Composite %ia&ram: 3et us look closer at the central area of this window, the composite diagram itself:
The program calculates it by comparing the price data and the -un position in the selected /odiac (as in our e#ample in other cases, the price may be compared to the changing angle between two selected planets.). 0rom 0rom this this dia diagra gram, m, we migh mightt e#pect e#pect tha that, t, when when the the -un is is in the the beginn beginning ing of of the 3ib 3ibra ra sign sign ( ) it happe happens ns at the end of -eptember, the price reaches its ma#imum. Thus, it might be a turning point4 however, is it really so6 To answer this 7uestion, look at those three colored lines. If they all point in the same direction, the answer is "yes". "redictable(npr "redic table(npredictable edictable )ones: In our case, two composites (the red and blue ones) confirm the turning point (look at the vertical line that marks the corresponding correspon ding time point). 8owever, the third line (the black one) goes in the other direction. It means that this conclusion is not confirmed at least inside one of the chosen intervals.This area is marked on the "predictable !ones" line as unpredictable. In other words, to make such a conclusion conclusion (in regards to the ma#imum price for crude oil when the -un is in 3ibra), we have to analy!e other factors.9ow, look at the ecember area. 8ere all three lines go down. -o, this area is marked as a red one i.e., predictable. ;e ;e can make a conclusion con clusion based on the analysis of three independent independ ent data intervals. intervals . It is stated that tha t every ecember crude oil prices go down (in the very beginning of that month):
In brief, looking at such a diagram and predictable !ones, it is possible to make a reliable conclusion. The more intervals we take, the more reliable is our conclusion when the pro5ected lines for every interval will go in the same direction. The price diagram itself (a purplegreen area) also shows downward movement in ecember. In other words, we have found some factors that coincide with changes in crude oil prices at that time of the year and can use them for making a forecast. Correlation * +uality of pro#ection line: ou can see how the pro5ection line fits the price chart here:
This line shows the correlation between the pro5ection line and the price (to be e#act, the target, usually this is a detrended oscillator)4 in our e#ample, it is *.<. If the correlation is closer to %.*, this means that this pro5ection line reflects the price movement very well4 see more in %efinitions chapter. 9e#t parameter is the interval that is used to calculate the correlation coefficient. ou always get a good correlation on interval, because we use the price information in formation from this interval to calculate the omposite (and the pro5ection line lin e as well). To estimate the real performance of our model, it is better to use some independent interval (= or ). -ee more about these intervals in %efinitions chapter.3et us take a more complicated e#ample: analy!e how the $oon phases affect crude oil prices. oes this relationship really e#ist6Composite for the an&le between planets: planets: =efore making any steps, let us understand what the $oon phases are. In a core, they reflect changes of the angle between the -un and the $oon. 0or e#ample, the 9ew $oon takes place when the -un, the $oon and the 2arth are situated at the same "line" in the space, and the angle between the -un and the $oon is !ero. The 0ull $oon is very similar to the 9ew $oon, the difference is that the 2arth is situated between the other two, and the angle between the -un and the $oon is %'* degrees. Thus, in the program, we will create a composite of the angle between the -un and the $oon. To do this, set up the following terms in the upper right part of the Composite window:
8ere is the composite diagram for the angle between the -un and the $oon4 it looks e#tremely interesting:
0irst of all, note that all three composite diagrams (red, blue and black calculated for different data intervals) move in totally different directions everywhere e#cept the area where the angle between the -un and the $oon reaches %'* degrees. In other words, we may conclude that around the 0ull $oon the crude oil price reaches its local minimum. 0or any other periods, it looks like the -un$oon angle has no effect upon the price. ,asic nter.al: The feature discussed here has been observed only for one year ($ay **$ay **+4 it is a month when this feature has been added to the program). To make it more understandable, we have to use a new definition: a basic interval. It is the smallest data amount that is sufficient enough to make a primary conclusion. basic interval is a very important definition. ;e have found e#perimentally that the same phenomena have different effects, and these effects depend on the time frame. f rame. In other words, the effect of the $oon>s aspects on the same stock market is different now than it was %* years ago. -o, the basic interval is the interval with enough data to make a conclusion. 0or e#ample, to calculate the -un $oon composite, the last % cycles are enough. This approach gives better results than taking a huge amount of data and facing the impossibility to make any conclusion..This is a new and very important feature of the omposite module.
This option allows you to specify the period to calculate the composite curve.
Goin& into %epth In this section, the different parts of the omposite window are described. 2ach one of them provides enormous possibilities. /0erms/ panel /0erms/ : 8ere you can define the planetary pairs and types of /odiac to use as well as the harmonics number. 0or e#ample, here are settings to search the effect of the angle between $ercury and 1enus, in 8eliocentric /odiac, for 8 harmonics:
;hile defining the harmonics number, we simply point out that some harmonics are important for this set of data. It means that there is a kind of cycle symmetry. 0or e#ample, 8 harmonics means that the data change for the angle between these two planets in the range of *? and %'*? is similar to the data change for the angle in the range of %'*? and <*?. If 8 harmonics is significant, it means that the effect of the angle of *@ will be the same as for %*@ and +*@. /1l&orithm/ panel like this:
: 0irst of all, you should not change the settings of this panel often. It looks
The "naly!ed Inde#" means the inde# you use to calculate the composite. 0or e#ample, you can create the composite for "8igh" only. There are some recommendations4 letAs start with two of them. These recommendations are based on our own e#perience: %) 0or 2i&h $ow Open Close and all indices that possess a natural trend, use algorithm. 0or e#ample, to create the composite for "8igh" inde#: %) click B2ditC button and chose B8ighC inde#4 ) highlight highlight the "uto d5ust" d5ust" option. The program normali!es normali!es the "8igh" inde# according to the period specific to the compositeAs planetary pair and uses this inde# to calculate this composite:
) 0or free of trend values (like 3olatility . olatili ty 45 1%67 use this algorithm: ou can easily create the composite for D inde# (as in the e#ample) and analy!e how the planetary position (or the angle between the planets) impacts this inde#:
s an e#ample, we consider the composite for $arsEupiter angle calculated for ow Eones Industrial inde# (%&F***G):
s you see, when the angle between $ars and Eupiter reaches %* degrees, the D inde# goes to +*H (these regions are shown on the picture). This tendency has been verified for three independent intervals.ccording to Technical nalysis canons, the value +* (and above) indicates the strong trend tendency (no matter, bullish or bearish). Then the D decreases. -o we can specify these !ones as "... potential changes in i n the market from trending to nontrending
) This algorithm is original algorithm proposed by =ill $eridian. This algorithm is used in his books to calculate composite diagrams. ou can use this algorithm instead of Buto d5ustC. I$8, I think that for longterm cycles (like % years Eupiter cycle) Buto d5ustC algorithm works better. In any case, you can work with both options./3iew/ panel : This panel allows specifying indices displayed in the $ain window:
s an e#ample, letAs create the composite for lose inde#. The green line in the $ain window corresponds to the pro5ection line for the chosen astro cycle:
hecking "Target for omposite" option, you can display in the $ain window the inde# that is used to calculate the omposite. 0or e#ample, if we research the nnual (-un) cycle for lose inde#, the program normali!es the lose using relative price oscillator with periodJF days. This is the target. 0or shorter cycles (like the $oon>s cycle), we need to concentrate on faster cycles. 0or the $oon>s cycle, I would recommend the oscillator with a
G days period. The options are necessary when you create the pro5ection line based on two or more astro cycles. It is e#plained further. 1cti.e )ones 3et us e#plain what "ctive /ones" are considering one simple e#ample. ownload the crude oil price from %&' to **+. -et these options in the "ctive /ones" panel:
lick on "/ig!ag ptions" button. The window will be displayed where you may set these options for !ig!ag:
-et "critical change" parameter to %.'H (this is the minimum height for a !ig!ag wing. In our e#ample, it corresponds to
8ere is the composite diagram for these settings:
/1cti.e )ones/ e8planation: 0rom %&' to **+, we found
0or these settings, the program will look for all days when price changes at least for +H (within a day range of the 83 price bar4 otherwise, it compares todayAs price and the price one day before). The minimum change is +H. The diagram follows (this is the annual cycle, or -un-un, composite):
The region between 3ibra and ries is marked by the yellow bar. This time period corresponds appro#imately to the interval from the end of -eptember to the end of $arch. ;e can see that strong move points are located more often in this region. In other words, from ctober to $arch, the crude oil price makes more strong movements (may be because it is a cold period in the 9orthern hemisphere...). /1cti.e )ones/ histo&ram: If we analy!e the longterm data series, it might be impossible to see all related lines. 3ook at this diagram4 these are turning points for owEones inde# from %&** to **+, minimal change +H:
;e cannot see it clearly because there are &
0or these settings, the ctive /ones 8istogram for the annual cycle (-un-un) will look like this:
The brighter red !ones correspond to the areas where turning points happen more often. 0or e#ample, such a !one corresponds to the period starting from the end of -eptember till the beginning of 9ovember. In other words, the very strong possibility e#ists that there might be trend changes at this period, especially for bottom turning points.-ome useful statistics options for this feature can be found in the "ptions" tab:
No to the "-tatistics" page:
;e have hi s7J.G, which corresponds to the probability of '&H. Outting it in a different way, we can accept this fact as a true one with the probability of '&H. To be e#act, it means: ";ith probability '&H, we can assume that turning points happen more often from the end of -eptember to the beginning of 9ovember".In the "-tatistics" window, we recommend you to keep the parameters for minimal sample si!e and the amount of the control groups as they are and change the "ritical hi -7" option only. "redictable )ones s mentioned before, the main idea behind the predictable !ones is to calculate the composite for a few independent intervals and see how the pro5ection line is changing in respect to each interval. 0or this program, we have applied and developed special math methods that will calculate these !ones very fast. It is this "know how" of ours that makes this program so advanced. =efore any discussion, some useful options should be e#plained:
5plit on 98 inter.als option allows specifying the number of independent intervals to use. The greater amount of independent intervals, the more narrow predictable intervals are (however, these intervals are more reliable). d5ust this parameter according to the data length for your analysis. Calculate: if you do not need to use predicable !ones, you can disable this option. The program will then calculate the composites significantly faster. "ro#ection: if this option is activated, the program uses predictable !ones to make pro5ection curves. s an e#ample, here is the pro5ection curve based on $oon phases cycle for crude oil:
8owever, as we have mentioned above, the $oon phases give the best forecast around the 0ull $oon. heck the "Oro5ection" option, and you will get this picture:
This diagram shows a part of the pro5ection curve around the 0ull $oon. ther points are simply skipped. Be careful using this option, especially for the omposite =o# (when we combine many cycles). It is very difficult to distinguish between the true price gap and the area within the end of the previous predictable !one and the beginning of the ne#t one. The predictable !ones are displayed in the bottom part of the diagram:
=right red regions correspond to predictable !ones, gray ones to unpredictable. 8ere you can specify what kind of the diagram you would like to see. "-plit" allows displaying of the composite diagrams calculated on different independent intervals. "-ummary" corresponds to the composite diagram (colored one) calculated for all price points of the optimi!ing (red) interval. =y the way, when the predictable !one is significant, the program displays this:
Composite ,o8: Forecast based on Composites fter finishing the analysis of different planetary pairs, you can put them in a special place called the "omposite =o#". It is easy to work with the omposite =o#. 3etAs say that, while analy!ing some set of data, we have found that the annual cycle is important4 save this cycle by clicking on this button:
. 0urther research shows that the $oon phase cycle is also important4 put this cycle into "omposite =o#" as well: . 9ow, let us see how these cycles work together, what pro5ection line might be produced by these two cycles. lick on this button:
, and you will go to this window:
8ere the black line is the summary curve it shows the summary influence of two cycles: the annual cycle and the $oon phase cycle. ;e can magnify any part of this diagram dragging the mouse. It is also possible to save this model into a file and download it in the future. The program allows to manipulate by composite pairs: delete any term, delete several unchecked terms, clear model (i.e., delete all terms), rate these terms by weights, downloadKsave the model, and put this model into the clipboard ("Pl" button). ;hen the model is saved into the clipboard, it is saved in Q32 format (the format of Qniversal 3anguage of 2vents). fter that, the model is available for the process of creating a forecast based on 9eural 9et (99) technology. To create the inputs for 99, click on this button: (the program will take the model out of the clipboard).In this window, you can see how the pro5ection curve (a black line) fits the analy!ed price inde#:
ou can specify any inde# to be used to calculate the correlation (to do it, click on the "2dit" button). Olease pay attention to the time interval used to calculate correlation (see details in the section "%efinitions" of the documentation). Composite 4eport
;hile working with the users of other programs for stock and commodities market analysis, our e#perience reveal that sometimes it is difficult (especially for novices) to make a decision as to what cycle is important and what is not important. To make this choice easier, in Timing Solution we provide a special procedure. This procedure allows doing this automatically. The program compares cycles and produces a report that is helpful in making this decision.
lick on the button
. ou will go to this dialog bo#:
8ere, in this window, define parameters of the report. 4eport Options: /1ction/: -pecify here what you would like to do with this report. ou can create the report, save it as R.htm file and later put it on the Internet (as an e#ample, onto your web page or email it to your friendsKclients), or you can choose to not create any report at all. /Comments/: heck this option if you would like to get our hints about how to use this report better. /1cti.e )ones/ and /"redictable )ones/: These options allow you to specify the information regarding these !ones. 0or e#ample, for "ctive /ones", it is possible to provide the statistical information. 0imin& Model Options: ou can use this report as a tool to create forecasting models. /1dd to Composite ,o8/: If you check this option, the program puts the important cycles into the "omposite =o#", and the summary curve can be used for forecasting. /Create F1M model/: llows to convert the model based on planetary cycles to Q32 format (R.hyp files) or to put this model into the clipboard (Clipboard option). 3ater you can use this model as inputs for the 9eural 9et forecasting model. The technology of creating such a forecast is described in "Timing -olutions" module. (0$ model stands for 0loating ngle $odel4 it is the planetary cycle model converted into Q32 format).
These are parameters for the 0$ model. 0irst of "arameters of F1M model all, a few words about what actually the 0$ model is. Its purpose is to e#plore the active points of the /odiac. The "rb" parameter indicates the thoroughness of this e#ploration. In other words, if there isKare any active pointKs within the orbAs limits, the program will use this area as one input for the 9eural 9et. Thus, if the program chooses ' composites as the important ones, the number of the 99 inputs is more than G** (GG*, to be e#act4 it depends on "rb" and D0 values). The bigger rb makes this modelAs diagram smoother, but some details might be skipped (when it is too smooth). The D0 parameter defines the ability of this model to see details: the smaller D0, the more details this
model can see. 8owever, the 9eural 9et will contain more inputs for smaller D0, and it can cause the over training effect. -o, it is necessary to find a balance between the resolution of this model andovertraining.One practical recommendation for creating FAM model : If, while creating the 0$ model, you get too many events for the 9eural 9et (like .*** inputs), the 9eural 9et will be training too long. In this case, we recommend increasing the Orb parameter (for e#ample, make it %G degrees). lso you can try different Filter criteria (see below). Filters Options: This is a very important option that allows defining the criterion in regards to the composite cycle (we can specify this cycle as an important or nonimportant). /Min umber of Cycles/: 8ere you can specify what composites you take into account. It shows the minimum number of cycles to be analy!ed to create a composite, regarding the analy!ed data. 0or e#ample, we analy!e the annual cycle4 this period should be at least years, otherwise we have not enough information to reveal this cycle. /Filter/ There are several criteria to estimate the degree of importance for each cycle. These criteria are defined by 0ilter setting. The program will choose the composites that correspond to the filter. The illustration shows three of them. %) The first one is used as the default option:.
It means that two conditions are applied to the composite: a) This composite should be predictable4 in other words, it should show the same price movement on the independent time interval 1% 10 02 51M 0M b) This composite should show a positive correlation between the pro5ection curve and normali!ed price on = interval (a positive correlation means that the pro5ection line fits well to the price line). The correlation between the target (which is the price or price oscillator) and the pro5ection line provided by this composite is calculated on this interval: ) This filter is based on another criterion:
This filter allows us to choose the composites that are produced within ctive /ones (/) only. In other words, we can choose (for e#ample) the composites that are related to the turning points, and active !ones will show some areas where the turning points happen more often. ;e recommend using these criteria if you create the model to predict turning points. -ee the e#planation for ctive /ones (/). ) ne more filter:
Qnder these criteria, the program will choose only predictable composites, i.e. those composites that provide the same diagram on different time intervals. -ee the e#planation for Oredictable /ones (O/). In other words, this type of composites means that the planetary pair produces the same effect on the market no matter what time intervals are used. ll other variants are different logical combinations of the variants described above. 3ike this:
;e recommend you to play with different criteria. )odiacs: In this section, you can specify the parameters of cycles used for the analysis: /1n&le %ifference/: The program analy!es composites for planets4 when you check this option, it will analy!e the composites for the angle between planets as well. /Middle "oints/: heck this option to create the composites for middle points. lso, you can specify different types of /odiacs and 8armonics. ;hile producing the calculations, the program "Timing Solution" analy!es hundreds of astronomical cycles and shows you the most important ones. The results of the calculation look like this:
s an e#ample, the program has found F important cycles. This is for crude oil data, %&'**+. This feature of the program saves you a lot of time.
