A 59 year backtest of S&P 500 trading showed the index performing significantly better in lunar green periods versus red periods. See: Moon cycles in the markets.
To see if this effect holds up in real trading we did a 10 year live forward test, here on the blog, from the summer 2009 until the middle of 2020.
We used the most basic strategy: buying stocks at the end of every red period and selling them at the end of each green period. Daily Nasdaq closing prices are used.
Over this period the Nasdaq has gained a total of 6147 points in the lunar green periods, versus a cumulative rise of 2019 points in the lunar red periods (when more weakness is expected). So, the green periods have continued to outperform. Over this nearly 11 years test period (stretching over 12 calendar years) the green periods outperformed the red periods in 8 years, with the red periods doing better in 4 years. Here is the complete history:
2020 Performance
Period | Nasdaq Close | Green Period | Red Period |
29 Dec | 9007 | ||
29 Dec – 13 Jan | 9274 | +267 | |
13 Jan – 28 Jan | 9270 | -4 | |
28 Jan – 11 Feb | 9639 | +369 | |
11 Feb – 27 Feb | 8566 | -1073 | |
27 Feb – 12 Mar | 7202 | -1364 | |
12 Mar – 27 Mar | 7502 | +300 | |
27 Mar – 10 Apr | 8154 | +652 | |
10 Apr – 26 Apr | 8635 | +481 | |
26 Apr – 10 May | 9121 | +486 | |
10 May – 25 May | 9325 | +204 | |
25 May – 8 Jun | 9925 | +600 | |
8 Jun – 24 Jun | 9909 | -16 | |
24 Jun – 8 Jul | 10493 | +584 | |
8 Jul – | |||
Total: | -108 | +1594 |
Previous years:
2019 Performance
Period | Nasdaq Close | Green Period | Red Period |
25 Dec | 6193 | ||
25 Dec – 9 Jan | 6957 | +764 | |
9 Jan – 23 Jan | 7026 | +69 | |
23 Jan – 8 Feb | 7298 | +272 | |
8 Feb – 22 Feb | 7528 | +230 | |
22 Feb – 9 Mar | 7408 | -120 | |
9 Mar – 23 Mar | 7643 | +235 | |
23 Mar – 8 Apr | 7954 | +311 | |
8 Apr – 22 Apr | 8015 | +61 | |
22 Apr – 7 May | 7964 | -51 | |
7 May – 21 May | 7786 | -178 | |
21 May – 6 Jun | 7616 | -170 | |
6 Jun – 20 Jun | 8051 | +435 | |
20 Jun – 5 Jul | 8162 | +110 | |
5 Jul – 20 Jul | 8146 | -16 | |
20 Jul – 3 Aug | 8004 | -142 | |
3 Aug – 18 Aug | 7896 | -108 | |
18 Aug – 1 Sep | 7963 | +67 | |
1 Sep – 17 Sep | 8186 | +223 | |
17 Sep – 1 Oct | 7909 | -277 | |
1 Oct – 17 Oct | 8157 | +248 | |
17 Oct – 30 Oct | 8304 | +147 | |
30 Oct – 15 Nov | 8541 | +237 | |
15 Nov – 29 Nov | 8665 | +124 | |
29 Nov – 15 Dec | 8735 | +70 | |
15 Dec – 29 Dec | 9007 | +272 | |
Total: | +1307 | +1506 |
Previous years:
2018 Performance
Period | Nasdaq Close | Green Period | Red Period |
4 Jan | 7078 | ||
4 Jan – 20 Jan | 7336 | +258 | |
20 Jan – 3 Feb | 7241 | -95 | |
3 Feb – 19 Feb | 7239 | -2 | |
19 Feb – 4 Mar | 7258 | +19 | |
4 Mar – 20 Mar | 7364 | +106 | |
20 Mar – 3 Apr | 6941 | -423 | |
3 Apr – 18 Apr | 7295 | +354 | |
18 Apr – 3 May | 7088 | -207 | |
3 May – 18 May | 7354 | +266 | |
18 May – 2 Jun | 7554 | +200 | |
2 Jun – 16 Jun | 7746 | +192 | |
16 Jun – 1 Jul | 7510 | -236 | |
1 Jul – 15 Jul | 7826 | +316 | |
15 Jul – 31 Jul | 7672 | -154 | |
31 Jul – 14 Aug | 7871 | +199 | |
14 Aug – 29 Aug | 8110 | +239 | |
29 Aug – 12 Sep | 7954 | -156 | |
12 Sep – 28 Sep | 8046 | +92 | |
28 Sep – 12 Oct | 7497 | -549 | |
12 Oct – 27 Oct | 7167 | -330 | |
27 Oct – 10 Nov | 7407 | +240 | |
10 Nov – 25 Nov | 6939 | -468 | |
25 Nov – 10 Dec | 7021 | +82 | |
10 Dec – 25 Dec | 6193 | -828 | |
Total: | +1306 | -2191 |
2017 Performance
Period | Nasdaq Close | Green Period | Red Period |
1 Jan | 5383 | ||
1 Jan – 15 Jan | 5574 | +191 | |
15 Jan – 31 Jan | 5615 | +41 | |
31 Jan – 14 Feb | 5783 | +168 | |
14 Feb – 1 Mar | 5904 | +121 | |
1 Mar – 15 Mar | 5900 | -4 | |
15 Mar – 30 Mar | 5914 | +14 | |
30 Mar – 14 Apr | 5805 | -109 | |
14 Apr – 29 Apr | 6048 | +243 | |
29 Apr – 14 May | 6121 | +73 | |
14 May – 28 May | 6210 | +89 | |
28 May – 12 Jun | 6175 | -35 | |
12 Jun – 26 Jun | 6247 | +72 | |
26 Jun – 12 Jul | 6261 | +14 | |
12 Jul – 26 Jul | 6423 | +162 | |
26 Jul – 11 Aug | 6217 | -206 | |
11 Aug – 24 Aug | 6271 | +54 | |
24 Aug – 9 Sep | 6360 | +89 | |
9 Sep – 23 Sep | 6427 | +67 | |
23 Sep – 8 Oct | 6590 | +163 | |
8 Oct – 23 Oct | 6587 | -3 | |
23 Oct – 6 Nov | 6786 | +199 | |
6 Nov – 21 Nov | 6862 | +76 | |
21 Nov – 6 Dec | 6776 | -86 | |
6 Dec – 21 Dec | 6965 | +189 | |
21 Dec – 4 Jan | 7078 | +113 | |
Total: | +1125 | +570 |
Where can i find the dates for red and green period for the rest of the year? Thank you
Hi Helen,
The red and green lunar periods till the year 2100 are easily available in our LunaticTrader software program.
See our main site for more info and details about all lunar cycles we consider: http://LunaticTrader.com
Danny