance from the full moon.
>
> In a long term study I found that the optimum distance from the
> new/full moon moved around in a rather consistent fashion and
> I have a suspicion that some other planet may have an effect.
>
> Over this long period of time without any continuing adjustment
> the system still was profitable 56% of the time and returned over
> $300K with a drawdown of $48K on a single SP contract at $250.
>
> Clyde
>
> The attached junk.ela is the signal used for this study and there
> is a couple of functions that you can apply using Custom1 and
> see where New/Full Moon appears.
>
> cl
> - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> Clyde Lee Chairman/CEO (Home of SwingMachine)
> SYTECH Corporation email: clydelee@xxxxxxxxxxxx
> 7910 Westglen, Suite 105 Office: (713) 783-9540
> Houston, TX 77063 Fax: (713) 783-1092
> Details at: www.theswingmachine.com
> - - - - - - - - - - - - - - - - - - - - - - - - - - - -
>
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Attachment:
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