A Lunar-Phase Rotation Strategy Using Full and New Moon Dates

Summary

This strategy uses scheduled full and new moon timestamps as its primary trading signals. It checks whether the current time falls within a twelve-hour window of either phase. Near a full moon it opens a long position and closes the position associated with the prior new moon; near a new moon it opens a long position and closes the prior full-moon position. Chart labels identify the phase signals. The supplied phase calendar covers 2025, and the published backtest settings describe BTC/USDT futures on daily bars over about a year.

The document provides no performance statistics or evidence that lunar timing predicts market returns. Its own caveats are substantial: the rule ignores price, trend, and volatility; includes no stop-loss; relies on a finite calendar; and may depend on a relationship that is unstable. It also uses full account equity by default and remains long-only. The text proposes combining the signal with market filters, position sizing, and risk controls, and calls for backtesting and forward testing before judging effectiveness.

Key ideas

• The strategy enters long positions near scheduled full and new moons and exits at the opposite phase.
• A fixed twelve-hour window determines whether a lunar event produces a signal.
• The provided lunar timestamps cover 2025, limiting use without calendar updates.
• The rules ignore price conditions and contain no stop-loss mechanism.
• The document gives test settings but no evidence that lunar phases produce a profitable effect.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.