Guide · Calendar
Does Lunar Cycle work?
Across 375 stocks, Lunar Cycle cut the worst fall on 88%, beat buying and holding on risk-adjusted return on 9% and on raw return on 11%. Mainly a seatbelt: it softened the big falls on most stocks, but usually gave up return to do it.
What it predicts
Own the stock around the new moon and step aside for the 15 days centred on each full moon.
- The full-moon period is the day of the full moon plus the 7 calendar days before and after it, using U.S. Naval Observatory dates.
- Out for any session that falls in a full-moon period.
- In for the rest of the lunar month (the new-moon period).
Calendar plays bet that some parts of the year and month have been reliably stronger than others. The family guide
How to use it
- It trades often (about 25 switches a year per stock), so costs, spreads and taxes eat into it more than the backtest's 0.05% per switch suggests.
- It worked best on Micro caps (50% beat holding on risk-adjusted return) and worst on Industrials & rentals (0%).
- Use it as one input. Your signal combines the plays you count with the other factors you weight into one call.
When it worked
Lunar Cycle did best against holding in the COVID drop (+21% median gap) and worst in the 2020–21 rally (−26%). Median gap in return against holding the same stock (per year over stretches longer than 18 months; crypto excluded).
| 2008 crash | Recovery 2009–19 | COVID drop | 2020–21 rally | 2022 bear | Since Oct 2022 | |
|---|---|---|---|---|---|---|
| Lunar Cycle | +14% | −10% | +21% | −26% | +13% | −14% |
Where it worked
By kind of stock: how often it beat holding on risk-adjusted return, and the median Sharpe ratio gap.
| Group | Beat holding, risk-adjusted | Sharpe gap |
|---|---|---|
| Micro caps | 50% | +0.04 |
| Media & telecom | 20% | -0.08 |
| Healthcare | 17% | -0.13 |
| Energy & power | 15% | -0.13 |
| Consumer & retail | 15% | -0.19 |
| Metals & mining | 12% | -0.17 |
| Industrials & materials | 10% | -0.20 |
| Software & devices | 6% | -0.21 |
| Sectors | 0% | -0.19 |
| Indexes & ETFs | 0% | -0.19 |
| Big tech | 0% | -0.29 |
| Semiconductors | 0% | -0.37 |
| Financials | 0% | -0.22 |
| Real estate | 0% | -0.28 |
| Industrials & rentals | 0% | -0.21 |
Where it helped most
Sharpe ratio gap against holding, stocks with 3+ years of history
Right now
Lunar Cycle holds 377 of 377 names as of the Oct 13, 2026 close.
Changed its call in the last two weeks:
Backtest results since 2005 (or as long as each stock has traded), against holding the same stock over the same dates, after 0.05% per switch. Past results don't promise future ones. This analysis does not constitute trading advice. Please meet with an advisor or independently review sources before making any decision.