Moon Phase Strategy That Reverses Positions at Lunar Phase Changes
Summary
This script estimates the timing and type of lunar phase changes from calendar dates and a Julian-date calculation. It labels one phase transition as a new moon and the other as a full moon, then uses those events as alternating directional signals: a new-moon event closes a short and enters a long, while a full-moon event closes a long and enters a short. Chart markers and background shading display the phase state. Monthly charts are explicitly unsupported.
The document offers an example of a calendar-cycle trading rule, not an analysis of its effectiveness. It contains no backtest statistics, comparison with a benchmark, or evidence that lunar phases predict market direction. The strategy’s position reversals are driven solely by the calculated phase transitions, with no price, volatility, or risk filters described. Any assessment would require testing across instruments and time periods while accounting for transaction costs, signal timing, and the accuracy of the phase calculation.
Key ideas
- The script calculates estimated lunar phase changes from calendar and Julian-date values.
- It treats new-moon transitions as long signals and full-moon transitions as short signals.
- Each signal closes the opposite position before entering in the new direction.
- Visual markers and background colors show phase signals and the current phase state.
- The document supplies no performance evidence or risk controls, and monthly charts are unsupported.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.