Moon Phase Timing Strategy Using Estimated New and Full Moons

Summary

This strategy estimates lunar phase dates from calendar and Julian-date calculations, then uses changes in phase to switch between long and short positions. A detected new moon prompts a long entry and closes an existing short; a detected full moon prompts a short entry and closes an existing long. Chart markers and background shading display the phase state. The script rejects monthly chart timeframes.

The document presents the calculation and trading rules but gives no backtest results, statistical evidence, or comparison with a benchmark. It does not establish that lunar phases predict market returns. Position size is set as a share of equity, but stop losses, transaction costs, and broader risk controls are not discussed. The method should therefore be treated as a testable timing hypothesis rather than evidence of a durable trading edge.

Key ideas

• The script estimates lunar phase timing using calendar and Julian-date calculations.
• It enters long on a detected new moon and short on a detected full moon, closing the opposing position.
• Chart markers and background colors visualize phase changes.
• Monthly chart timeframes are rejected by the script.
• No performance evidence is supplied to establish that moon phases predict returns.

Tags

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