Lunar Calendar ETH Strategy with Fixed Entry and Exit Days

Summary

This experimental ETHUSDT strategy maps dates to lunar months using year-specific New Year dates and month lengths. It opens a long position on lunar day five when flat and closes it on lunar day twenty-six when holding a position. The accompanying description frames these dates as a way to investigate proposed lunar-cycle effects in financial returns, and the script includes commission and slippage assumptions. Position size uses the full available equity, with the author describing this as a simplification rather than a live money-management approach.

The document reports no backtest performance or statistical results, so it does not establish that the lunar timing rules have an edge. The date mapping is hard-coded for a limited range of calendar years, and the description says trading is excluded between solar New Year and Lunar New Year. The code’s date logic should be checked carefully before relying on that stated filter. Results would also depend on the chosen sample period, market, execution assumptions, and the risks of concentrated exposure.

Key ideas

• The strategy enters long on lunar day five and exits on lunar day twenty-six.
• Lunar dates are reconstructed from year-specific New Year dates and month lengths.
• The script specifies commission and slippage assumptions and sizes entries using available equity.
• The stated lunar-cycle rationale is a research hypothesis, and the document supplies no performance evidence.
• The calendar mapping covers a limited set of years and should be validated before use.

Tags

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