FOREX - Trends, Forecasts and Implications 2015(continued) - page 838

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Ishim:
Now do it to your mother-in-law! (Otherwise she will be offended)!
Ishim greetings !
 
Server Muradasilov:
No :)) No surplus at the moment )))) I just noticed, thanks to you, that there is something in the full moon, and not just for the markets.

there are...

wolves howling:

 
Lesorub:

there are...

wolves howling:

Stock market analysts have discovered the dependence of stock market indices on lunar cycles
Return on investment in global financial markets peaks by the new moon. This is the conclusion reached by analysts at investment bank Macquarie Securities, who have been carrying out studies since 1988.

In contrast CLSA identified the 27th day as the most dangerous moon for investment and the economy as a whole. Their study of massive market crashes in 1857, 1907, 1929, 1987, 1997 and 2008 found that markets teetered on the brink and panic broke out on the 27th day of the seventh lunar cycle each time.

14 top Macquarie Securities analysts studied the performance of 32 major stock indices since 1988 and found that the maximum investment returns over the four weeks of the lunar cycle occurred during the lunar month shift (the two days before and two days after the new moon). "Using data from 1988 on different types of indices, we concluded that there is a strong surge in returns at the confluence of lunar months," the company said in its report. This is not just in Asia, where the traditional importance of lunar cycles is high, but around the world, analysts said: "Each of the 32 markets we surveyed showed above-average growth in earnings at the turn of the lunar months. And for many markets, the average return for the rest of the month was near or equal to zero.

Macquarie and CLSA experts are not alone in their reverence for the phases of the moon.

Another paper, Technical Analysis of Stocks&Commodities, "Reality or Madness?" - is written directly by professional stock market participant Ivan Krutny.

To test the assumption that prices of silver, wheat, corn and soybeans rise during a full moon and fall during a new moon, he conducted his research using a trading program. His work points out that a full moon can be a good indicator for selling because, in his opinion, a full moon often appears on the eve of sharp drops in the S&P 500 index, a fact confirmed by the system for the NYFE index as well.

Of works noteworthy, also note the work of Todd Lofton (1974) who argued that short-term price movements occur with a certain regularity in relation to the phases of the moon and that, in fact, the exchange-traded commodities chosen to watch (silver, wheat, cocoa and sugar) show a strange tendency to form an upward market after a full moon and a downward market after a new moon.

The Encyclopaedia of Trading Strategies by Jeffrey Owen Katz, Donna L. McCormick has an entire section on trading by astrological signals for entry and exit, lunar and solar cycles with tables, charts.

"In a previous study (Katz, McCormick, June 1997) we found that it is possible to trade profitably in the NYFE market using lunar cycles. From 1990 to 1997, a simple system based on lunar cycles generated $75,550 in profits. Out of 170 trades 60% were profitable. The average profit per trade was $444.41 and the total profit was 365% (not year-on-year). Long positions were more profitable than short positions (520% compared to -37%). Signals often predicted pivot points to the exact day...

The trading rules are simple. If L1 days ago was a full moon, you should buy. If L1 days ago there was a new moon, then you should sell. The number of days (L1) is a delay factor. If L1=0, you should buy the day after the night of the full moon, if L1=1, you should buy the day after the night of the full moon. If L1=2, you should buy two days after the night of the full moon and so on. Similarly, sales are carried out in the same way. "

The Bank of Scotland has generally published a study on its website on the correlation between lunar phases and financial market behaviour, suggesting medium- and long-term investment strategies that can significantly increase investor returns.

In a nutshell, the idea is to buy indexes on the day of the new moon, hold them until the full moon (usually 14-15 days), and then sell the indexes on the day of the full moon, and invest the resulting amount again on the next moon cycle.

Thus we see that econometric models and trading systems were used in the study of the connection of the moon and the stock market, and the conclusions are very similar by different methods.

But indexes are indexes and we don't know how the moon can influence them, but investors are people and they are surely influenced by the lunar cycles.

The influence of lunar cycles on investors' behaviour has also been studied many times.
 
Server Muradasilov:

You'll get your nuts in a jiffy...
 
Lesorub:
You'll get your nuts in a jiffy...
There's no one here today.) Even Ishimka isn't answering his greeting. Maybe he's moonwalking.
 
USD JPY - performing well today
 
Today is the third day of the new moon. I'm going to go sell everything :)
 
Server Muradasilov:
Stock market analysts have discovered the dependence of stock market indices on the mood of their wives on lunar you-know-what cycles


The impact of lunar cycles on investor behaviour has also been studied repeatedly.
 
Александр Михайлович:
Today is the third day of the new moon. I'm going to sell everything :)
That's right, sell both the dollar and the euro)))
 
new-rena:
Set your MA on the median of the price with a period of 1 and use it to look at the corners.
Don't swear in front of the children!
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