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Along the line of Charles comments, one of the interesting
things I found was that, IN SOME YEARS, if the Moon
Cycle is inverted at the Summer Solstice and then returned
to normal at the Winter Solstice the results are drastically
improved.
See Junk1 (no inversion) and Junk2 (inversion) for the
July 05-July 06 period. Over a 2:1 improvement.
However looking at Junk3 (no inversion) and Junk4
(inversion) for the July 06-July 07 period we do not
see such improvement. Although there is nowhere near
the difference seen in the 05-06 period, the study without
the inversion yields a much smoother equity curve.
Shortly I'll do this over at least 4 years to see if the 4 year
cycle has any effect.
Clyde
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Clyde Lee phone: 713.783.9540
SYTECH Corporation
7910 Westglen, Suite 105
Houston, TX 77063 fax: 713.783.1092
WebSite: www.theswingmachine.com
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----- Original Message -----
From: "Charles Meyer" <chaze@xxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, August 01, 2007 01:31 PM
Subject: Re: [RT] For all Moon nuts
> Clyde-
>
> I believe you will find that this coorelation will hold up
> for long periods of time; then it will not.
> Hard to find it consistent enough to use it as a trading
> tool, you just have to know when and when not
> to use the cycle. That's my conclusion.
>
> Chas
> -----
>
>
>
> On Wed, 1 Aug 2007 10:56:37 -0500
> "Clyde Lee" <clydelee@xxxxxxxxxx> wrote:
>> Most of you know I'm a nut about paying attention to the
>> phases of the moon when trading index type symbols.
>>
>> When I walked out last night with my dog and noticed
>> the condition of the moon I decided it was time for a
>> picture.
>>
>> I used the simplest form of my CycleSimple model for
>> this study. The moon cycle is the alternating red and
>> green lines around 12,400. Remember the Moon cycle
>> is a CALENDAR DAY event and the jaggedness in the
>> plot is due to weekends in market action.
>>
>> Look at the attached. Even in this roaring bull
>>whatever
>> you would be in bad shape arguing against the Moon.
>>
>> Clyde
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