Many well documented seasonal effects
exist in many markets and many investors try to exploit any statistical
edge that seasonality can offer to their trading and investing. The
seasonal effects linked to our calendar, to the division of the year in
months and weeks, to the holidays to the day of the week or to the week
of the month are well known to the educated investors and they do not
deserve more attention as far as our research is concerned. here we want
to focus on less know seasonal patterns: those related to the division
of the planetary orbits in the twelve constellations of the
Zodiac. Every planet of the solar system spend some time in the
constellations of the zodiac: we call astro seasonality the average
return and risk of stocks when a planet is in a
particular constellation or sign.
In
this section of www.astro-trading.net we will add from time to time
more and more material about this very interesting subject, we will
start our research studying the astro seasonality of US stocks: using my
proprietary time series of 110 years of daily data for
a synthetic general US market index (tracking the S&P 500
index and replacing it with other broad market index available before
the introduction of the S&P500 index) the number of positive and
negative daily returns is counted according to the position of the solar
system planets on the Ecliptic (geocentric data) and on the Equatorial
plane (heliocentric data), their average and standard deviation are
measured and the results are shown in graphical format.
MERCURY SEASONALITY
SUN SEASONALITY
Beyond simple Sun investing seasonality, we suggest our visitors to read our section dedicated to the Solar activity and its effect on stock market returns.
MERCURY SEASONALITY
Beyond
simple Mercury investing seasonality, we suggest our
visitors to read our section dedicated to the the Mercury Cycles and their power as forecasting tool.
SUN SEASONALITY
Beyond simple Sun investing seasonality, we suggest our visitors to read our section dedicated to the Solar activity and its effect on stock market returns.
VENUS SEASONALITY
Under Construction