Composite Module - 8amples 0he followin& e8amples are based on +uestions asked by users and friends of the pro&ram< o
o
0he stron&est price mo.ements had happened when =upiter came throu&h the first part of )odiac !from 1ries up to $ibra7 but when =upiter came throu&h the second part of )odiac the stron& price mo.ements were seldom< 2ow to .erify this obser.ation> %oin& the historical research for %= inde8 ha.e found that it chan&es the trend more often when the middle point between =upiter and 5aturn &oes throu&h these points of )odiac: ?@AB' @AB' A?@AB' <<< ?@AB' D 8 E@< 2ow to .erify this statement>
o
0he stron&est price mo.ements had happened when =upiter came throu&h the first part of )odiac !from 1ries up to $ibra7 but when =upiter came throu&h the second part of )odiac the stron& price mo.ements were seldom< 2ow to .erify this obser.ation>
ownload the EI inde# from %&** to 9ovember **+. Mun the stronomy (omposite) module and set options as it is shown in this picture:
;e will work with the "ctive /ones (/)" area. -etting the parameters as above will start the analysis for the strong QpKown points while the minimum price change is FH. The program has found such points during %*+ years of available price history. The red and blue stripes correspond to the strong up (red) and down (blue) movements regarding the Eupiter position.This diagram shows that * from stripes are located in ries 3ibra area. -o, this observation is a true one Timing Solution allows analy!ing more complicated combinations. 0or e#ample, we can analy!e 9T 33 points, but only those that have occurred at some special moments of time. 3ike to analy!e the upKdown points that occur during the fall only. lick on this button ("onte#t"):
: and fill in this form:
The program will analy!e the upKdown points that happen while the -un is in 1irgo, 3ibra or -corpio. It is possible to analy!e price movements in regards to any planet being retrograde as well as many other things. Try all options on the tabs in the middle of this window.
%oin& the historical research for %= inde8 ha.e found that it chan&es the trend more often when the middle point between =upiter and 5aturn &oes throu&h these points of )odiac: ?@AB' @AB' A?@AB' <<< ?@AB' D 8 E@< 2ow to .erify this statement>
ownload the EI from %&'* to 9ovember **+. Mun the stronomy (omposite) module and set options as it is shown in this picture:
o not forget to click on this button:
because we analy!e middle points now (not the angle
between planets). Then choose this option: , because we will study turning points now (not big upKdown points). 9e#t step is to specify what we understand under "topKbottom turning points". lick on the "/ig!ag ptions" button to define the parameters of !ig!ag to calculate topKbottom points:
3et the minimum wing for this !ig!ag be %*H.
The last step is to uncheck this option:
This is the result of calculation:
The program has found < turning points for + years of available price history. I marked the ?@AB' point. The red stripes correspond to the top turning points, while the blue ones correspond to the bottoms. The turning points are located evenly within the whole B@-E@ area. -o, the available data do not confirm the assumption. If you analy!e the longer time period of data or smaller !ig!ag wings, the result may look like this:
This is TopK=ottom diagram for EI %&****+. The !ig!ag wing is H, and there are %& turning points within the analy!ed period. The diagram reveals that 3ibra -corpio is the active !one (the turning points happen often here), while 3eo is not the active period.
Composite - ntroduction The effect of astronomical cycles on the stock market is the most enigmatic phenomenon that I know. It is enigmatic in many ways. 0irst of all, my %* years research of financial data definitely shows that the most reliable pro5ection line is provided by astronomical models. nd this is the enigma for the scientific community: they cannot accept this and they cannot prove that there is no such influence. This is enigmatic for astrological community as well because very often the statements of classical astrology do not work while being applied to real financial data. -o I think that the best way is to study these phenomena without any preliminary assumptions and any pre5udice, to study them as they are.
This is what we will do now study astro cycles. ;e start this study with the most familiar astro cycle nnual cycle. The annual cycle is formed by the -un passing through all signs of /odiac. This cycle was well known to humans for thousands of years. ctually, we use it to measure the time. 3et us look how the annual cycle may be applied to financial data analysis. ownload ow Eones Industrial data from %''G to the year **<. To reveal nnual cycle, click "stronomy" button. ou will get this picture:
This diagram shows how EI changes when the -un goes through different signs of /odiac. ou see here that sometimes the value of EI is very high, while for some other periods it is very low. This is the solar breath of the stock market, and its rhythm is caused by the movement of the -un. This diagram allows to make some conclusion regarding EI movement in respect to the -unAs position:
0rom the end of pril to the end of Eune, the price usually goes down. 0rom the end of Eune to the end of ugust, we see the up trend followed by short though strong -eptember correction etc. The picture above is a "planetary portrait" of ow inde#, or, more precisely, its solar portrait. 8owever, for practical needs, we are more interested in the information on real price movement in time. ou can find it on the $ain screen: look at it now to see how this nnual cycle appears in time:
This cycle is 5ust one of many possible cycles. ;e can create composites for every planet and compare these cycles to the actual price movements. Olus we can consider more complicated (and more interesting) cycles, like cycles of the mutual movement for two different planets. 0or e#ample, one important cycle for EI is Eupiter -aturn cycle. Its period is * years. Therefore, having %* years of EI historical data, we can try to determine the effect of this cycle on EI behavior. To do that, set these options in "Terms":
8ere you can see the EI movement ( a#is) in respect to the angle between Eupiter and -aturn (D a#is). This is Eupiter-aturn portrait of EI:
ou can select four ma5or periods on this diagram. Oeriod S% the angle between Eupiter-aturn is G*deg&*deg4 the market is growing during this period. Oeriod S the angle reaches &* degrees (s7uare aspect)4 the market changes the trend and follows the downtrend tendency. It reaches the bottom on %'* degrees. Oeriod S the angle is *F* degrees providing the EI more opportunity to grow. The peak is reached at F* degrees (another s7uare aspect). Oeriod S+ F*%* degrees4 a fast downward movement. This techni7ue gives us a general outlook of this cycle. The most important conclusion here is that this * years cycle e#ists. 8owever, if you truly decide to make a forecast based on astrocycles, you need to consider other cycles as well and then pick up the most important cycles only. This issue will be discussed in the ne#t lesson. 9ow, some technical notes regarding omposite diagram: naly!ing any astro cycle, always keep in mind the period of the analy!ed cycle. The program displays this information here:
ou see here the period (%&.& years) of the analy!ed cycle and a number of cycles considered (in our e#ample, we use <.%% full Eupiter-aturn cycles). Oay attention you can analy!e many !odiacs here:
If you research the long term cycles (like Eupiter-aturn * years cycle), maybe it makes sense using 8eliocentric !odiac. Neocentric !odiac causes many irregularities due to the annual retrograde motion. lso I highly recommend to apply Ohase /odiac:
I have found that practically all financial instruments are affected at least by one phase cycle. I recommend using single planets phase cycles, like $oon phases
, $ercury phases
etc.
I believe that this table of periods for planetary phases is very useful, you may would like to remember it: Olanet
Ohase Neo 8elio period period period
-un
$oon
H< d ?
$ercury
EE d
1enus
IJ d
$ars
?IB d I? d I? d
Eupiter
AHH d %%.& y %%.& y
-aturn
A?I d &.+ y &.+ y
Qranus
A?B d '+ y
'+ y
9eptune
Oluto
<<.F +G y +G y d
The most used cycles are marked by the red font. There are a lot of different astro cycles out there. I often been asked how select the best cycles. 3et us say that you have decided to analy!e some new financial instrument (0T-2%**). -tart with -pectrum diagram to get a general outlook on the cyclesA structure. s you can see below, there are peaks marked (among the other ones),%%+ and F
It is very possible that these cycles are connected to some astronomical cycles (see the table, I chose $ercury and $ars phases). This way you can reveal the ma5or players for this market. 8owever, there is no proven method yet of choosing the appropriate cycle for some financial instrument. It is a brand new field for research on markets and economics (mostly because of the absence of proper tools for the analysis, including a proper software4 this situation is changing now, due to the efforts of different researchers and T- users among them). -o, now we can only try different planetary combinations, using different types of /odiac in attempt to find a good correlation to available historical data. It is a very interesting thing to see how the stock market responds to different astro cycles. 1ery often the "pure" astronomical cycles are much stronger than the well known to economists nnual cycle. If you study the financial data attentively, you will find that very often the strongest cycle is not the nnual cycle, but a cycle that is close to it. s an e#ample, for -OG** inde#, one of the strongest cycles is +*days cycle (it is found by -pectrum analysis). ;hy is it so, why is it not the nnual cycle6 9o answer now. ;e can only assume that the -OG** inde# shows a very strong reaction to Eupiter synodic cycle (which is &&days cycle). -o, right now we are in empiric stage of the market cycle research, we simply collect and record the cycles that have some effect on different financial instruments. The more financial instruments and data we analy!e, the more we know about the astro cycles affecting them.
5plit criteria and Correlation criteria: how to pick up the most important cycles In the previous lesson we have learned how to create a pro5ection line based on astro cycles. It is our main goal to be able to create the pro5ection line of the future movements for each and every financial instrument. 8owever, there is a very important 7uestion there: why should we trust our forecast6 It leads to another 7uestion, more relevant to our lessonAs theme: how reliable are astro cycles if we use them for trading6 There are two sets of criteria in the program that provide the answer to this 7uestion.
5plit criteria 3et us consider again the most known of astro cycles, the nnual cycle. ;e have found already that there is some connection between this cycle and EI (it is what I mean saying that "the nnual cycle affects EI"). 3ook one more time at the -unAs composite diagram:
onsider two significant moments here (they are marked by red arrows). ;e can state that there are two ma5or seasonal movements: -eptember drop and after hristmas growth. =ut remember that this is the average picture only4 it is based on %* years history. uring these %* years, merican stock market has come through a lot of changes. -o the seasonal cycle in the beginning of %&** worked differently than in %&G*th and totally different than in the beginning of ***. $ore over, if we look at the price chart of EI for -eptember **<, we will not see the big drop, it simply does not follow the nnual cycle:
;hy has it happened6 $y guess is that the "economical gears" change with the time, so does the stock market as well. Nlobali!ation makes the national economy less dependant on a seasonal component than G* years ago. Timing Solution allows you visually see the evolution of the nnual cycle. 3et us look at the -eptember drop in details. There are colored lines on this diagram: red, green and blue ones. These lines represent the composite diagrams calculated for different independent intervals ("independent" here means that the program takes three different time intervals among the available data, of the same length, and not overlapped). The red line represents the last +* years of history, i.e., the nnual cycle based on %&<<**< EI history. The blue diagram is based on %&G%&<< while the black one is based on %''G%&G data.
If these three curves would point at the same price movement, we may think about high probability that this movement will actually take place in the future. In reality we see that the red line based on the latest +* years history does not show a strong drop, while blue and black curves point on it. It looks like the -eptember pattern is not so strong now as it has been before. 8owever the EI still "remembers" this pattern, though the new tendency and new factors are coming to the stage (I would say it has started in -eptember **+, partly in **G). 9ow, let us consider another pattern, after hristmas upward movement. 8ere you see all three lines pointing at the same direction, and (what is very important) at the same turning point happening on Eanuary G<, **F:
The program is very fle#ible: you can analy!e any amount of independent intervals among your data (use "-plit" option), for different cycles and different /odiac types. It does not matter how many composite curves you have4 the most important thing is to watch the intervals (or zones) where all these curves (or most of them) show the same price pattern.
The !ones where all three curves (or any other amount defined by you) point at the same movement are called predictable Kones. To identify them easily, these !ones are marked by red color stripes at the bottom of omposite diagram:
;hen any planet (or the angle between the planets) reaches this !one, we should pay a special attention to this astro cycle. Therefore, when you study astro cycles, first of all you must watch how these three curves move together. If they point at the same tendency, we can accept this cycle for further consideration. 0or e#ample, analy!ing ow Eones Industrial from %''G year, we have found this 1enus synodic cycle (phase !odiac):
s you see all three curves point at the same tendency. The discrepancy still e#ists, but the general tendency is visible. =y the way, this cycle is not found by -pectrum analysis4 very often the -pectrum cannot reveal this kind of cycles. 1ise versa: if we watch -aturn synodic cycle with a period of F' days, we cannot find any tendency there:
-o, we will not consider this cycle further. ;e call this approach split criteria, when split curves show us some tendency, we can accept this cycle as a valid one in the terms of split criteria. ou may use this cycle for your forecast. The split criteria approach is a "7ualitative" one. -ome of you may find it time consuming. 8owever, I recommend you to play with the astro cycles actually. fter some practice you will get a better feeling and understanding of these cycles. Qnder this approach, you use your own 5udgment and evaluate a cycle visually. There is another approach, a 7uantative one when the computer calculates some parameters and provides you the information for your decision.
Correlation criteria =efore discussing this approach, I would like to make it clear why we use correlation at all. orrelation is not a final answer. -ure the higher correlation the better, 8owever, as for today, there is still no theory or idea that e#plains market moves in a most realistic way4 we do not know the reason . Thus, the regular way of academic science is not applicable here (like gather data, do this, check that, and you will get something). ;e have to go by phenomenological (prescientific) way gather the data, try one method, compare its results to the reality, store the results, apply another method, etc. The stock market has so many facesKhabits, and we can only study these facesKhabits. time for a theory will come... =ack to astro cycles. I prefer to use several criteria in determining the influential cycles. The second method is correlation criteria . The idea is pretty simple: we calculate the pro5ection line based on analy!ed cycle and watch how this pro5ection line fits to real price (to be precisely, not to price itself, but to its oscillator). The correlation is calculated on the testing interval (red !one), this is important. (It is important because the correlation on a training interval has no sense it is high by definition.) The higher correlation, the better for forecast it means that the cycle with a higher correlation has more chances to move the market.
-o, researching the 1enus cycle, pay attention to a correlation coefficient:
If this coefficient is positive, we can accept this cycle as an important one. The correlation *.**.*G is good enough. $ore detailed e#planation regarding the correlation coefficient see in the programAs documentation. Thus I recommend two steps while choosing the cycles for your forecast: checking the split criteria and checking the correlation criteria. I would like to add only this: do not be discouraged by GH of correlation. It does not mean a forecastAs success (it is not about the forecast 7uality). It means only that your cycle is responsible for GH of all market moves among all other reasons that might move your market. Is it big or is it small6 I think it is big enough it is 5ust one cycle among many. =y the way, the modern civili!ation, with all its cars, trains, airplanes, rockets and all appliances that we used to have has started with a steam engine. o you know its original efficiency6 0ind it yourselves, it will be a good surprise.
Composite - playin& around In this article some nuances of stronomy module usage will be e#plained. Workin& with harmonics
0or most financial instruments, we cannot use cycles of the slowest planets, because we have not enough price history data to make a conclusion as to how these cycles work. s an e#ample, consider one of the longest historical data set available: ow Eones Industrial inde# from the year %F'& till now. (The data before %''G have been developed by 0oundation of ycles Mesearch and =ill $eridian.) In total, we have %' years of historical data to research the merican stock market. Qnfortunately, we cannot use the 9eptune cycle for these data as 9eptuneAs %
9eptuneAs cycle, we need at least G** years of price history. 8owever, there is a way out. ;e may apply some kind of analogy: let us assume that the impact of 9eptune in ries is similar to its impact in ancer, 3ibra and apricorn (the signs of ardinal ross). The impact of 9eptune in Taurus is similar to 3eo, -corpio and 7uarius, etc. In other words, we research the impact of a slow planet going by crosses. To research this cycle, set +8 harmonics:
If our goal is a longterm forecast, it is better to work with 8eliocentric /odiac( to e#clude the nnual retrograde motion). This is the composite for 9eptune +8 cycle:
s you see, there is some consistent pattern (split criteria) there, and this cycle provides a good pro5ection line (see correlation criteria). o the same thing to other crosses. This diagram shows 9eptuneAs impact according to its position in different crosses (cardinal, fi#ed, and mutable):
onsider another popular harmonics, 8. It allows us to estimate the planetary effect according to their positions in different elements. 0or e#ample, analy!ing 8 -un composite for gold prices in %&FG **F, we have received this diagram:
It gives us some hints regarding gold prices, like when the -un is in 0ire signs (ries, 3eo and -agittarius) the gold price goes up first two weeks and then it goes down. -o we only need to know when the -un ingresses the 0ire signs (it happens around $arch %, Euly , and 9ovember ). nother possibility is the usage of fractal harmonics. 0or e#ample, the $oon phase cycle is &.G days. 3et us assume that the $oon may affect some market with G&days periodicity. In other words, we assume that the cycle in 7uestion lasts two $oon phase cycles. To create such kind of a cycle, set this option:
It means that you will see the F*degrees scale instead of usual <*:
The diagram represents how the market moves while the $oon makes full cycles (i.e. F* degrees). ou can work with cycles of single planets andKor you can research cycles that are based on the angle between two planets. Eust a note: for gold prices, the angle between 1enus and $ars is important:
1cti.e )ones
The ctive /ones feature allows you to get the answers to 7uestions like this one: "8as the angle between $ercury and the 2arth heliocentric any effect on EI turning points6". 3et me show how it works for EI data from the year %''G till now. ownload the data and set these options:
lick on "/ig!ag" button to set the minimum swing for !ig!ag (that is used to calculate turning points). 3et it be %GH. 9ow you can see an additional panel with red and blue stripes on the composite diagram:
These stripes correspond to the top (red) and bottom (blue) turning points in respect to the angle between $ercury and the 2arth helio (in heliocentric system, we use the -un sign to designate the 2arth). s you see, there is a cluster of red stripes around $ercury2arth opposition:
It means that this aspect may cause top turning points. =ut you should be very cautious while working with this feature, as planetary motions are irregular. 0or e#ample, if you would research $ars-un geo cycle, these stripes are distributed like this:
There are practically no points around the opposition, but this effect means nothing as it is caused by irregularity of $arsAs motion. nother application of active !ones module gives the answers to the 7uestions like this one: ";hen within a year EI may make a big move6". It is easy to answer this 7uestion, simply set these options in "ctive /ones" tab:
ou will get this diagram for the -un composite:
The redKblue stripes correspond to big upKdown points in respect to the -un position. This diagram definitely shows that the big movements are more probable in the second part of the fall:
ll these features allow you to obtain the full astro portrait for any financial instrument. 9e#t lessons will be devoted to calculation of the pro5ection line based on these cycles.
