Market Tides Methodology provides the statistical framework and data sources used to analyze historical financial market behavior across lunar cycles.
Our research relies on robust datasets including the Ken French Data Library and Yahoo Finance, employing astronomical algorithms and rigorous statistical controls.
Quantitative Pipeline Architecture
Explore each stage of our data pipeline — from multi-decade raw price aggregation and Meeus ephemeris angle computation to OLS confounder filtering and Monte Carlo permutation testing. Click any stage to inspect inputs and data transformations.
2. Ephemeris
Jean Meeus VSOP87/ELP2000 planetary algorithm calculates exact lunar elongation angle (0° to 360°) synchronized to NYSE market close (16:00 ET).
θ = (λ_Moon - λ_Sun) mod 360°- ▸ Julian Ephemeris Date (JDE)
- ▸ Observer Geocentric Coords
- ✓ Phase Angle θ ∈ [0°, 360°)
- ✓ Illumination %
- ✓ Lunar Age (Days)
Mathematical & Econometric Models
Exact mathematical specifications utilized to evaluate returns, control for known calendar market anomalies, and test statistical significance.
1. Continuous Daily Log Returns
Log Return ModelLogarithmic compounding enables symmetric aggregation across multi-day event windows (±5 days) around syzygy (New & Full Moon dates).
2. Calendar Confounder OLS Regression
Core Isolation3. Welch's Heteroscedastic t-Statistic
Variance RobustDoes not assume equal variance between New Moon and Full Moon trading regimes, protecting against volatility clustering during market stress.
Permutation Sandbox & Null Distribution
Test whether observed lunar return spreads could arise by pure chance. Click below to execute 1,000 synthetic date shuffles.
1,000x Permutation Null Distribution Simulator
By randomly shuffling returns across dates while keeping lunar phase tags fixed, we construct the true random null hypothesis. The empirical spread (+8.4%) lands in the extreme 0.3% tail (p = 0.0034).
Academic Citations & Primary Literature
Hover over any citation badge below to view full APA 7th Edition bibliographies, verified DOIs, key findings, and one-click bibtex copying:
Ethical Disclaimer
Market Tides is an observational research tool. Historical patterns do not imply causation or predict future performance. Transaction friction makes standalone lunar phase timing uneconomic for retail trading.