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  1. Pratap Prabhu
    July 29, 2022 @ 10:07 am



  2. Ohad Osterreicher
    July 29, 2022 @ 12:03 pm

    You have way too much time on your hands.


    August 3, 2022 @ 9:22 pm

    Glad you guys enjoyed it 🙂


  4. JJ
    September 27, 2022 @ 10:17 pm

    Looks to me that you test was too simplistic. What if it happens around the time not at the time. What if it causes reversals not just long or short. In other words you would have to do a long or short depending on which is a reversal of current trend and you would have to determine if the reversal already happened recently before using that information. FWIW if you notice the purple line above and you reverse your curve between 2016-2019. And then again at 2020 on you would be well above the market. Not sure what it would take to reverse your curve. It is really interesting to note that between 2010-2016 then 2018-2019 you were above market valuations with new moon long. I don’t take a side here. Just looking at the data and wondering if you are testing it and interpreting it correctly. Or if you are doing this to align with your bias? New moon long seems to work well some of the time. Also it depends in part the delta around the new moon rather than on the new moon. So if you were a trader and knew that around (not on) new moons shifts happen or already have happened then you might be able to use that.


      September 28, 2022 @ 8:59 am

      Appreciate the feedback. If a reversal happens before or after the phase change of the moon, then performance isn’t based on the moon’s phase change 🙂

      Finding curves that improve the fit with the proposed correlation (eg: tuning the strategy mechanics to align with the moon phases) is a process and research faux pas called “overfitting.” The closer one gets tuning the strategy to match the correlation, the less likely the strategy is to repeat the same performance due to noise in the system.


  5. JJ
    September 27, 2022 @ 10:21 pm

    I would interested in seeing was there a reversal at some delta around the new or full moon?


      September 28, 2022 @ 9:04 am

      Sure. If you have a specific strategy mechanic in mind that tests for this thesis, DM me (or use the contact form) and I can quote.


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