0ar&et - what forecast
"=y default" the program uses Melative Orice scillator to calculate the pro5ection line. This is obvious to reveal cycles we need to eliminate trend component from financial data. nother important 7uestion is: "what period of oscillator we should use". 3etAs create nnual cycle, the program shows the period of oscillator here:
In other words, to calculate the
-o the program uses long term oscillator to to reveal long term cycles and short term oscillators to reveal short term cycles. s an e#ample at the picture below you can see two oscillators, red oscillator that has been used to calculate -un cycle and blue to calculate $oon phases cycle:
If you would like to smooth the pro5ection line we recommend to set 9 this option in "Target 0unction" tab:
ou see the red and blue lines became smoother now. If you plan make pro5ection line for non trend indicators, say $, M-I, D, 1olatility etc. you need to click this button and set the indicator you want to research:
$ore information about this issue you can find here: http:KKwww.timingsolution.comKT-K$iniK'Kinde#.htm
ne more parameter is "lpha" This is simply coefficient between target oscillator period and astro cycle period. 3ike for -un
Composite Module - preliminary description This is the most impressive technology in Timing -olution. The composite module allows you to construct the pro5ection line based on several astrocycles. -o, you can consider this article as an e#press class that shows you the fast way to create the pro5ection line based on astrocycles. 3et us create the forecast for some data. 3et it be the latest data I have worked with: currency Q-K80 (%&F**<). This is the chart:
lick the "stronomy" button: (=y the way, I keep the name "stronomy" instead of "strology" taking into the consideration the chronic fear of the last word from the scientific community. k, we can play with the toys they like.) ou immediately will get the nnual cycle diagram:
8ow to read this diagram6 The colored diagram shows the price movement in respect to the -unAs position. To calculate this diagram, all price history before 3= (learning border cursor) is used. an we be sure that this nnual cycle reflects the true price movement6 an we trust this cycle6 ommon sense says that we can use as hints several independent witnesses and see whether they confirm this nnual cycle. ;here can we find these witnesses6 ;e have them already: we can divide our almost * years of price history on independent interval, each one being about %* years long (do not be scared, the program does this work automatically). 8ere they are:
ou see there now three additional diagrams (red, blue and black curves). These diagrams represent the same nnual cycles from the point of view of these three witnesses. ;itness S% watches the price history within the
time frame %&&%**% years, it works with the latest available price history data. ;itness S works with the data of %&'%&&%, while ;itness S observes %&F%&'. ;hat do they say to us6 The common sense tells us that we need to consider those /odiac !ones where all three witnesses point at the same tendency in price movement. These !ones are marked by red stripes in the bottom of the diagram. 8ere they are:
The red and blue arrows show the ma5or trend directions in respect to the -unAs position. ou can see that the -un is responsible for the ma5or drives appro#imately + months a year (onlyU). ny other time we have got mi#ed signals. ne additional fact that increases our confidentiality regarding nnual cycle is shown on the screen as well. 3ook at this label: CorrelationLB
;e did not use last G years of price history for the calculation of this cycle. This is 0estin& nter.al (**% **<) shown as pink region on the chart. This label says that the pro5ection line based on nnual cycle provides the correlation of %GH (actually, the program calculates the correlation between the pro5ection line and the relative price oscillator with period J F% days, to eliminate the trend component). ;e can look at our nnual pro5ection line in the $ain window:
In omposite window we can set the color of our pro5ection line or to hide it:
k, we may assume that this cycle is good enough and we decide to use it for our pro5ection line. lick here:
The program will immediately display one more window Composite ,o8. 8ere it is:
The omposite =o# allows us to collect as many astrocycles as we like and calculate the summary pro5ection line based on these cycles. 9ow it is a time to play with other astrocycles. IAve found that 1enus cycle works for these data (though it is related to the annual, i.e., -un cycle, it is still a different cycle). -et these parameters:
I got this omposite diagram:
1enus forecasts the price better when it is in the first half of /odiac. I have added this cycle to the omposite =o# as well. 3ook at the $ain window. ou can see here the thin blue line that represents the sum of -un and 1enus astro cycles:
The ne#t cycle that might work for these data is the cycle of the angle between the $oon and 1enus:
This cycle is added to the omposite, as well as the -un 9eptune cycle. lso, I would recommend to use the phase /odiac. 0or e#ample, see this omposite for Qranus phase cycle:
This is the cycle that is close to the nnual cycle (periodJF* days).
3ook at the omposite =o# now. ;e have selected G different astrocycles:
The program performs the huge work of revealing these cycles very 7uickly (I have spent more time describing this than actually doing this). $ark them all. The program will optimi!e these cycles and produce the resulting pro5ection line. ou can see it in the $ain screen now:
=ecause this model is based on astrocycles, we can prolong it into the future as far as we like. If, for some reason, we do not like the resulting pro5ection line, we can go back to the omposite =o# and disable one or several cycles there. The program will do the recalculation and reoptimi!ation and will give a new pro5ection line. -ure we can manipulate with the screen image (magnify a part of the chart, shift it, etc.). s I have said already, the program does this huge amount of calculation very 7uickly. $y purpose was to find the appropriate math methods to make this easier for you.
;hen you click "V" button, the program calculates the astrocycle and optimi!es the content of the omposite =o#, trying to find the best input for each astrocycle. The information regarding the weight of each cycle is shown on the screen (like -un ; *.*+
If you do not need this optimi!ation, 5ust disable "uto ptimi!ation" option in omposite window:
The program allows you to perform several scenarios of optimi!ation (different optimi!ing intervals and different algorithms). ou can set these options yourself in the omposite =o# window:
8ere are these options:
$ 0MI29-, I 922 Q --I-T92. O32-2 TM T O3 ;IT8 I002M29T 1MI9T-. I -TI33 $ 9T -QM2 ;8T OTI9- M2 $M2 -QIT=32 - "20Q3T". 3- I 922 T W9; I- IT N T -2T "QT OTI$I/TI9" - T82 20Q3T OTI9. - 3T2M9TI12, Q 9 332T -TM 32- ;IT8QT OTI$I/TI9 9 O2M0M$ T82 OTI$I/TI9 9 T82 0I93 -T2O 3IWI9N "OTI$I/2" =QTT9 I9 T82 $O-IT2 =D.
ne more very important issue is Target. It is what we would like to forecast and what is used in the optimi!ation process. -et the Target here (in omposite =o#):
s an e#ample, we can make a forecast for Melative Orice scillator for (8V3V)K with smoothing windowJG* bars:
or we can try to forecast D (analy!ing the trendAs strength):
In the end, I would like to make some general notes regarding the interface. These options allow you to ad5ust the view of the $ain window:
lso sliding this scroll bar:
you can make omposite window partially transparent. Thus you will be able to see the content of the $ain window through the omposite:
Composite ,o8 - "ro#ection line Fast introduction
This is one of the most impressive technologies in Timing -olution. The composite module allows you to construct the pro5ection line based on several astrocycles. s an e#ample letAs create together the pro5ection line based on three astro cycles: the -un cycle (its other name is nnul ycle), the $oon Ohases cycle and the cycle of $ars phases. ;e do it for ow Eones Industrial from %''G till pril **& year.
fter downloading the data, click "stronomy" button:
.
Immediately we get the nnual cycle (-un-un geo), it is shown on the $ain screen:
9ow, put this cycle into the "omposite =o#" clicking this button:
It is there, and we can repeat the procedure for other two cycles. 0irst calculate the $oonAs phases cycle (the $oon the -un in Neo) and send it into "omposite =o#":
0inally calculate the $ars phases cycle ($ars$ars phase) and send it into "omposite =o#" as well:
3ook at the $ain screen now. ou can see two pro5ection lines there:
ne of them, the blue line, corresponds to the "omposite =o#" pro5ection line, i.e. this is a superposition of three astro cycles (that we have created a minute ago). The other (the green line) is a pro5ection line for a single cycle. It is called "urrent omposite", and it is the last cycle added to the omposite =o#. 0or our particular e#ample, the "urrent omposite" corresponds to $ars phases cycle. ;e can hide "urrent omposite" and display only omposite =o#As pro5ection line. o it this way:
9ow look at "omposite =o#" window (the program displays it automatically when you click "V" button):
ou can disableKenable any cycle there, save your work into some file or open a previously created and saved variant. If "omposite =o#" window is closed, you can open it any time clicking this button:
5imple backtestin&
The most interesting 7uestion is how this combination of cycles really works in the future. Memember that we always can obtain a good pro5ection line that perfectly fits to price movements I9 T82 O-T (it is 5ust a test for your tools). Timing -olution provides you "no future leaks" technology that allows to get the answer to the 7uestion above. 3etAs do it together: %) -et 3earning =order ursor (3=) on some date in past, 3et it be the beginning of 0ebruary **+:
) In a moment the program recalculates the pro5ection line. ) The data beyond 3= (0ebruary **+) represent the M23 0M2-T. "Meal" means that the program "does not know" the price history beyond 3= (though you can see it on the screen). It does not use the price history after 3=. The program is "blind" in respect to the future. (If you choose some other position for 3=, you start a new case, and now the program uses the data before 3= to generate a pro5ection line 0T2M (=29) 3=.) +) ;e recommend to vary 3= position several times to figure out how the pro5ection line works after 3=. 3ook at the "omposite =o#" module, it shows how the omposite =o# pro5ection line fits the price. The correlation coefficient tells you that4 "by default" it is calculated using the price history after 3=:
G) Memember that you can set 3= at any place clicking MIN8T mouse button and choosing "-et 3= at ..." item:
lso in ptionsP1iew, set this option 9:
0he most important cycles
This is a very important and the most difficult 7uestion what cycles are more meaning than others.
I always start with the nnual cycle:
.
Then I check the phases of inner planets ($ercury and 1enus):
.
fter that I check phases of $ars, Eupiter, and sometimes of -aturn. The phases of slow planets Qranus, 9eptune and Oluto are very close to the nnual cycle, so I do not use them. If you have *+* years of price history, I recommend to check Eupiter cycle, it is close to a wellknown Euglar cycle. ;hat cycles are better to use6 There is no simple answer. I recommend to look through $esson ?, you can find there some useful information. 3et me show one e#ample. The downloaded price history is ow from %''G year, and 3= is set at the beginning of the year **'. It seems to me that for the whole year **' $ars heliocentric cycle has worked very well. -ee yourselves (a red curve):
uring **' and in the beginning of **&, the correlation between this pro5ection line and EI is *.F*&& this is a very high correlation. The analy!ed interval (**' the beginning of **&) covers a bit more than the half of $ars 8elio cycleAs period.
oes it mean that $ars 8elio cycle always works for ow6. The answer is 9U The time interval **' the beginning of **& is too small to make this conclusion. The random mistake is too high here. To demonstrate this to you, let us set the 3= in the beginning of the %&&&. The program uses now %* years of price history to calculate the correlation between EI and our pro5ection line4 it is more than G $ars 8elio cycles:
ou see that the correlation for $ars 8elio cycle is negative now. In other words, for the last year $ars cycle works very well, though it did not work well for %* last years. oes it mean that this cycle is no use6 9ot either. $ay be this cycle has started to be involved in the last year, and before that it has been inactive. In other words, this (and many other) cycle is not providing the same results always, it really works from time to time. There are more persistent cycles, they 5ust work most of the time. -o I recommend to start with the persistent cycles. This is one working e#ample. 3etAs consider $ars phase cycle: 3= is set at the beginning of **'
3ooks like this cycle works in **' year. an we get more confirmation regarding the workability of this cycle6 es, we can. -et 3= on the beginning of %&&&. ou get this:
The pro5ection line is still working, correlation *. is good. %* years cover about G full $ars phase cycles, it is enough to evaluate the cycleAs importance. In other words you vary the 3= and watch how this cycle correlates to the price chart. The whole procedure looks like this: you click the right mouse button on different places of the price chart and watch how the correlation coefficient changes:
If this cycle "passes" this e#amination, consider it as a working cycle and put it into your "omposite =o#"
/Garba&e in - &arba&e out/
=e very picky while choosing the cycles. o not use too many cycles in your omposite =o#, use only several the most important ones. dding more cycles that are non working, we add more haos to your model. In this case, you should not be supri!ed getting nothing in the end. I also do not recommend to use "uto selection" button:
It picks up do!ens of astro cycles. Qsually the pro5ection line based on these cycles works good in the past and does not work in the future. This button appeared in one of the previous versions of the software4 at that time I thought it might be useful. Then practice and research showed its useless, I even deleted it once, but still some users wanted to see it. -o, it is in the program, though I do not recommend using it.
OptimiKation
There is the additional feature "ptimi!ation" in the "omposite =o#":
There are four possible optimi!ation algorithms in the program:
;eights optimi!ation finds the best weights for all cycles that are present in the omposite =o#. Nenetic optimi!ation finds the best combination of these cycles, it disables cycles that do not improve the pro5ection line (in other words, the pro5ection line is not changing with or without those cycles). If you conduct the final pro5ection line, i.e. the pro5ection line that is based on 33 available price history, click this button:
The program will set 3= on the last available price bar.
0urbo 1stro module Turbo stro module is a very simple module that allows calculating 7uickly the pro5ection line based on astronomical cycles. ou can also calculate the pro5ection line based on astronomical cycles through "stronomy" module. 8owever this new module allows to perform this task very 7uickly similar to Turbo ycles http:KKwww.timingsolution.comKT-K-tudyKTurboXyclesK module tat allows very fast calculation of the pro5ection line based on dominant cycles. ll "Turbo" modules in Timing -olution mean fast and easy version
of possibilities presented in other modules of the software.3etAs start. ownload some price history. s an e#ample, I chose -OG**. Then click "dvanced"P"Turbo stro". In an instant, you will get nnual cycle (the -un cycle) for -O inde#:
9ow calculate another astro cycle that may affect -O. 3et it be $ars synodic cycle (the period of this cycle is a bit more than years). Qncheck 5easonal Cycle and set 9 for Mars 5ynodic item. ou immediately get the pro5ection line based on $ars synodic cycle:
-et 9 for 5easonal Cycle and Mars 5ynodic to receive the pro5ection line based on these two cycles:
Include $ercury synodic cycle in the same manner. The pro5ection line becomes more detailed:
Noing further, try to calculate the committee for this pro5ection line. The committee allows to see several variants of the same pro5ection lines. ($ore about committee techni7ue is here: http:KKwww.timingsolution.comKT-K$iniK%Kinde#.htm ) To calculate committee you need to do 5ust two mouse clicks:
2asy and effectiveU IsnAt it6 9ow the main 7uestion: how to pick up astro cycles6 ;hat cycles are important and what cycles are not important6 I recommend to run -pectrum module, the peaks on spectrogram correspond to the strongest cycles presented in -OG** price history. Eust watch the period of astro cycles and choose only those that have peaks OOMDI$T23 on the same period:
3ike here the spectrogram shows the peak on FG days cycle, while we have $ars synodic cycle with period F'* days. The astronomical cycles are irregular, so the small discrepancy between periods revealed by the spectrogram and actual astronomical periods is 7uite possible. =T; I forgot to include G'+ days 1enus synodic cycle4 try to do it yourself. This cycle works very often for different financial instruments. 0inally go to ptions:
and play with these parameters: color legend for committee4
enableKdisable pro5ection lines in committee (-$ means "stock memory"4 see here: http:KKwww.timingsolution.comKT-K$iniK+FKinde#.htm )
amount of overtones and minimal period for the overtone. $ore overtones means the more detailed pro5ection line, and more noise as well. ThatAs itU
%ominant 1stro Cycles module This module in Timing -olution allows to consider astronomical cycles from a totally different point of view. In all modules discussed previously we have considered the astro based cycles as some constant entity. In other words, when speaking about the nnual cycle (which is the -un astro cycle) we discussed either the typical -eptember drop or hristmas rally. ;e assumed that the astro cycles always work the same way.ominant stro ycles module does not assume some constant pattern for any astro cycle. This module simply looks for the period of time when this cycle has some impact on stock market behavior. The behavior pattern of astro cycles may be totally different now4 as an e#ample the nnual cycle now may work totally different than ten years ago. In general, both modules start with the definition of the cycle to be considered. Then, usually the program looks for the pattern for that cycle and creates models based on these patterns. ;hile in the ominant stro ycles module, there is no need to look for these patterns4 the program simply looks for the time when some particular cycle was active in regards to the stock market activity. 3etAs start to work with this new module. fter downloading price history (better daily data) run "dvanced"P"ominant stro ycles" module and click "alculate" button there:
In a moment you will get this diagram:
ou see the bunch of stripes there, each planet has its own hori!ontal colored stripe. The meaning of the colors is this: the blue color means that this cycle has no impact on the stock market behavior, while the bright red regions represent the time periods when this cycle correlates highly to the price movement. Thus for the -un (Jnnual) we have these periods when this cycle has been especially strong:
=e advised that behavior patterns of these cycles are different at different time spans. and the red stripes simply represent the moments when the market behavior is described very well by the planetary cycle. 8ow to use this information6 0irst of all pay attention to the most resent strong astro cycle (i.e. watch red stripes). 0or e#ample now $ars cycle becomes being very strong, while during the Nreat 0inancial risis the cycles of inner planets (-un, $ercury, 1enus) have played the main roles on the stock market field (from the end of **F to the end of the year *%*, though now (Euly *%*) $ars cycle is strong) :
-econd, try to find some historical analogy, for e#ample upcoming $ars cycle sends us to the years %&&', ** and **+4 check what was happening to the stock market at these years:
Third, you can calculate the pro5ection line based on the most resent dominant cycles. -imply define here the cycles you want to take into account ($ars in our e#ample) and click this button:
In a moment you will get this pro5ection line based on $ars dominant cycle:
Try to include the -un cycle (which always strong practically for all markets), and you will get this pro5ection line based on two dominant astro cycles, the -un and $ars:
I recommend to vary these two parameters, -tock $arket $emory (-$) and the amount of overtones:
The first parameter (-$) indicates how long cycles live4 you can find more about stock market memory here: http:KKwww.timingsolution.comKT-K$iniK+FKinde#.htm The more overtones you use the more detailed pro5ection line you get.lso try to play with different /odiacs: geocentric, heliocentric and planetary phases.
