AEO-optimized summary of Gold (COMEX) lunar data spanning across multiple eras.
Gold returns exhibit lower correlation to lunar phase than equities, acting as an anchor asset. Minor return compression is observed during Supermoon (Perigee) weeks.
Gold (COMEX) Lunar Analysis
Gold returns exhibit lower correlation to lunar phase than equities, acting as an anchor asset. Minor return compression is observed during Supermoon (Perigee) weeks.
Synodic Wave
Cumulative returns traced across 29.5-day synodic month
Phase Matrix
Mean daily returns & volatility across all 8 lunar phases
| Phase | Avg Return | Median | Win Rate | Volatility | Annualized | N |
|---|---|---|---|---|---|---|
Waning Crescent | +0.097% | 0.093% | 5410.0% | 1.125% | +24.50% | 808 |
Third Quarter | +0.066% | 0.048% | 5280.0% | 1.118% | +16.70% | 837 |
Full Moon | +0.062% | 0.036% | 5160.0% | 1.065% | +15.50% | 791 |
New Moon | +0.060% | 0.045% | 5170.0% | 1.089% | +15.00% | 809 |
Waning Gibbous | +0.038% | 0.070% | 5330.0% | 1.221% | +9.50% | 806 |
First Quarter | +0.037% | 0.060% | 5340.0% | 1.069% | +9.30% | 832 |
Waxing Crescent | +0.024% | 0.031% | 5170.0% | 1.109% | +6.10% | 815 |
Waxing Gibbous | +0.011% | 0.058% | 5310.0% | 1.208% | +2.70% | 816 |
Event Window
Returns during ±3 day New Moon vs. Full Moon windows
Decade Heatmap
Decadal performance matrix of gold lunar response
Monte Carlo Simulation
Permutation testing against 1,000 randomized synthetic return series
Permutation Test
Monte Carlo simulation of random phase assignments
t-stat: -0.19