Tuesday, June 16, 2015

Sergey Tarassov - Annual and Moon based Forecast for the SPX 2015-2016

Credits: Sergey Tarassov
Sergey Tarassov - [...] Moon cycles are an enigma for me. The cycle period is just one month; it makes this cycle very appealing for a swing trader. 

I have spent a lot of time trying to find an appropriate model for Moon cycles (for example, applying Walk Forward Analysis module in Composite module). 

This approach looks very promissing; at least it gives stable results (Walk Forward Analysis does not)."

[...] Sometimes cyclical patterns based on the Moon cycle appear (Moon phases, Moon tropical and Moon Draconic cycles), live for some time and then disappear. It looks like the typical time of the existence of this pattern is one year, may be less. It is difficult to say  what mechanism lies behind this phenomenon. Maybe some mass psychology patterns appear, make resonance with some Moon cycle, and this resonance gives to this pattern an energy to exist for some period of time." (HERE)