"lanetary 0ime Metrics - introduction to the theme In this small article, I would like to introduce an absolutely new technology that allows to improve the forecasting abilities of our models significantly. ;e (my friends and I) have begun our first numerical e#periments with this techni7ue almost two years ago. t that time we considered this techni7ue as a totally e#perimental one. uring the following years, we continued e#periments and created a software that can deal with it. 9ow we are ready to demonstrate this approach to the public. 0or me personally, the most e#citing fact
is that this approach opens our eyes to a new kind of phenomena: it looks like the stock market follows not the ordinary time that we all used to deal with and can measure by different kinds of clocks, but rather with the special kind of time4 this kind of time is very related to the planetary movements around the -un (at least, the 2arth movement). This is a statistically approved fact (see the table of results below). I would like to say that the moving planets generate a kind of their own time flows and we can think of that time and apply it using standard techni7ue procedures, i.e. we can calculate the -pectrum in our usual way to reveal cyclic phenomena persisting in that particular time, and then create the forecast model based on that time. lso, there are already some physical e#periments that provide a legitimate base for this approach (I will write more about these scientific e#periments in another article). This technology presents in Timing -olution software only, and all rights regarding this approach belong to -ergey Tarassov.
Why "lanetary 0ime> To be brief, this technology deals with another kind of 0ime. Time is one of the most fundamental characteristics of our ;orld. Qsually, describing any process, we assume that this process has some longevity in time. ;e can measure the time using atomic clocks (as we do now) or the 2arthAs rotation (as we did %** years ago) or observing astronomical phenomena (as our predecessors did many years ago). In any case, measuring the time, we link it to some physical process that looks constant and even. Then we divide it onto smaller parts (years, hours, minutes and seconds, etc.) to be able to apply these parts to other processes, to measure them and get a kind of a control over our world. Thus, for our Qniverse, we use our Qniversal time. nd this universal time (as we know it) is based on the rotation of the 2arth (what else could you e#pect from the earthlings6). -kipping all intermediate thoughts (that is the issue of the ne#t article), we have found that the usage of a special kind of time measure (based on other planets positions) provides the better pro5ection line than the pro5ection line obtained using the Qniversal time. This fact is statistically verified, see details below.Technically, it means that we are considering the phenomena not in Qniversal time, but in "lanetary 0ime. (=y the way, the Olanetary Time differs from local time for different planets, it is a totally different thing). In other words, the hands of the clocks designed for the Olanetary Time are moving in respect to the planetary position. The most appealing feature of Olanetary Time is that it is not even in respect to the Qniversal Time. s an e#ample, consider the $ercury Time4 it looks like this:
-ometimes this time is flowing in opposite direction. In other words, sometimes, for one point of planetary time, we have several corresponding points of universal time. There is nothing unusual in it, we simply need to change the way how we used to look at Time. It is like watching the football game and using different clocks yours, your friendAs, the watches of the gentleman in the first row, etc. 8ow do we know which one says the "right" time6 =ecause the "right" one is e#actly like on that big clock on the wall6 r because you like your watches more6 ;e used to live in the Qniversal Time, but it is 5ust a matter of opinion. Try to consider this Olanetary Time as a true time for some specific process. Then you can calculate the spectrum diagram based on this time and reveal cyclic phenomena happening in that time.The first time when I calculated the spectrum diagram based on Olanetary Time the first impression was that: this spectrum looks better. The peaks corresponding to different cyclic processes in Olanetary Time look better in comparison to the same spectrum diagram in Qniversal time. ou can trust me with this: I look at these spectrum diagrams hundreds times a day, and my eye is trained to see such a difference immediately. =ut to be sure that this is not an artifactKdreamKfantasy, I had to conduct the statistical research. It took me one year to find appropriate mathKsoftware decisions to verify this fact.In other words, the planets define their own kind of Time. ;e did not use it before only because for all our earthly things the Qniversal Time was enough. =ut, at least, the Olanetary
Time is very suitable for making forecasts, and some cyclic process may be considered in this Time. This is the reason why these cycles might look irregular in the Qniversal time though they are regular in "lanetary 0ime. In other words, speaking poetically, the Olanetary Time is habitable, at least some regular cycles live there and we can use it for creating a pro5ection line. Timing Solution software provides a possibility to calculate the spectrum diagram using different timekind metrics. ou can describe your process using different time parameters:
Qniversal time, the price bars or trading days4 Olanetary Time (planets positions or angle between planets).
In other words, if we do believe that price changes for some security have a cyclic nature, we can reveal different cycles for the same set of data using different time coordinates. nd we can get a better pro5ection line.In the table below you will see the results of some e#periments. ou can do it yourself following these steps:%) ownload the price data for different financial instruments4) ivide this price history on two independent intervals the trainin& interval and the testin& interval4) alculate the spectrum for different metrics using price points from the trainin& interval4+) 2#tract the most significant regular cycles (in different time metrics) from the spectrum diagram4G) Train 9eural 9etwork on the trainin& interval. s inputs, use the regular cycles (in different time metrics)4 as the output, use the detrended price oscillator with the period of G price bars4<) alculate the 9eural 9etwork pro5ection line and calculate the correlation between the pro5ected line and the oscillator on the testin& interval. The "future leaks" are e#cluded here because we keep the trainin& and testin& intervals independent.This is the table of results4 it shows the correlation between the price and the pro5ection line based on different time models (cycles e#tracted from -pectrum based on Qniversal Time and Olanetary Times): 4e&ular 0ime Metrics
nstrument
rre&ular 0ime Metrics
model model based based on on cycles model based model based on model based on cycles calculated on cycles cycles calculated cycles calculated calculated for calculated for for for for (ni.ersal 5un 0ime Mercury 0ime 3enus 0ime Mars 0ime 0ime
%ow =ones from EHB to 5ep< BB< EBH test price bars
rL B
rL B<AA
rL B
rL B
rL -B
5N" BB from EH to 5ep< BB BIJ test price bars
rL -B
rL B
rL B
rL B
rL B
15%1 from EHI to 5ep< BB ?H test price bars
rL B
rL B
rL B
rL B
PPP
(4O(5% inde8 from EHHE to 5ep< BB P ?? test price bars
rL -B
rL B
rL B<
rL -B
PPP
R =efore %&&', 2QMKQ- was interpolated as ollar inde#. The table definitely shows that the models based on Olanetary Time provide better results than the usual models based on cycles in Qniversal Time. In any of + cases, the model based on Olanetary Time provides better results than the model based on Qniversal Time.=ut the most reliable statistical approve for the usage of the Olanetary Time was received when I did the analysis of -un spot activity (;olf inde#). I used the data from %'+' year to ** year (here is the source: http:KKsidc.oma.beKhtmlKsunspot.htm)4 in total, it gives <*,*** pointsUUU Qsing the data from %'+' to %&F& (my training interval), I have created a forecast model. The other part of data, from %&F& to **, served as the testing interval, with F,<** points4 I used it to verify the pro5ection line, i.e. to calculate the correlation between the pro5ected and normali!ed ;olf inde#. Then I e#tracted the most significant cycles using different Times: Qniversal Time and Eupiter heliocentric Olanetary Time. The difference between these two time metrics is caused by the ellipticity of EupiterAs tra5ectory.The model based on Qniversal Time provides the pro5ection line that correlates with the inde# B9QE9, while the pro5ection line based on Eupiter Time provides the correlation of 9Q9. The big amount of testing points (F,<**) confirms the statistical approval of this approach with a very high probability. O-. Timing Solution users can see the technical details here: http:KKwww.timingsolution.comKT-K-tudyK-pectrumKinde#.htmS'
1stro based chartin& tools These charting tools are based on different principles than standard math applications4 they use astronomyAs rules. -ome of them are 5ust the continuation of ideas developed for previously discussed charting tools. The difference comes mostly from a special way of dealing with the Time.
+uidistant lines
3et us start with non astronomical charting tool "27uidistant lines". This way you will easily understand how all astronomy based charting tools are organi!ed. ragging the mouse cursor from point to point = (while "27uidistant lines" tool is activated), you simply display a bunch of vertical lines e7uidistant one to another (G&.+ calendar days step is used in this e#ample):
In other words, these lines are based on e7ual steps on the time scale. If you use =M scale, the distance is calculated in bars (or in trade days for daily data):
0or your convenience, you can set in parameters the color and thickness of these lines as you like4 also you can order displaying additional lines (overtones):
"lanetary e+uidistant lines
Technically this charting tool is pretty close to "27uidistant lines" charting tool. The very important difference is that the TI$2 is measured here in degrees of the angle separation between two planets or in degrees of the planetary position of any single planet. (;e can measure the time using the atomic clo cks, or using the $oon phases, or 1enus phases. ;hat time measurement is more appropriate6 It depends on the task we deal with. If we analy!e some physical, chemical, or other process no doubt, the time measured by the ceasium% atoms oscillations is more suitable. 8owever, for the processes where human activity is involved like the stock market I do not know how appropriate atomic clocks are.) Thus, while with "27uidistant lines" charting tool we measure time in - (calendar or trade days), with "Olanetary e7uidistant lines" we measure time in planetary angles. Olanetary angles play a role of TI$2 in this charting tool4 see more about it here http:KKwww.timingsolution.comKT-KrticlesKOTKinde#.htmThe e#ample below shows "Olanetary e7uidistant lines" for EupiterQranus heliocentric angle. 8ere the increment for the angle between these two planets (Eupiter and Qranus) in the chosen system of coordinates (heliocentric) is + degrees * minutes of arc:
The other name for this procedure is "stepping".Technically it works this way. licking on "Olanetary e7uidistant lines", you get this dialog bo#4 set there the planetary combination (in our e#ample, this is Eupiter Qranus heliocentric angle separation):
If you prefer to display the charting tool for the -un position (or any single planet), change this setting to -un -un (or some planet to the same planet). 9ow drag the mouse cursor connecting two turning points:
;hy this charting tool is so important6 The answer is in non even planetary movements. This fact makes the astro based charting tools irregular, and this is very typical for the stock market behavior.8ere you can see regular e7uidistant lines (blue) together with EupiterQranus helio e7uidistant lines (red):
The difference between red and blue lines reaches two weeks within one year. In ptions window you can define the planetary combination, /odiac, lines appearance color and thickness.
In the e#ample above, we chose only the planets and /odiac. The step (degrees of the angle separation) was defined by the change of that angle between the two turning points. nd then we have applied that step (found by the program) to create the charting tool. ou can set the degree of angle separation manually as well. -uppose that you set the step of angle separation as %F degrees:
The program moves the second anchor to the new position that corresponds to the change of %F degrees in angle separation between Eupiter and Qranus, heliocentric, starting from the value of this angle in the first turning point :
In other words, when you set the step manually, you actually define the planets and /odiac (or the system of coordinates) and the step and choose some starting point. The program uses the value of the angle separation between your planets (initial angle) and shows the lines that correspond to the angles: (initial V %F degrees), (initial V R%F),..., (initial %F degrees), (initial R%F), etc. 8ere is one recommendation while using this tool. Try to draw "Olanetary e7uidistant lines" connecting any two important turning points, then vary planetary combinations and /odiac types in the ptions:
;hile doing that, watch how other lines hit other turning points. This is the way to look for the most informative planetary combination for your stock market.
"lanetary returns !same cycle7 This charting tool is based on the idea of returns the moments when some planet comes again to some position or when two planets make again the same angle between themselves. The actual 5ob of calculation and comparison is done by the program, your actions are 5ust to define your intentions and operate the mouse. ;hile you drag the mouse cursor, the program calculates the /odiacal position of the chosen planet or the angle between two planets and displays a bunch of vertical stripes that correspond to the moments when this planet reaches the same /odiacal position (or when there is the same angle between two planets). 3ook at the e#ample below. 8ere the mouse cursor is located in the middle of 0ebruary, **&. The $ercury position was degrees %F minutes. Two additional vertical lines indicate the moments when $ercury has passed the same /odiacal position:
"lanetary returns
This charting tool is very similar to the previous charting tool. The only difference is that this charting tool covers all synodic cycles, and therefore more vertical lines are shown .
"lanetary steps
gain, this charting tool is similar to the tool discussed above, "Olanetary e7uidistant line". s for that tool, here you can set the angle increment manually. nd you can use not only the same step, but different steps (like in 0ibonacci se7uence). In the e#ample below the mouse cursor is set on the beginning of pril, **&, when $ercury was in the first degree of ries.The steps %G, F and &* degrees are used. -o vertical lines here point at %G degrees of ries, % degrees of Nemini (F degrees) and first degree ancer (&* degrees):
"lanetary fan
This tool allows to display the bunch of planetary lines starting from point indicated by the mouse cursor. 8ere you can see the planetary lines for $ercury, the %8, 8, 8, and +8 harmonics are used:
Multi "lanetary fan !fi8ed scale7
ou can display the bunch of planetary lines for many planets at the same time. 8ere you can see the planetary lines for ma5or planets:
;hen you use more harmonics, these lines look this way:
Multi "lanetary fan !free scale7
This charting tools works very similar to the previous charting tool, though there is one important difference. ou do not need to set the scale parameter for planetary lines, the program finds its automatically while you drag the mouse cursor. In e#ample below the mouse cursor moved between two points of the price chart4 the
-unAs planetary line hits both points. The planetary lines for other planets are displayed using the same scale as the scale for the -un:
In options you define the planet to be used for -caling:
0wo %imensional distance chartin& tools
ou might hear sometimes phrases like this: "analy!e price and time together" , "price time chart". ll these phrases mean that we analy!e price and time as a whole Qniverse. 9ot analy!ing separately price and separately time. Together, they form a kind of Qniverse, like -outh9orth and 2ast;est are not separate geographic entities but they describe one and the same entity the 2arthAs surface. 2#actly the same approach can be applied to pricetime Qniverse. These two charting tools represent our vision of on this problem. This set of tools combines regular and astro based tools are the advanced version of the tools discussed above. -ee here for more details: http:KKwww.timingsolution.comKT-KrticlesKptdK Memember that this is an e#perimental technology. ;e do not provide any recommendations here yet as we need some time to understand how this approach really works. ;e will be able to do that after getting enough
response and feedback from users of these tools. 8owever, even now this set of tools may provide some ideas how pricetime landscape looks like.The first thing we should to is to define the distance between two points on this pricetime landscape. 8ere you can see the e#ample the distances between turning points , =, and 4 they form the angles close to harmonics: distance =JG<.+F degrees, close to the whole cycle4 distance = J'&. degrees, close to a 7uarter of the whole cycle4 distance J+<.% degrees, close to the eighth part of the whole cycle.
Thus we can draw e7uidistant cycles on the price time landscape. It is possible (once again this is an e#perimental techni7ue) that these cycles form a kind of attraction !ones, like this:
epending on the planetary combination used to calculate the geographic map for this pricetime Qniverse, it may look like this:
This "Terra Incognita" needs to be e#plored more.
