Trading Full and New Moon Transitions with Stops

Summary

This experimental strategy maps dates to a lunar cycle using a reference new moon and an approximate cycle length. It treats the start of a full-moon window as a long entry and the start of a new-moon window as a short entry or, in long-only mode, an exit from an existing long. The full-cycle mode switches between long and short positions. Inputs set percentage stop-loss and take-profit levels, and the script displays phase labels, positions, and performance statistics on the chart.

The page offers a brief author comment claiming roughly 50% profitability and suggesting different modes for certain asset groups, but it supplies no supporting backtest period, market, cost assumptions, or comparative analysis. These claims should therefore be treated as anecdotal. The lunar-day calculation and phase windows are calendar rules, while the strategy’s displayed stop and target are set when a phase signal occurs. No evidence in the document establishes predictive power or reliable results across assets or timeframes.

Key ideas

• The strategy opens long positions at the start of a full-moon window and uses the new-moon transition as an exit or short signal.
• The full-cycle mode alternates between long and short positions, while the research mode only holds longs.
• Stop-loss and take-profit thresholds are configurable as percentages of the signal bar’s close.
• The author reports a profitability estimate and asset preferences without providing supporting test details.
• The document does not establish that lunar phases predict market returns.

Tags

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