/Lunatic-Stocks

Stock markets analysis from a lunar point of view

Primary LanguageJupyter NotebookMIT LicenseMIT

Lunatic-Stocks

Stock markets analysis from a lunar point of view

Files:

luna_ready_00.txt Dates with only Moon phase (1987/1/7 to 2027/12/27)

lunardata.txt Dates with Moon phases extended days until next phase (1992/1/4 to 2027/12/20)

DJI_AM_lunardata.txt DOW index dates and stock variables with Moon phases (1992/1/6 to 2021/2/26)

Moon Phases data:

There are four major "lunar" or Moon phases: New Moon, First quarter, Full Moon and Third or Last quarter

These phases are not consistent in time with respect to the Solar calendar. Since, one phase on a given month may consists of 7 days and in the next month of 8 days. In the same way, a given Moon phase will appear in different day of the month.

image Four major Moon phases (right). Irregular periods from the Moon phases (left).

TERM LUNATIC

In Shakespeare’s “Othello,” the maid Emilia tells Othello that the Moon has drawn too close to the Earth — and driven men insane.

As far back as 400 B.C., physicians and philosophers blamed behavioral changes on the pull of the Moon. The word “lunatic,” after all, came from the idea that changes in mental state were related to lunar cycles.

STOCK sampling

It is common to analyze stock markets data with multiple time series. The data can be plotted against well defined sampling variables based in the Gregorian calendar (Solar calendar) to understand the markets changes in a daily, weekly, monthly, yearly basis

image DOW 1992/1/6 to 2021/2/26 by month.

image DOW 1992/1/6 to 2021/2/26by day of the month.

image DOW 1992/1/6 to 2021/2/26 by weekday.

LUNATIC STOCKS

Another way to sample the stock market is by the Moon phases. This sampling is not regular as the Moon's period are inconsistent if matching to the solar calendar. Thus, by finding the best and worst sampling points of the Moon phases to the stock market data, we have another interesting metric to analyze it.

image DOW stock market since 1992 to 2022 by moon phase.

image DOW stock market since 1992 to 2022 by moon phase.

A simple analysis to group days after each period leads to an interesting insight. If taking only the first 5 days from each period reveals the best earnings (highest points)

Whereas, if taking the days after the fifth day from each period leads to near zero or negative points in all the Moon periods.

image First five days from each Moon period and last days from each Moon period (after the 5th day of the period) from DOW stock market since 1992 to 2022.

CONCLUSION

The key takeaway of this study is to add the Moon phases sampling period to the well-known sampling periods and mix-match them to obtain a better hybrid model.


Paper (https://arxiv.org/abs/2112.15426)

WWW (http://www.particlerobots.com/luismateos/lunatic/index.html)