1strolo&y without atal chart I would like to start this article with a 7uote from Mobert 8andAs foreword to =ill $eridianAs book, "Olanetary 2conomic 0orecasting". 8ere they are: "$odern astrology is based on what is usually called the horoscope or birth chart... =ut there is also a kind of astrology which does not use horoscope chart. 8ere the planets are used as indicators of cycles. 0or e#ample, we have the * year cycle of Eupiter and -aturn. ;e e#cept to find cyclical patterns of twenty years duration in terrestrial phenomena and these phenomena reliably and continuously correlate with the movements of Eupiter and -aturn. =usiness and economic cycles fall into this category".;e first faced with this problem in %&&', when the first astrological 9eural 9et had been developed. The task was classical: to get a forecast for future price movement taking into consideration the aspects to the 9atal chart. Immediately the 7uestion has been raised: what 9atal chart is correct6 In %&&', I had not doubt regarding 9atal charts we used charts found and checked by such a professional in this field as =ill $eridian. 8owever, while making a research, we always have a nasty feeling "what if our 9atal chart is not correct6 It means that all our calculations are wrong". mistake of %* minutes for the 9atal chart can cause a significant discrepancy between the forecast and reality.The solution has been found very une#pectedly. Instead of analy!ing the aspects of transiting planets to the 9atal chart, we can analy!e 28 degree of /odiac. Thus, we move the accent from 9atal chart to sensitive points. 3ook at this omposite diagram:
This diagram shows how the 1olatility for ow Eones Inde# changes in respect to $arsAs position in different parts of /odiac. The peak in the beginning of 1irgo indicates high volatility when $ars is in the beginning of 1irgo (geocentric system). It means that there is a lot of activity on the stock market when $ars passes this sensitive point.;e can assume that the beginning of 1irgo is some sensitive point for EI. It is 7uite possible that some ob5ect of EIAs 9atal chart is located in this point. The main idea of this approach is we do not care what 9atal chart is applied for the analy!ed financial instrument, we simply reveal its sensitive points, and the omposite module does this 5ob very well.Thus, instead of arguing what 9atal chart is true, we are watching what happens to the stock market when different planets come through different parts of /odiac. 3ike in this e#ample, EI overreacts when Eupiter crosses %G degrees of 3eo:
-ome other sensitiveK9atal point is responsible for this fact (not the same one as in the previous e#ample). The advantage of this approach is that we do not need to know the e#act time of the 9atal chart, the program itself finds the sensitive points and creates the forecast models. The most important fact is that these models definitely provide the better forecasting models.-o, how does Timing -olution software work with these sensitive points6 In the 9eural 9et module, define this:
In the appeared window, choose diagonal elements that correspond to the 0$ model for planetary positions:
T- 9eural 9etwork will run a very sophisticated procedure called suboptimization. This procedure reveals the sensitive points very accurately. $oreover, it find the best orbs for all sensitive points.This approach seems to be more effective as it eliminates human preferences regarding true natal data, choice of the chart type (corporation versus registration etc.) and the orbs.
Forecast based on astronomical cycles The models applied in this forecast are based on the assumption that planetary positions or angles between the planets are somehow related to the stock market movements. I would not say that the market moves because of the -un in 3ibra or because of the $ercury $ars trine. ;e do not know yet how the links between the planets and the market work. 8owever, we can state that some connection e#ists between marketAs ups and downs and the mutual disposition of the planets in the sky above. The statistics is behind this statement. 8owever, it is a sub5ect for the scientists. 0or us, it is enough to know that there is a connection, and we can work with it. -o, we can use it for our forecast. ownload any daily price history and click this button:
ou will get something like this:
This curve shows how the price changes in regards to the -un passing through different /odiac signs. There is no mystics here, it is a natural cycle that we all know. In other words, this is the nnual cycle. 9ow look at the $ain screen:
This green curve shows how the nnual cycle works in time. To display this curve together with the price chart (not on a separate panel), click this button:
-imilarly you can calculate any astronomical cycle. s an e#ample, analy!e the angle between the $oon and the -un, i.e. $oon phase cycle:
It is possible to use different /odiacs (why not6 they are nothing else but different coordinate systems where we can observe the same planetary movement). -ee this cycle generated by a heliocentric position of $ercury:
"$ercury$ercury" here means that the position of $ercury is being analy!ed. ;hen you change the planetsK/odiacs, the program redraws the pro5ection line automatically.
ou may work with 5ust one cycle (I always start with the nnual cycle). =etter results are achieved if you apply more than one cycle. lick on this button:
The cycle you are working with goes to "omposite =o#". Thus you can add as many cycles as you need and obtain the pro5ection line which is based on several astronomical cycles. 3ook at this picture:
The blue line represents a composite cycle which is based on heliocentric positions of three planets: $ercury, 1enus and $ars.If you need to get more smooth pro5ection line, not so choppy, increase the smoothing orb parameter in "ptions":
1strolo&ical cycle based models in 0imin& 5olution This article is devoted to pure astrological models presented in Timing -olution. ;e have discussed already two other types of models used in the program based on math methods and based on astronomy. 9ow it is time to look at totally different models models based on astrological phenomena. This approach is very interesting, and the most interesting part is that today we can combine thousands years of astrological wisdom together with
the newest math technologies (like 9eural 9etwork modeling) and hardware abilities (i.e. computers, their memory, speed, etc.). 8owever, before any discussion, I would like to e#plain the main difference between astrological and astronomicalKmath based cycles. o you have any idea as to what would a mathematician and an astrologer think when somebody tells them about the -un cycle6 Mathematician: 8e sees it as the regular cycle with the period of
The mathematician likes this curve very much, and he tends to describe the whole Qniverse as the Nreat ombination of these 8armonic waves. 1strolo&er: strologer sees a totally different picture. 8e sees /odiac, either as a circle or something like this:
This picture demonstrates the movement of the -un through % signs of /odiac. 2ach year, on $arch %, the -un ingresses the sign of ries4 it is there for a month, and during that month the -unAs 7uality is colored by ries sign. The astrologer also may use the phrases like this: "The -un likes this sign because it e#alts there". Oractically it means that the 2cliptic is divided into % e7ual sectors (signs of /odiac), and the -un "feels" itself differently in each of these sectors. 0or e#ample, in 3eo (middle of summer) the -un feels itself very good, like being home (3eo is a sign ruled by the -un, or the sign of the -unAs di&nity). ;hen the -un ingresses ries, it feels itself there very good as well, like staying in the house of a very good friend (in ries the -un e8alts7. To continue the analogy, there are some places where the -un feels itself not comfortable. ne of these places is 3ibra (ctober), the -unAs fall place. nother is 7uarius (at the end of winter), a place of the -unAs detriment the -un is weak there. The same picture comes to the astrologerAs mind when he thinks about other planets, they also feel themselves differently in different places of /odiac.This approach came from ancient times, astrology goes back for several thousands yearsU The ancient astrologers observed the celestial bodies and simply compared what had happened on the 2arth and on the -ky. ou can get in touch with their feelings if you try to watch the $oon in different signs of /odiac within several years4 simply memori!e your attitude during these days intervals, year by year.9ow you see the difference between the mathematicianAs and the astrologerAs view on nnual cycle. The mathematician sees a smooth wave, and the difference between G&th and %st degree of 2cliptic coordinates is not a big thing for him. 0or astrologer, there is the difference between
the two, a big difference: the -un in Oieces and the -un in ries gives to us a totally different astrological situation and results in two totally different outcomes. The astrologer takes into account not only 7uantities, but 7ualities as well.There are more places in /odiac associated with specific planets. ne kind of them is terms. This approach is based on the idea of rulership. The /odiac is divided on <* non e7ual sectors, and each sector is ruled by some planet. 0or e#ample, the sector *< degrees of ries is ruled by Eupiter. 9e#t segment is wider, <%+ degrees of ries, and it is ruled by 1enus. (ctually there are two systems of terms 2gyptian and Otolemy4 here we speak about Otolemy system).I like this table with planetary dignities from this website http:KKwww.astrologycom.comKdignities.html
The classical astrology says that the planet becomes stronger (i.e., its 7ualities are more obvious) when it moves through its own term. (It is a hint for a good model, and I cannot imagine how this model could be done manually, without a computer. Too many calculations...)ther division of the /odiac is faces and decanates . The /odiac is divided here on < e7ual segments, each segment has %* degrees. nd each segment is ruled by some planet.The faces and decanates use different planetary rulers. The face is more ancient system based on so called haldean order (our F days of the week come from this system).I believe that you have now enough reasons to try astrology based models. (I did not mention here aspects and midpoints for a reason. They are rather recent additions to astrology. They combine astrology and astronomy, and nowadays there is a tendency to more astronomy there. Memember the essential and accidental dignities4 you will see my point.)
0echnolo&y There is one more thing to tell you. I would like to share with you my e#perience in regards to applying astrology for stock market. ;hen I started to develop a trading system based on astrological factors, my first attempt was to use aspects. It was a very appealing idea turning points would occur when important aspects culminate. =ut the results were not good. Then I tried to use middle points, planetary pictures etc. The models became more and more complicated while the results were not good at all. 0inally I recogni!ed the obvious truth that we have to start with the most important factors, and in lassical strology this truth is essential dignities (related to planetary positions and planetary 7ualities4 as the source of information, see =onatti, 3illyAs books). 9ow we are ready to discuss the technology4 it is time to apply this ancient knowledge to stock market
forecast. The time is right because we have now modern computers that are able to conduct in seconds the calculations that would take many years of hard work for the ancient astrologer.Munning 9eural 9etwork module, set this forecast model:
ou will get the window where you can define the parameters of forecast models:
These controls allow you to analy!e the position of the planets in different places of /odiac, it can be ignity, etriment, 2#altation, 0all, Terms, 0aces and ecanates:
Thus the program will find how the position of the planets in different /odiacal places affects the stock market. This option allows to research different divisions of the /odiac. Take it as an analysis of different /odiacal symmetries.s an e#ample, consider the -un in one of the triplicities. 3et it be the event "The -un is in 0ire signs". This event involves three signs ries, 3eo, and -agittarius. The diagram shows them as redcolored sectors:
The e#ample of cardinality event is "The -un is in ardinal sign", here it is:
The e#ample of hemisphere event is "The -un is in upper hemisphere". It looks:
Try to create the model setting this option only:
ou will see how the ancient techni7ues work. Try also to use Neo and NeoV8elio combinations.8ere you can set different /odiacs. Qse "In $undo" /odiac for intraday data. It is obvious that ancient astrologers worked with Neo only:
8ere you can set the scheme of rulership:
If you choose the "wn rulership", the program will analy!e the positions of the planets when they are in places of their dignities, like "The -un moves through its own sign of e#altation", or "Eupiter moves through Otolemy Term that is ruled by Eupiter". If you choose "$utual rulership", the more advanced events that involve two planets will be available for you, like: "The -un moves through EupiterAs sign of e#altation", or "Eupiter moves through Otolemy Term that is ruled by 1enus". I highly recommend to try this option. This is a totally e#perimental feature:
It allows to research the angle between the planets. In other words the /odiacal position is defined as an angle between planets. The ne#t very important parameter that I recommend to vary is the amount of price bars that is used to train 9eural 9etwork:
I recommend to use this model for daily price history. Qsually I start to work using all available data (before 3earning =order ursor) to train 9eural 9et ("ll" button). fter that I use %*** bars (+ years J Oresidential cycle), then *** bars and G*** bars. licking "Train" button
we tell the program to calculate the pro5ection line based on these events.
1ncient D Modern 0echnolo&y ou definitely hear the statements like this (from website http:KKen.wikipedia.orgKwikiKTriplicity): In medieval systems of astrology, each essential dignity was given a different weight. omicile rulers were given ! points of weight" e#altation rulers were given $ points" and triplicity rulers were assigned % points of weight. &his gives some idea of how much power medieval astrologers accorded to each essential dignity. '()
In other words, we weight planetary positions in attempt to evaluate their rank in the situation. This ancient techni7ue fits well to the modern technology. I have download ow Eones Industrial inde# data for the last %' years. Then I ran 9eural 9et module using the model based on astrological events and trained it. fter that I click this button:
8ere you can see the ranked list of events for this model:
The first item here is "-aturn in ardinal signs", this is the strongest term in this model. The second strong is "$ars is in own sign of dignity". 9e#t is "-aturn in ir signs", etc. 9ow highlight HD first the strongest events there (push "-hift" key and select these items). I highlighted first + events.
lick this button to put these events into Qniversal4 3anguage of 2vents (Q32) module. ou may like to hide 9eural 9etwork results panel now4 push this button:
ou will get the pro5ection line based on these + astrological events. To see inside of this model, click "2dit Q32" button:
-imply read this formula as it is. To forecast ow, we need to set these weights for astrological events: 2vent
;eight
-aturn in ardinal signs (designated as 3%)
%'.
$ars in own sign of dignity (designated as 3)
V%+.
-aturn in IM signs (designated as 3)
%.+
O.er.iew of astro cycle based models in 0imin& 5olution "ro et Contra ;orking with astro based cycles, I always face with a sociological phenomenon of non acceptance of astrology. This attitude has no rational e#planation, it 5ust reflects the social status of astrology. 8owever, for mediumKlong term forecasts the astro based models provide very good pro5ection lines, and it would be simply stupid to not use them.8ere I put several random pro5ection lines based on so called "ynamic $odel". There was no selection here, 5ust a mere fact as it is. This model is based on astronomical factors, and I did the detailed back testing of this model many times. The conclusions are: %) This model is not ideal, it e#plains only some part of the stock market behavior. =ut while working on the stock market forecast, any information is important. ) This model is really able to forecast for one year (G* daily bars) ahead, it is a statistically verified fact. ) This model is not a combination of wellknown nnual cycles, some other factors are playing here. I very often ask myself: "oes the astrology works6" ctually the Timing -olutionAs architecture reflects my search for the answer. ;ith this software, we can create the astro based models as well as very complicated math based models (like spectrum analysis, auto regression and others). nd we can compare these models. I love the astrology4 however my scientific background re7uires to test all statements before putting them into models that T- users apply for their trading. I feel myself responsible for the provided information.
-o, I will introduce astronomicalKastrological techni7ues available in Timing -olution. I tried to be fair here, i.e. the e#amples were not selected with the purpose of making a good appearance. -ee yourselves... ,radley Model
This is a model based on Otolemy aspects applied for market forecast by onald =radley in %&+<. This is how it looks like:
The turning points and = pro5ected by =radley model are very impressive, are not they6 To get a better understanding of this model, view it in a bigger time frame:
It is obviously not ideal, and we need to work more with this model. In Timing -olution you can ad5ust this model using slides on the right side. ou can vary this model in a thousand ways: using different weights for aspects, playing with the orbs and /odiacs4 you may even create something like a kind of =radley model based on middle points. 8ere you will find some information regarding =radley model http:KKwww.timingsolution.comKT-K-tudyK=radleyKinde#.htm I love onald =radley>s book "-tock $arket Orediction". It looks like he was the first one to try to present astrological techni7ues using a language understandable not to the astrological community only. 8owever we need to develop this techni7ue further. I believe he would do the same if he would be alive.
.olution of ,radley Model The model proposed by onald =radley (he called it siderograph) in %&+F is the most fractionated techni7ue in financial astrology. I personally believe that =radley opened for astrology the door to financial analysis. t least, since that moment the financial astrology started speaking the language understandable to somebody else, not only to astrology fellows. Technically speaking, the siderograph is nothing more than a curve based on transiting aspects. -o we can consider the siderograph as the summary effect of transiting aspects. The aspects are divided on three groups: middle term the aspects that include the -un, $ercury, 1enus and $ars4 lon& term the aspects for slow planets (from Eupiter to Oluto) declination factor "..half the algebraic sum of the given declination of 1enus and $ars ..."
This article is devoted mostly to technical issues of using the =radley type indicators for traders needs.
If you would like to know more regarding the history of =radley barometer. please see this interesting article by 3arry Oesavento: http:KKwww.esignallearning.comKeducationKmarketmasterKarchiveK*F*
9ow, as a part of Timing -olution pro5ect (http:KKwww.timingsolution.com), the =radley models use genetic optimi!ation procedure. It helps to find the best fitting pro5ection line based on these models. The idea of optimi!ation is pretty simple we are looking for the weights for all aspects in order to describe the past price movement in the best way. 3etAs demonstrate how to get the optimi!ed =radley model. ;e do 5ust one e#ample. ownload the ow Eones Industrial Inde# from 0ebruary **< to Euly %F, **<. This is short price history, five months only. The 9eural 9etwork does not allow to make the pro5ected line based on such a short price history. 8owever, =radley module does this 5ob very well. The classical =radley provides this pro5ection into the future:
3etAs optimi!e this =radley model. lick
button. ou will get this window:
8ere you should define the "target" it is what we need to forecast. In this e#ample, I work with the relative price oscillator with the period of %* price bars. ou can try to make forecast for other indicators like volatility, D, M-I, etc. lick "-tart" button to see how the red pro5ection line changes while ad5usting to available price history. =e advised that to optimi!e we use the price data on TMI9I9N I9T2M13 only:
The red !one is T2-TI9N I9T2M13 to verify our pro5ection line. fter the optimi!ation procedure, the pro5ection line looks:
9ow, I would like to add some technical notes regarding the usage of dvanced =radley =arometer in Timing -olution software. ;hen you work with long price history data, the program shows you the pro5ection line not for 33 available price history points, but for the 3-T H# price bars only:
;e have done that to speed up the process of recalculation of the pro5ection line when you vary the weights corresponding to different terms.
ou can increase this parameter like this: available price history (do not forget to clock "W" after the increase).
to see the pro5ection line for all
;hen you run the =radley model, choose one of the following models:
"ustom 0$ %" model allows to create so called 0$ model that analyses the active !ones of /odiac. Try to apply this type of models (I mean, =radley models) for the short price history data. omparing to 9eural 9et based models (that need a lot of data for training), this is a very important and uni7ue feature.
"lanetary 0ime It is a popular techni7ue among T- users.
