Luis A. Mateos
tocks - by Moon phase

The previous webpage shows the different sampling periods for analyzing the stock markets during a year and related sampling such as day of the month and day of the week.

Another way to sample the stock market is by the Moon phases. This sampling is not regular as the Moon's period are inconsistent if matching to the solar calendar. Thus, by finding the best and worst sampling points of the Moon phases to the stock market data, we have another metric to analyze it.

The plot below shows the four Moon phases, where the New Moon and First quarter are positive, while Full Moon and Third quarter are negative.

DOW stock market since 1992 to 2021 by moon phase.

If grouping the days per each period, the best period is the one with the Full Moon, then Third quarter, First quarter and the worst with little earning is the New Moon.

DOW stock market since 1992 to 2021 by moon phase.

A simple analysis to group days after each period leads to an interesting insight. If taking only the first 5 days from each period reveals the best earnings (highest points)

Whereas, if taking the days after the fifth day from each period leads to near zero or negative points in all the Moon periods.

First five days from each Moon period and last days from each Moon period (after the 5th day of the period).

The key takeaway of this study is to add the Moon phases sampling period to the well-known sampling periods and mix-match them to obtain a better hybrid model of the stock markets.

If you want to incorporate the lunar phases in your research / study:

Lunar phases 1992-1-4 to 2027-12-20

2021 Luis A. Mateos