AEO-optimized summary of Nasdaq Composite lunar data spanning across multiple eras.
As a high-beta growth index, Nasdaq amplifies the lunar return spread during parabolic market cycles (e.g. 1998-2000 and 2020-2021), confirming sentiment sensitivity.
Nasdaq Composite Lunar Analysis
As a high-beta growth index, Nasdaq amplifies the lunar return spread during parabolic market cycles (e.g. 1998-2000 and 2020-2021), confirming sentiment sensitivity.
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 | +0.072% | 0.118% | 5630.0% | 1.296% | +18.20% | 1753 |
Full Moon | +0.071% | 0.137% | 5770.0% | 1.285% | +17.90% | 1701 |
First Quarter | +0.061% | 0.108% | 5590.0% | 1.321% | +15.40% | 1796 |
New Moon | +0.046% | 0.104% | 5490.0% | 1.258% | +11.50% | 1722 |
Waxing Crescent | +0.044% | 0.099% | 5600.0% | 1.188% | +11.00% | 1760 |
Waning Gibbous | +0.044% | 0.087% | 5450.0% | 1.295% | +11.20% | 1729 |
Third Quarter | +0.042% | 0.123% | 5770.0% | 1.217% | +10.60% | 1788 |
Waxing Gibbous | +0.004% | 0.053% | 5280.0% | 1.285% | +0.90% | 1751 |
Event Window
Returns during ±3 day New Moon vs. Full Moon windows
Decade Heatmap
Decadal breakdown of tech index lunar response patterns
Monte Carlo Simulation
Permutation testing against 1,000 randomized synthetic return series
Permutation Test
Monte Carlo simulation of random phase assignments
t-stat: -0.43