It is simple: we display the vertical lines that are e7uidistant in respect to some planetary position (or to the angle between two planets). The e#ample above shows the lines that correspond to Gdegree step from some initial position of -aturn in 3eo (to be e#act, G degrees and + minutes). Thus, instead of time intervals, we watch planetary position related intervals. This techni7ue is described here http:KKwww.timingsolution.comKT-KrticlesKOTK 1stronomy Module
This module allows to reveal astronomical cycles inside the financial data. The simplest astronomical cycle is nnual cycle. It uses the -un position only. -ee how this cycle looks for -O G**:
nd this is a pro5ection line calculated for the -unAs cycle:
;e can calculate more complicated cycles as well. 0or e#ample, this is a composite for the $oon phases (the $oon the -un angle):
The diagram shows that in average -OG** is higher when the angle between the $oon and the -un is between * and %G* degrees (increasing lightK;a#ing $oon). ou can combine many different cycles creating models based on that combination of several astro cycles. This module is described in details in lasses: http:KKwww.timingsolution.comKT-K-tudyKinde#.htm
(ni.ersal $an&ua&e of .ents !($7 ou can calculate practically any astro phenomena using this module. s an e#ample, see the speed difference between $ars and 1enus in eclination /odiac (a red diagram):
or =erg astro indicator:
or the $oon tidal force:
ll these events as well as many and many others can be calculated there. $oreover you can provide the statistical analysis for all these events avoiding any kind of dicingKguessing so dangerous for trader. This is a very powerful module, and I recommend to everybody to study it really well. ou will be able to test in seconds any statements that may affect your trading. Try it any time when you hear about some magical aspectKastro combinationK astro hint from some advisor you will see immediately whether it is 5ust one time magic or there is something behind it that worth of your attention.
This module is described in lasses as well: http:KKwww.timingsolution.comKT-K-tudyKinde#.htm "lanetary $ines
This module is available in Timing -olution. -ee the documentation.
eural etwork Module
This is a universal forecast system that allows to make a forecast based on any astro and non astro eventKevents. This is the list of the most used models in 9eural 9etwork module:
The model can be based on:
planetary speed (the description is here http:KKwww.timingsolution.comKT-KQphistoryKupgradeXF.doc)4 wa#ingKwaning planetary phases (the description is here http:KKwww.timingsolution.comKT-KrticlesKwa#wanK)4
planetary positions (0$ model)
aspects between planets (improved =radley model) the old techni7ue of planetary positions in different termsKfaces (this is a surprisingly effective model)4 and many other things.
ou could use midpoints, planetary pictures, /odiacal positions, planetary hours (for intraday), and more. ur strong point is that any of these models can be back tested providing a trader a solid background for hisKher decisions.
Forecast models based on planetary speeds
In this upgrade I have found a way to work with planetary speeds smarter. ctually you were able to work with planetary speeds before, using this Q32 event:
0or e#ample, this is the diagram of $ercury speed:
8owever, the usage of this type of events for the forecast is not a good idea. It is much better to forecast with the planetary speeds if we apply the ideas that come from 0u!!y 3ogic science. Instead of using the speed itself, we deal with events like this one: "$ercury is direct and its speed is the highest" or "$ercury is retrograde, and its speed is medium". To create this kind of events in the 9eural 9etwork module, follow these steps:
8ere choose this tab:
-ee what events the program creates for the $oon (as an e#ample):
%) *H of the time ("*" because the amount of gradesJG) the speed of the $oon is lower thanERST ) nother *H of the time the speed of the $oon is between ERST and ERJJSJSS ) 9e#t speed range is EdRJJSJSS and EARAJSJSS +) EARAJSJSS and EJREASBSS G) and finally *H of time the speed of the $oon is higher than EJREASBSS The most important issue regarding this way of breaking the $oonAs speed is that they are of e7ual time intervals. -ee how these events for graded $oonAs speed look in time:
-tarting from this upgrade, you are able to apply these events to generate the 9eural 9etwork pro5ection line using all planets in geo and helio /odiacs:
These are the random pro5ection lines based on planetary speeds:
8ere I use planetary speeds for the planets in Neo and 8elio /odiacs4 training interval J %*** bars:
The detailed =ack Testing for this model shows that the best training interval for the shortKmedium term forecast is G** bars ( years). 8ere is the statistics that shows how these models forecast future HD bars ahead: 0orecast HD bars ahead H positive correlations verage correlation between price and pro5ection line %* bars <.GH (V%GKFG) *.%G
* bars * bars
<*.*H (V%*K'*) <*.GH (V%%KF&)
*.%+G *.%+
lso this model is good to forecast % year ahead (G* bars). To make a long term forecast, set the training interval to .*** bars (' years). This is the statistical result for this model:
The =ack Testing report is here ('**Wb) o!en of pro5ection lines based on the best model are here -ee here the detailed =ack Testing reports for this model.
"henomenolo&ical 5olution in 0imin& 5olution mong standard solutions provided by the program is one called "Ohenomenological" (based on phenomenological models). I will e#plain in this small article how this model works. Ohenomenological models are based on astronomical ideas. Inside the models, the program not only calculates the positions and physical parameters of involved physical bodies, it also defines the importance (weight) of each factor in a general picture. To make the weight decisions, we use 9eural 9etwork technology. =efore running this solution, you should break the whole available price history data on two parts, "training" and "testing" intervals:
The border between them is called 3= (the learning border cursor). The general idea of this model is: we optimi!e many models using the price history from the testing interval. fter that we compare how all these models can forecast4 we do it on the testing interval. Thus we estimate the forecast ability of all these models. ;e analy!e many astronomy based models. Then we choose three of them that provide the best forecast on the testing interval. To obtain the final forecast, the program sets 3= on the last available price bar and optimi!es these 9eural 9ets once again, now taking into account all available price history. Thus we find the models that have provided the best forecast in the past and use these models to forecast the future. 8ere the future starts right after the last available price bar (the position of 3=), and for the forecast all available price history is taken into account. 3etAs do it together. 0irst of all, download the price history4 it should be daily data. To apply this solution, the minimum price data is G years. 9e#t step is to break the whole price history on two intervals, training and testing ones. There are many ways to do that in Timing -olution4 the easiest way is using the right mouse button. $ove the cursor to the place on the price chart where you want to set 3=, click right mouse button:
and choose "-et 3= ... " item in the menu. Then clicking this button
and highlighting "Ohenomenological.ts" item, we run this solution: The program will analy!e different models based on astronomical factors, choose the best ones and provide the final forecast based on the chosen models:
The only parameter I recommend to vary is the length of the testing interval. Try to put the 3= at different places on the price chart. I usually do two variants: one uses two last months as a testing interval (thus we try to find the models that have provided a good forecast recently), another uses several years for a testing interval (because we are looking for permanent models).
"henomenolo&ical Models good forecast is based on a proper model. It means that the choice of the forecasting model is important. ctually, this is the first thing to do in forecasting choose the model that is the best for the problem that needs to be solved.3et look at one practical e#ample. -omebody wants to know what is most likely to happen to the financial instrument D. In other words, we need to do a forecast for this financial instrument (here I do not
provide the name and actual data file for the financial instrument D as it is a part of a commercial pro5ect for one of our users4 however, I understand that it is an additional information that helps to choose the proper model). The available data file covers more than ** years of history. nd the task is to make a long term forecast.0irst 7uestion is: what this forecast should be based on6 The Timing -olution has a huge arsenal of methods that allow to make a forecast easily, 5ust by few mouse clicks:
models based on fi#ed cycles (e#tracted from -pectrum module of the program)4 astronomy based cycles4 auto regression (nonlinear auto regression V 0u!!y 3ogic V 9eural 9et, see =ack Testing results for this method)4 wavelet analysis.
The specially developed b5ect riented 9eural 9etwork allows to get the pro5ection line that uses the ma#imum of all available historical data. The 7uestion is: what techni7ue is more suitable for this particular task6 ;e state that the use of astronomy based models is the best approach for this task. It looks like this is simply the best choice. The long and hard =ack Testing work shows that the regular spectr um based model very often reminds the kite without the rope. It is there, and we cannot do much4 it follows some high winds that we may not be even aware of. The -pectrum module reveals the playing cycles very well4 however, this approach fits very well to the short term forecast. =ut when we try to apply this techni7ue to the long term forecast, we fail. To make a long term forecast, we should find a support of something more fundamental. stronomical cycles are the best for this task.-o, we download the price history (sorry, the price chart is not displayed due to reasons mentioned above4 the main idea of this -tudy article is 5ust to show how to make a long term forecast):
Qsually we divide the price history on two intervals: blue training interval we use this interval to research our data and train the 9eural 9et. Med Testing interval serves to verify our models. The "future leaks" are e#cluded.These are monthly data, and we need to decide what astronomical cycles can help with our research. Weep in your mind this table of planetary periods:
I marked the cycles that are more suitable to research ** years of monthly price history. o a mouse click somewhere in the middle of **<, to mark down where we are now:
Mun
module to reveal the astronomical cycles and set this parameter in "ptions":
In other words, to calculate the composite, we will use all price history on TMI9I9N I9T2M13.
This option reflects different approaches to the nature of astronomical cyclesA impact on markets. -etting "ll Ooints" option, we state the permanent approach. ;e assume that some planet affects the stock market the same way in the year %F&*, in the year %'G*, in %&**, and now the effect is always the same4 we speak here about the infinite memory of the market. nother approach is finite memory (under this approach, we believe that the $oonAs impact on the stock market in %&'* differs from what it is now). ;e have not find a final answer to that 7uestion4 however, it looks like this scheme works better for slow planets. 9ow we need to look at all composite diagrams onebyone. 3ook at this Eupiter cycle composite:
=esides the ma5or colored diagram, you can see three red, blue and black lines that correspond to composites calculated on three different independent price intervals. ;e can take this cycle as an important one if these three lines demonstrate the same tendency. ;e speak about tendency as it is very difficult to make formal criteria to estimate the cycleAs importance. This diagram gives us some hints though we understand that these criteria are not mathematically complete, the intuition is very important here. It is why we call these models "phenomenological". -omething tells us that Eupiter is very important for this financial instrument, the diagram confirms this fact. Olease be aware that the "inversions" are possible in our diagram:
The e#istence of inversions points at the nonobvious andKnonlinear reaction of the stock market to this cycle. The black vertical line on this diagram shows the cursor position4 we set it in the middle of **<. It is necessary to figure out what phase of this cycle we are now in. ;hen you decide that this cycle is important, click "V" button:
nother important cycle is Eupiter9eptune cycle:
lick "V" button again. lso, the -aturn cycle looks appealing:
Thus, we choose three cycles that we believe are able to move this financial instrument. To prepare these cycles for the 9eural 9etwork module, send them into the clipboard:
ou can play with "orb" parameter as well, letAs set it on %G degrees. 9ow is the time to make a pro5ection line based on these cycles. Mun 9eural 9etwork module. ;e need to define what we want to forecast. =ecause our financial instrument has a trend, we recommend to use the relative price oscillator:
;e can play with different variants. The ne#t step is to define "inputs" what this forecast is based on. ;e 5ust need to pick up these cycles from the clipboard:
Train the 9eural 9etwork ("Training" button) and look at the pro5ection line:
8ere the red interval is Testing interval, we do not use the price points from this interval neither to calculate cycles, nor to train the 9eural 9etwork. The "future leaks" are e#cluded. The red curve is 9eural 9etwork pro5ection line, while the black line is the Melative Orice scillator for our financial instrument. ou see that the red line reflects the ma5or movements of the real price rather well. This gives us the some confirmation that we are on the right track. 9ow we are ready for the final optimi!ation ready to make the final forecast that is based on 33 available price information. lick here to set 3= (3earning =order ursor) to the last available price point:
This is the forecast:
To be sure that I am not missing any important factor, I have created the 9eural 9et pro5ection line with more astronomical cycles added. They might be not so important, however it is good to see... This is the forecast:
ompare this with the pro5ection line produced by -pectrum based model4 we will face the "reaction" effect. The -pectrum model does not support fundamental cycles, and it looks like it is blind regarding the long term forecast. This model is good enough to pick up the latest cycles and make short term forecast. If we apply the -pectrum model to our instrument, we will get:
ur financial instrument has a big up trend within several last years while the -pectrum model tells that the trend will be finished immediately (you can easily see that varying 3= position). The usage of fundamental cycles allows to avoid this effect. The difference between -pectrum and stronomical models is like the difference between a person who makes hisKher decisions based on rumors and gossip and a person who prefers to know fundamental factors. =ut, as I said earlier, for short term forecast, the -pectrum model is pretty good. (;hy I consider the astronomical cycles being fundamental is a theme for another article.)
These are some notes regarding this kind of models: %. o not set too many astronomical cycles. In our e#ample, we have defined three cycles only:
These are ma5or astronomical cycles that rule this particular financial instrument. . an we trust our model6 3etAs rephrase this 7uestion: ";here we can make a mistake6". 0irst of all, we can make a mistake while choosing the planetary cycles. The second thing to consider is that the good coincidence between a pro5ection (red) line and the price (blue) can happen occasionally:
-o the red interval (testing) should be big enough to avoid occasional coincidence between the pro5ection line and the price.
8ample U s one more e#ample, let us look at one more financial instrument, T;$. This is Taiwan stock, and I have spent many hours searching for its appropriate model. These are all my steps: s a first attempt, I have chosen %+ astronomical cycles. I decided that all these cycles were important, and I made a mistake. The pro5ection line based on these cycles was reflecting a noise mostly. -o I deleted all these %+ cycles from my composite bo# (clicking this button):
Then I disabled all additional information in the stronomy window and concentrated on most important information:
8ere you see three independent composite diagrams: red, blue and black. =e careful while checking all planetary cycles involved. invo lved. Think twice before clicking on o n "V" button to add this cycle cyc le to the omposite bo#. It is like you are making the decision to buy a new laptop in a big shop. 9oncorrect decision and you will get a headache solving many different computer problems. I have selected these cycles:
The ne#t step in verification of my hypothesis is creating pro5ection line, here it is:
Oractically for two years this model worked very good. This coincidence is definitely not occasional. =ut then, in the end of **+, something has happened. It looks like the new factorKcycles started to affect this financial instrument. The market still remembers its old cycles, but very often the reaction to these cycles is opposite to what has been e#pressed by the inversion effect:
I got the same result applying another alternative model (ynamic model).
8ample U A This e#ample allows to make the pro5ection line for ow Eones Industrial inde#. s a source, we take monthly data for EI from %'&G to $arch **<4 for the years %F'& %''G the specially developed indicator that reflects the pulse of merican economy has been chosen. These monthly data were developed by the 0oundation for the -tudy of ycles. =ill $eridian has obtained these data in %&'' and maintains them since that year. I selected these cycles:
This is the 9eural 9et pro5ection line:
ou see that the red pro5ection line describes the EI changes pretty good. This is more detailed picture:
Why and when should we use phenomenolo&ical models> I specially named these kind of models "phenomenological" because I have no idea regarding the formal criteria of cyclesA selection. =elieve me, I tried a lot, see the documentation, there are eight different criteria of choosing the cycles. =ut all formal criteria provide formal results, without adding a "hand" work, we might lose something. ;hen pure math efforts are not enough, it is time to give more room for human intuition. This is the reason why I spend a lot of time setting the parameters "by default". It allows to the user of Timing Solution software to see the structure of the model for some specific financial instrument easily. If the user would spent one second changing some parameter, there is a strong chance that heKshe might forget and miss something really important. The default settings are like landmarks in modelsA creation. ;hen the user is familiar with them enough, heKshe is ready to create hisKher own models.
The accuracy of math methods applied in the program are guaranteed. To be correct, I must say that we have got very good results for pure mathematical models. -ee =ack Testing results results.. =ut all these models are concentrated on short term forecast. ;hen we are interested in long term forecast, math methods are not enough. ;e have to include something else. single human brain contains the information of human evolution from the simplest live forms to the modern humankind. It covers several hundreds million years of dataUUU s an e#ample, when we define our orientation in the physical space, we rely on the e#perience of ancient live forms. ur movements, emotions, thinking are not a product of simple ristotle logic, their source is much more deeper. Thus, creating a forecast we should be armed with the modern math for sure. 8owever, we should remember as well that the price can contain some hints invisible in the frames of the formal math. -imply we have not enough price history for that. ur -tone ge ancestors did not trade (at least, there are no records regarding this) and did not have stock e#changes, though we use nowadays their survival e#perience as well. -ometimes intuition and e#perience provide better hints like choosing Eupiter cycle as a fundamental one in the 2#ample S%. ;e observe here not only the composite diagrams, we keep in our minds as well the information that Eupiter is the largest planet in the -olar system, it is very important in hinese tradition.
=upiter-5aturn B years cycle Mecently I have got several 7uestions regarding Eupiter-aturn * years cycle. It looks like some discussion of its impact on the stock market has been conducted somewhere.3et us do it together. ;e start with the common sense consideration of the common market researcher. nd here comes the disappointment. ;hy6 =y default, the cycle is some pattern repeated in time. In other words, assuming that some *year cycle e#ists (Eupiter -aturn cycle is %&.& years) we e#pect that the price history that reveals itself now (winter **') has some analogy to the price history * years ago, i.e. in the year %&''. This is how the classic science and common sense understand cycles. 8owever, look at this Eupiter-aturn cycle in details. I have calculated the moments when Eupiter con5uncts -aturn in heliocentric /odiac and displayed them together with ow Eones Industrial history data from %''G year (logarithm scale used):
The con5unction moments are marked by vertical stripes. ou see these con5unctions divide the whole history data file onto *year intervals. t this part, the cyclic idea works. The *year Eupiter-aturn cycle e#ists. It is
not the same in regards to price patterns. The hypothesis is that the same price patterns (or almost the same) should be present for all these intervals. I looked through all con5unctions and EI around them and could not find any common sense analogy here. -ee yourself. Is there anything similar between these two si# year intervals after Eupiter-aturn con5unctions (years %&'% and ***)6
I do not think so. r can you see any analogy between these three conse7uent * years intervals:
oes it mean that Eupiter-aturn cycle on the markets does not e#ist6 0rom the point of view of the formal math, it does: there are not found regular *year patterns for EI, so the cycle does not e#ist. ;e may consider instead stochastic cycles (described in haos theory). -tochastic cycle is the cycle when the entity (the stock market in our case) keeps its structure habits and behavior. I could leave here (as many critics of financial astrology do). I almost did it. =ut something stopped me from making this final conclusion. ctually we could consider instead stochastic cycles (described in haos theory). -tochastic cycle is the cycle when the entity (the stock market in our case) keeps its structure habits and behavior. nd do you see where we are going goin g from there6 ;e ;e have almost missed the fact applying applying formal math approach, and now we are getting to the research of behavior and habits things that are the realm of astrology. I looked at this picture once again:
ou see all these con5unctions divide the price history data on the intervals, and each interval has its own character. =etween the years %&*% and %&%, ow looks like a variation inside G*%** points interval4 %&%%&+% years a rollercoaster, plus some new entity appears: multiyears trends4 %&+%%&<% years one more entity appears: a relatively steady growth. lso ;; took place in the beginning of this period. ou can easily continue this analysis for all other periods. -o it might be that instead of the theory that Eupiter -aturn cycle means the repetition of the price patterns we should consider the beginning of this cycle (which is the con5unction between Eupiter and -aturn) as the beginning of a new period of ow Eones behavior. $y main point of this article is to distinguish between math based and astrological cycles. cycle consists of the points that look similar In this particular case, the Eupiter-aturn cycle works more as an astrological cycle, not a mathematical one. In other words, each con5unction defines the rules that the stock market will follow for the ne#t * years. This is a "key" event that has effect for the ne#t * years. In regards to this point, the methods of 9atal and 0inancial strology are close to each other. 8ow to work with this cycle6 The application of statistical methods (like omposite analysis) does not provide results here (though you may try). I would prefer the old classical approach analy!ing charts of each con5unction separately. 0or a mathematician, all these charts must be treated as one and the same thus the cycles theory works, To an astrologer, each chart is different. nd if looking for analogies, the astrologer will find first the charts that are the most similar. 0irst of all we need to decide what chart type is better for this research. I believe that 8eliocentric /odiac suits this purpose better. 9e#t 7uestion is: ";hat we need to research first6" (i.e. what factors must be considered first).
lassic astrology divides all astro factors by dignity in two groups: "essential" mostly related with planetary positions (or absolute positions in space)4 "accidental" houses, aspects and other factors that are based on planetary positions in respect to other bodies or locality). It is very interesting that I have got a proof of the importance of this old definition in my researches. 2ssential dignities are prior to accidentals. -o I consider first the sign where this con5unction is culminated. $aybe we better look for the analogies on the market for the con5unctions in the same sign. 3et us look at the last con5unction that has occurred in the year ***. It has culminated in Taurus. ;e have one more con5unction in the end of %&+* year that took place in %th degree of Taurus. -o, if we compare these two periods, we find more analogy there. In +*s, there was ;;4 in %st century, we have a global war against terrorism. -ee how EI behaved in +*s:
The second half of this period looks very promising, and it gives us some hopes for the ne#t % years. lassical 9atal astrology has the time proven hierarchy of essential factors. ou are able to research them all, if you would like to. The more factors coincide for two compared periods, the stronger is the chance of price pattern repetition. I have found interesting that in the con5unction charts for these two periods (+*s and ***s) both planets, Eupiter and -aturn, are peregrins (i.e., weak ones, with no dignities).I have specially restricted myself to consider essential factors only. I do that because I believe that the methods of 9atal astrology do not always work the same way for 0inancial astrology. To consider the accidental factors, we simply have not enough stock market history data to understand how these factors work for the stock market. 9atal astrology applies them because it has a different sub5ect (not the stock market movements) and thousands years of historical observations. The application of these rules to stock market forecasting is nothing more but the pure anthropocentrism.
5emi 1utomated 0estin& of "henomenolo&ical Models I would like to bring your attention to this new algorithm of finding the best phenomenological model. The general idea of this techni7ue is simple: we apply suggested models to the financial instrument of our choice, and then analy!e them. Oreviously, you could do it manually, for different models. ou would have to choose the models, train 9eural 9ets, test them and then compare the results. 9ow, all you need to do is 5ust choose your financial instrument and run the new -olution, "Ohenomenological.ts", and wait while the program applies F previously created models to this instrument, trains and tests F 9eural 9ets, finds correlation coefficients for each model and gives you final results as a table. It is a kind of simplified back testing for phenomenological models. ;e did it with the intention to help users who have no time or proper skills for
modelAs research.Then you may take the best model (or several best choices) and make a pro5ection line for your financial instrument in a usual way. 9ow, we suggest F models. These are mostly phenomenological models. The list includes several -pectrum models as well4 these -pectrum models have shown promising results for some financial instruments (see "9aked Truth" section on the website). ;e continue working with the new models and testing the old ones. It means that the list of suggested models will be changing in time. -o, what do you need to do6 0ollow these steps: 5tep E: ownload any financial instrument 5tep : -et the TMI9I9N interval as big as possible. The bigger interval allows to avoid the random coincidence. 5tep A: Mun the "Ohenomenological.ts" -olution:
=elow you will see three ase -tudies. I applied this technology to ow Eones Industrial Inde# and orn and Nold data.
%ow =ones ndustrial nde8 Case 5tudy
ownload ow Eones Industrial inde# data. I took the data from %''G up to **< (.*** price bars). The 3= is set at the year %&<4 thus we have more than %*.*** testing price bars:
9ow, run the "Ohenomenological.ts" -olution:
ou will get the table below:
0inancial Instrument: owXfromX%''G.csv naly!ed F models 3= Info: <*F trainK%*G'< test Target: Mel. sc.(%,G*,G* lose,2#p) $odel
99 (first %*'*% pt)
99 (first GF' pt)
99 (last G+G pt)
3I9 (first %*'*% pt)
3I9 (first GF' pt)
3I9 (last G+G pt)
ynamic $odel TIJG**
%+.'&H
&.**H
%.GH
.H
*.*%H
F.+H
ynamic $odel TIJFG*
%.'
&.<*H
%'.'FH
+.G&H
G.FFH
+.%*H
-pectrum $odel TIJ%*** %*.%
F.++H
%.F&H
F.
<.GFH
F.<%H
0$ $odel Ohase, rbJ%*, TIJ%***
F.<
.'FH
%.FH
'.F*H
.%+H
%G.FH
0$ $odel Ohase, rbJ%*, TIJ***
F.&H
.%
%%.+'H
F.FFH
.%*H
%.*H
ynamic $odel TIJ%*** <.'H
.<&H
%*.F'H
.''H
.F'H
G.'H
0$ $odel Ohase, rbJ%G, TIJ%***
<.<'H
*.+%H
%.'H
G.*'H
%.'+H
%.%H
0$ $odel Ohase, rbJ%G, TIJ***
<.G
*.<'H
%.%&H
'.*H
%.FH
%+.G*H
0$ $odel Neo, rbJ%G, <.
%%.%FH
*.'+H
G.H
%.%FH
.+*H
TermsK0aces $odel TIJll
G.FH
*.&&H
%*.*&H
+.&%H
.*H
F.FH
ynamic $odel TIJ*** +.
.F'H
<.%'H
*.G&H
%.*
.*'H
0$ $odel Ohase, rbJ%*, TIJll
+.+%H
.G
G.*H
+.
+.*
+.<+H
-easonal rbJ%G, TIJ%***
+.FH
.'+H
G.<
*.%H
*.&H
*.+FH
0$ $odel Neo, rbJ%*, +.%%H TIJ***
+.H
+.F%H
<.'H
%*.'H
.GH
0$ $odel Neo, rbJ%*, +.*%H TIJ%***
'.'+H
%.GH
F.
<.&H
'.GFH
Otolemy spects $odel rbJ%G
.<'H
*.
<.++H
*.+&H
+.+*H
.
0$ $odel Neo, rbJ%G, .G'H TIJ%***
F.<H
*.G
'.GH
<.&H
%*.'H
0$ $odel Ohase, rbJ%G, TIJll
.+H
.<&H
%.&+H
%.
%.GH
%.&H
TermsK0aces $odel TIJ***
.
*.&H
.FH
'.%+H
%.F*H
%*.%+H
-easonal rbJ%*, TIJ%***
.%
G.GH
*.&H
*.%H
*.&+H
*.G%H
0$ $odel Neo, rbJ%*, .%*H TIJll
+.G&H
*.FFH
G.'
&.+H
+.F+H
0$ $odel Neo, rbJ%G, %.'%H TIJll
.&+H
F.&+H
.%FH
G.+*H
*.'FH
TermsK0aces $odel TIJ%***
%.%H
%.%H
.
&.'H
'.H
'.%+H
ynamic $odel TIJll
*.%%H
%.'&H
%.G'H
.&H
*.
+.FH
-pectrum $odel TIJ**
*.&H
.%GH
G.+H
%.GH
<.+GH
'.&H
-pectrum $odel TIJG*
.+*H
*.GH
<.<%H
*.&%H
+.G'H
F.*
-pectrum $odel TIJG**
G.%'H
F.FH
.G+H
%.'&H
.*'H
.*+H
It is a list of F models sorted in regards to correlation coefficients. (The correlation coefficient shows how well each pro5ection line fits the real price within the testing interval.) Med numbers mean a positive correlation4 blue numbers show a negative correlation.
s you see, the best model for EI is "%ynamic Model 0LBB/; this is ynamic model with the training interval J G** price bars. ou can easily create the 9eural 9et pro5ection line for "%ynamic Model 0LBB/< 0ollow these steps:
There define the Training Interval (TI)JG** price bars:
9ow you can see the length of training interval here: ou can try the same model with the training interval J FG* price bars as well, it gives very close results (see the ne#t line in the table above): %ynamic Model 0L?B EA
ne of -pectrum models proposed by =en Orice also looks well 5pectrum Model 0LEBBB EB
In other words, we can use some fi#ed cycles to forecast ow Eones. 9e#t three best models are 0$ Ohase model and one more ynamic model:
F1M Model "hase OrbLEB 0LEBBB ?<9
I would like to add a few words on Ohase models. Ohase models are based on planetary phases, and very often they work together with ynamic models. The planetary phase means the degree of illumination of the planets by the -un if we observe this planets from the 2arthAs surface. lso, with a good accuracy, we can consider the phase of the planet as a degree of gravitation of this planet. ;hen the phaseJ* degrees (for e#ample 9ew 1enus J heliocentric 1enus2arth con5unction), the distance between 1enus and the 2arth is in its minimum, while its gravitation effect is ma#imum. ;hen the phaseJ%'* degrees (0ull 1enus J heliocentric 1enus2arth opposition), it means the ma#imum distance between 1enus and the 2arth and therefore the minimum gravitation effect. Thus we can consider the ow Eones inde# as phaseKgravitation dependable market.
Corn "rice Case 5tudy Financial nstrument: CO4 prices naly!ed F models 3= Info: &G% trainKG**+ test Target: Mel. sc.(%,G*,G* lose,2#p) $odel
99 (first G%' pt)
99 (first <% pt)
99 (last <*F pt)
3I9 (first G%' pt)
3I9 (first <% pt)
3I9 (last <*F pt)
TermsK0aces $odel TIJ%***
%.*%H
&.'*H
%'.
%&.F'H
.&H
%.F
0$ $odel Neo, rbJ%*, &.<H TIJ%***
.G'H
.&FH
F.G&H
.'*H
*.%FH
0$ $odel Neo, rbJ%G, '.GGH TIJ***
'.'+H
F.*&H
<.+H
<.G'H
G.%GH
0$ $odel Neo, rbJ%G, '.%H TIJ%***
%.&H
%.&*H
G.%%H
*.+H
%F.F&H
0$ $odel Neo, rbJ%*, F.*H TIJ***
*.'H
.+%H
+.&H
+.<H
.&H
0$ $odel Neo, rbJ%G, .'H TIJll
'.*H
%<.*GH
%&.%H
.%
%<.*H
TermsK0aces $odel TIJ***
*.GH
%.%H
%&.&H
%.'GH
%G.G%H
%F.&GH
-easonal rbJ%G, TIJ%***
%F.
.*FH
%%.*GH
%&.%*H
+.+%H
%.FH
-easonal rbJ%*, TIJ%***
%F.GFH
*.++H
%+.*&H
%&.*GH
.&*H
%.%&H
TermsK0aces $odel TIJll
%<.&+H
%'.H
%F.'H
%+.FGH
%F.*&H
%.F%H
ynamic $odel TIJ*** %G.&+H
.%'H
&.'H
'.&H
%.<*H
+.+H
ynamic $odel TIJ%*** %.'*H
%G.
F.&&H
%*.+H
&.F&H
%*.GH
0$ $odel Ohase,
%+.<H
'.*+H
F.H
F.+
G.&H
%.GH
rbJ%*, TIJ%*** 0$ $odel Ohase, rbJ%G, TIJ%***
&.%H
%%.%H
+.FH
+.&
G.%*H
.%'H
0$ $odel Neo, rbJ%*, &.*
&.'&H
'.G'H
%<.&'H
*.FH
%.''H
ynamic $odel TIJG**
G.'%H
'.
.F
+.&H
&.%H
%.++H
-pectrum $odel TIJ**
.&H
%.F'H
F.+H
.GH
%.
'.GFH
0$ $odel Ohase, rbJ%*, TIJ***
.%%H
%.FH
%*.%H
%.*'H
%.G&H
%G.&
0$ $odel Ohase, rbJ%G, TIJ***
*.'H
%.*GH
%+.*FH
%.'H
%G.*%H
%F.*FH
-pectrum $odel TIJ%*** *.'H
.++H
<.%H
.GGH
+.%+H
.*'H
0$ $odel Ohase, rbJ%*, TIJll
*.G
+.*H
+.%+H
<.+H
*.&'H
%G.%*H
ynamic $odel TIJFG*
*.+&H
.<*H
G.%*H
.+GH
.'*H
.%
-pectrum $odel TIJG**
%.%H
<.'FH
<.%GH
*.&'H
%.F*H
*.+%H
-pectrum $odel TIJG*
%.FGH
G.F%H
&.'+H
+.FH
<.&H
%.&GH
Otolemy spects $odel rbJ%G
G.*FH
+.+H
F.**H
.F*H
F.GH
*.*H
0$ $odel Ohase, rbJ%G, TIJll
&.*H
.'
%'.<H
F.&FH
.F*H
%G.%&H
ynamic $odel TIJll
%<.GH
%.F+H
*.GFH
%+.F*H
F.H
+.&H
Model
!first EI pt7
!first EA pt7
!last B? pt7
$ !first EI pt7
$ !first EA pt7
$ !last B? pt7
0ermsFaces Model 0LEBBB
AE
AH
EI
EH
A
E
F1M Model Geo OrbLEB 0LEBBB
H<9
A<I9
A
?<H9
A
B
F1M Model Geo OrbLE 0LBBB
I<9
I
?
<J9
<I9
F1M Model Geo OrbLE 0LEBBB
I
AE<H9
E
AB
E?
These are the best models:
0ermsFaces Model 0LEBBB: this is the newest model4 it will be available in the dvanced version of Timing -olution. It is pure astrological model based on old techni7ues. F1M Model Geo OrbLEB 0LEBBB: this model is based on geocentric planetary positions. It looks like for this market the planetary position in /odiac is important. ou can easily calculate the 9eural 9et pro5ection line this way:
-et training interval to %*** price bars. The phase and ynamic models look good as well: %ynamic Model 0LBBB
E
%ynamic Model 0LEBBB
E
F1M Model "hase OrbLEB 0LEBBB E<9 EJ<9 I
Gold "rice Case 5tudy Financial nstrument: GO
%$naly!ed F models 3= Info: <
99 (last *F pt)
3I9 (first +*F& pt)
3I9 (first *++ pt)
3I9 (last *F pt)
0$ $odel Neo, rbJ%*, %*.*GH TIJ***
%<.*GH
+.&GH
.'GH
%%.&'H
<.&H
-easonal rbJ%G, TIJ%*** &.<+H
*.H
%F.<H
&.G
*.&*H
%F.*&H
0$ $odel Neo, rbJ%G, &.*&H TIJll
%G.'H
G.H
F.G%H
%.+%H
.'FH
TermsK0aces $odel TIJll '.
*.''H
%%.<%H
'.+&H
.F*H
&.%H
-easonal rbJ%*, TIJ%*** <.*+H
%.&H
&.G
&.*'H
*.<&H
%<.&H
0$ $odel Neo, rbJ%G, G.&FH TIJ%***
'.
F.F
.%H
%*.''H
%*.+%H
0$ $odel Ohase, rbJ%G, TIJ***
G.&H
+.*H
%.H
+.'H
<.%'H
%.+H
0$ $odel Ohase, rbJ%*, TIJ***
G.'H
F.<'H
%<.*H
%.&H
'.*
&.'%H
0$ $odel Ohase, rbJ%*, TIJ%***
+.&FH
*.%&H
&.%FH
.*'H
.G&H
.**H
$odel
99 (first +*F& pt)
0$ $odel Neo, rbJ%G, +.'H TIJ***
%*.&%H
%.%H
*.'H
G.G%H
F.%+H
0$ $odel Neo, rbJ%*, +.GGH TIJll
.FH
+.&'H
.FH
.GFH
.%GH
ynamic $odel TIJ*** .&H
.*&H
'.GH
*.&
%.<
.%*H
0$ $odel Ohase, rbJ%G, TIJ%***
.&%H
.'H
F.&'H
.GH
*.H
<.&GH
0$ $odel Ohase, rbJ%*, TIJll
%.''H
<.FH
%.+'H
G.&GH
+.+GH
%+.FH
0$ $odel Ohase, rbJ%G, TIJll
%.+H
+.&%H
<.<H
*.%FH
.*H
.H
ynamic $odel TIJ%*** *.''H
.%FH
%.%
.%FH
+.F
*.*H
-pectrum $odel TIJG*
*.*&H
*.*H
*.+
.H
F.*FH
%%.''H
Otolemy spects $odel rbJ%G
*.&*H
.'
*.+H
*.&*H
%.GFH
+.+'H
-pectrum $odel TIJ**
%.*&H
.G+H
+.+*H
+.
+.*+H
+.<'H
ynamic $odel TIJll
%.%GH
+.*H
+.H
.F*H
*.*H
F.<
ynamic $odel TIJFG*
.+*H
'.%
%.
+.'*H
.GFH
+.G%H
TermsK0aces $odel TIJ%***
.+%H
.+H
<.'%H
.+GH
F.H
'.&H
0$ $odel Neo, rbJ%*, .&FH TIJ%***
%.*H
.&*H
&.%GH
%.&H
%.'H
TermsK0aces $odel TIJ***
G.%H
%.'&H
G.FGH
&.&
*.H
%G.%&H
-pectrum $odel TIJG**
G.'FH
+.+*H
F.%&H
.+'H
'.''H
.'*H
-pectrum $odel TIJ%*** <.&&H
%.%H
%.'H
*.+H
+.%H
.%H
ynamic $odel TIJG**
'.'%H
%.+'H
.FGH
<.&H
*.%'H
%%.%H
0or Nold prices, it looks like the planetary position in /odiac is important.
"henomena module This module allows to display practically all astrological phenomena related with planetary position. To run this module follow "Tools"P"Ohenomena" menu or click this button:
fter that you will get this window, choose phenomena you need to calculate and click "alculate" button:
In this e#ample I will calculate planetary position for -un, $ercury, 1enus, $ars, Eupiter and -aturn in Tropical /odiac:
Thus you can see these !ones together with price chart.
To see e#act ingress dates I recommend to set Orolong option to "n":
Try different options there to display different tables. 0or e#ample choosing "Olanet irectKMetrograde" you can display direct and retrograde !ones:
Olanetary positions in different faces :
-un or any other planet is located in faces ruled by 1enus, $ercury etc. ecanates:
uads (modern and classical), Terms (2gyptian and Otolemy):
Olanetary phases:
0or intraday data $oon position in degrees of /odiac:
Olanetary position in $undo /odiac (transiting planets in transiting houses):
ou can create your own intervals like this (divide /odiac on & e7ual sectors):
"henomenolo&ical model for 2an& 5en& Composite nde8 0his article is the illustration of some approach to simplified creation of the astronomy based phenomenolo&ical models< 1s an e8ample we will make the forecastin& model for 2an& 5en& inde8< 0he price history from the year EH?B is pro.ided by =ohn &< First of all let us look at the 5pectrum dia&ram: it may &i.e us some hints re&ardin& this market's habits:
0his is multiframe spectrum; you can see a .ery stron& JB days cycle< $ook at lime stripes at the bottom; they correspond to the astronomical cycles< 0he closest to this peak cycles in.ol.e Mars and 5un3enus relationship !actually this is 3enus phases cycle7< 5ometimes these stripes do not e8actly correspond to some astronomical cycle it may be caused by nonlinear effects< $et us create now a forecastin& model based on these cycles< 4un eural et module and click here to define these cycles:
Vou will &et this window:
0his is a special window to create models based on astronomical cycles or so called F1M type models< F1M stands for Floatin& 1n&le Model< 0his type of models is desi&ned to catch all astro sensiti.e points for your financial instrument !in our case for 2an& 5en& inde87< F1M model does not take into account when this financial instrument has started !thus eliminatin& the debates on true natal charts7; it simply records some initial parameters coincided with moments when astro e.ents had some specified impact on this financial instrument< n this window you can see three tables that correspond to three different types of Kodiacs: Geocentric 2eliocentric and "hase Kodiacs< 4ed dia&onal bars correspond to the pure cycles - like Mars cycle instead of Mars-=upiter cycle that in.ol.es two planets< Vou can choose any cycle typin& the .alue of the desired orb for this cycle:
1s the e8ample< we choose Mars cycle with the orbLEB de&rees it means that this model analyKes each EBth de&ree of )odiac< 0he same result can be obtained by double clickin& on the appropriate cell !no typin&7< choose cycles in Geocentric Kodiac in.ol.in& Mars: Mars itself Mars-=upiter Mars-5aturn Mars(ranus and Mars-eptune
1lso select 3enus cycle in "hase Kodiac< 0here are cycles in total to consider< 0he whole planetary portrait of our market is:
Vou can send this /portrait/ to your friend and recei.e a similar one by e-mail:
We ha.e chosen the /players/ for our model< ow we need to define what we would like to forecast< $et us take the oscillator with period B:
Click on /0rainin&/ button and after E
0he red line represents the pro#ection line obtained throu&h these cycles< 0his line pro.ides the forecast from the end of BBB !red re&ion7< t looks like this model pro.ides a rather &ood forecast for BBA-BB years<
2owe.er for BBE-BBA it has not been that &ood:
0he most important issue in creatin& the phenomenolo&ical models is definin& the correct planetary profile< 0here are no complete instructions yet as how to do that< Vou ha.e to use all a.ailable tools< 2ere we ha.e started with the 5pectrum module< t &a.e us some information about probable cycle's len&th< Other &ood hints can be pro.ided by 1stronomical module< %o not use many astro cycles #ust a few most important cycles usually &i.e better pro#ection line than a hu&e model based on all known astro cycles< n this particular e8ample the most informati.e planet is Mars< 0he phase of 3enus !IJ days7 is another stron& cycle to consider< ,y the way ha.e met this cycle doin& research for many other financial instruments< For e8ample for ,ritish "ound(5% this is the stron&est cycle:
1nswers on (sers uestions 2ere are some +uestions asked by one 0imin& 5olution user:
Using the Hang Seng Phenom. article as a template for forecasting other instruments I have come up with a few questions: First, when I run the Spectrum moule I can see the astronomical c!cles in green "right a#ove the hori$ time a%is&. There are three situations that occur: '. (ou fin an astro c!cle ")eo, Helio or Phase& that seems to catch the spectrum pea* quite well. (ou select this #! ou#le clic*ing, the or# will fill in the #o% an the F+ moel for the sensitive planet"s& will #e availa#le for the -eural -et. uestion: /ften the pea*s have more than one astro c!cle association. I assume that we reall! onl! nee to select one astro c!cle per pea* to avoi reunanc!. True000 1. -ow !ou see one where there is no green #ar #elow a significant pea* so there is nothing to select "in terms of an astro c!cle&. Since this pea* represents a strong c!cle o we sen that spectrum pea* to the -eural -et as simpl! a fi%e c!cle0 How is that one e%actl!0 2. (ou note that as !ou use the cross hairs across a pea* the a!s c!cles show in the upper right an ne%t to that !ou see something li*e 31H ars4-eptune.3 Thus, there is an association with the 1n Harmonic4 Helio4ars -eptune. 5orrect0 6ith this methoolog! o we simpl! select Helio ars -eptune an let the -eural -et wor* it out with the F+ input0 /r o we nee the a#ilit! to input a 1n, 2r, 7th, etc harmonic into the -eural -et0 Secon , can !ou aress the issue of appropriate or# an ail! vs. wee*l! vs. monthl! ata #ase on what we are tr!ing to preict.0 a!#e F+ compensates somehow, #ut I was surprise that in the first Phenomenological article !ou use an or# of '8. (ou foun that 9upiter, Saturn an -eptune were the 3rivers3 an the! #ecome the 2 inputs into the -eural -et. +s slow as these planets move I woul have imagine the nee for a significantl! smaller or#44li*e ' egree. In the secon article on the Hang Seng Ine% !ou use ata since ';<. It was not state whether this was 6ee*l! =ata or =ail! #ars0 >! instinct sa!s that for this long of a perio !ou woul use wee*l! ata? The 3portrait3 ens up with ars4@oiac an ars4to4outer4planets plus a Aenus4Phase input > 3pla!ers.3? 6hereas, a#ove !ou use or#'8C here !ou use or#'<. This was confusing for me as I woul have thought the or# woul get larger as !ou move inwar4as far as planets are concerne. Still even with an or# of '< that seems large compare to the movement of ars, ars49up, ars4Sat, etc. I woul have thought that ars or# woul #e 142 egrees an Aenus or# woul #e 147 egrees. I *now that we are suppose to Dump in an e%periment to fin what seems to wor* #est "an then share our o#servations an #ac* testing results&. B! the same to*en, is it possi#le for !ou to pu#lish some parameters that might give us appropriate com#inations or ranges of parameters so that we onEt spin our wheels too much0
0hese are &ood +uestions they are related to the most important issues re&ardin& the phenomenolo&ical model< 5o my answer is di.ided on three parts: &eneral notes practical recommendations and theoretical issues< UE General notes First of all would like to mention that it is the "2OMO$OGC1$ model< t means that we ha.e no fi8ed rules here applied for all cases< We ha.e recommendations only and we should check all possibilities< 0his is due to specific status of astro finance research based on astrolo&y< /(p until now astrolo&y has not been a science at all - not e.en an erroneous one< t has been a craft or technolo&y which is +uite different
2ow did "$1V in this particular case> ha.e started with the thin& that stron&ly impressed me: the 5pectrum dia&ram< 2ere it is for our data:
5ure ha.e tried to create the 5pectrum based pro#ection line< 0he results were not that impressi.e< O may be the astronomical cycles will help> 0he nearest to JB days are all Mars cycles and 3enus phase< 5o tried some cycles with Mars in.ol.ed !Mars Mars-(ranus Mars-eptune7:
I 0he results !i
t has been a &ood mo.e< 4esults are more promisin& 0he ne8t step would like to recommend for playin& is Orb like this:
0ry to add another planetary cycles< When you will spend some time tryin& different cycles and orbs you will &et a feelin& that you know your &uy !i
U "ractical recommendations uestion: I assume that we reall! onl! nee to select one astro c!cle per pea* to avoi reunanc!. True000 do not think that this approach pro.ides a &ood results< tried< May be it works for other financial instruments<<< 0he problem is that the 5pectrum catches the re&ular cycles only while the planetary positions and planetary cycles are not re&ular< 1dd to this much more important fact that the planets impact the stock market in O $14 manner !see about it in the ne8t topic7< 5o would recommend usin& 5pectrum as a hint but not as a final arbiter< Maybe the usa&e of composites is more suitable to re.eal the dominant planetary pairs< n case of 2an& 5en& we ha.e one .ery stron& cycle it is the main hint &i.en by 5pectrum< ,ut once a&ain you need to e8periment yoursel.es< uestion: Since this pea* represents a strong c!cle o we sen that spectrum pea* to the -eural -et as simpl! a fi%e c!cle0 How is that one e%actl!0 %o this: a7 8tract the cycles you choose:
7 "ut this cycle into the clipboard:
A7 n eural et module take this cycle from the clipboard:
0hus in this eural et we ha.e added chosen cycles to e8isted e.ents !for e8ample astro F1M cycles7< One obser.ation: it looks like there is incompatibility between astro cycles and re&ular !math7 cycles< ha.e found that the results become worse when add astro cycles to the re&ular cycles< 0he followin& table reflects my notes for cycle's compatibility:
5pectrum !re&ular7 cycles 5pectrum !re&ular7 cycles Geo Cycles
Geo Cycles
"hase Cycles
%ynamic Model
ot Compatible
>>>
>>>
ot Compatible
ot Compatible
"hase Cycles
Compatible
%ynamic Model ,ut this should be tested more for different financial instruments< uestion: (ou note that as !ou use the cross hairs across a pea* the a!s c!cles show in the upper right an ne%t to that !ou see something li*e 31H ars4-eptune.3 Thus, there is an association with the 1n Harmonic4Helio4ars -eptune. 5orrect0 6ith this methoolog! o we simpl! select Helio ars -eptune an let the -eural -et wor* it out with the F+ input0 /r o we nee the a#ilit! to input a 1n, 2r, 7th, etc harmonic into the -eural -et0 0he F1M model for 2 A2 J2 is in my plan< 0his issue needs additional worktime< 8tremely complicated math stands behind it< uestion regaring the or#< n this e8ample we used daily data while in the first articles it was e8amples with monthly data< t e8plains the choice of EB and E de&rees< ,y the way /orb/ for F1M models is somethin& different than the orb used in astrolo&y< Vou are ri&ht from the point of .iew of classical recommendations !when you know the e8act time to cast the chart etc<7< F1M model's orb means the ran&e where we are lookin& for sensiti.e points< 0he pro&ram considers each de&ree of )odiac and looks for the sensiti.e point inside this orb< 0he main thin& defined by this orb is that there is #ust one sensiti.e point within this orb< ! did also a possibility to catch several sensiti.e points inside the orb; the results did not chan&e7< n this particular case recommend to "$1V with this orb like this:
and optimiKe eural etwork under these conditions< "ractically the "$1V with the orb may look like this: We set orbLE for all cycle and ha.e &ot this pro#ection line:
For orbLEB:
For orbL:
0he pro&ram did these three pro#ections within se.eral minutes<
UA 1 little bit of theory
0he astronomical cycles can be not correspondin& e8actly to the peaks of 5pectrum dia&ram< 0he reason is non-linearity< ha.e created two model e8amples to e8plain how it works< First ha.e created the price data that e8actly follow the ew Moon< We ha.e a wa.e days around the ew Moon:
2ere is the 5pectrum for this data:
We definitely see here H days 5un-Moon cycle and related o.ertones< $et's make these data nonlinear< ow the wa.e will be positi.e when Mercury is precedin& the 5un otherwise !when Mercury follows the 5un7 it is ne&ati.e:
n other words we ha.e now the more complicated mo.ement that depends on three planets< $ook at the 5pectrum for these non linear data:
We do not see the H days cycle at all instead we ha.e two cycles J days and AH days< 0he ori&inal H days cycle has been split on two cycles< t is a simple e8ample of non-linearity<
Missin& $ink - Multi-5cenario 1pproach Creatin& the forecast model for 2an& 5en& we ha.e found that this model pro.ides the &ood pro#ection line for BBA-BB years:
and not so &ood for BBE-BBA years:
Why has it happened> belie.e the stock market usually has at least scenarios of beha.ior to follow< May be it is related to the domination of different &roups of traders< n this case would like to recommend creatin& an alternati.e model< ha.e a .ery stron& suspicion that for Geocentic F1M model the alternati.e model is %ynamic Model< n the up&rade of March J BB it is possible to create the more selecti.e %ynamic models< $et's create the alternati.e %ynamic model for Mars related cycles< t is here:
t uses the same cycles as F1M model in our e8ample but describes another modus .i.endi of these cycles< ow this model works &ood in BBE-BBA:
,ut after that it works not so &ood< think it is a &ood practice to analyKe two pro#ection lines<
Creatin& 1stro Model for uro F6 ou will find in this article the description of long term and middle term models for the pair 2uroKQ-. s a price event for the longterm model, the 8urst oscillator is applied: MO (+G, &*, *, sym). The middle term model uses MO (G, G*, G*, e#p). The research is based on futures 2uro 0D and ollar Inde# data. ;hile writing this article, my main concern was related to the following issues: ompare price fields for the indicators that are used as price events4 reate valid middle and longterm models to forecast 2uroKQ-4 2valuate by alternative methods the consistency of the suggested models4 ompare the effect of different astro factors for one and the same financial instrument and different indicators4 0ind the best training interval. The process of finding the best model for any financial instrument starts with B Phenomenological SolutionC. This solution allows 7uick testing of models that have already proved their effectiveness in forecasting. ;e will work with the best of these models.
8ow to do that6 -et the 3= at Eanuary %, *** and start the phenomenological solution for 8urst indicator (take lose as the price field). 8ere are the results:
Financial nstrument: F6 uro
Otolemy spects $odel rbJ%G
+.&H %<.FH .*'H %.G+H %.+&H *.*
-pectrum $odel TIJ%***
.<*H .H .G%H %G.G
TermsK0aces $odel TIJ%***
%'.'H %&.+H +.<&H %F.&FH .'GH .%H
0$ $odel Ohase, rbJ%G, TIJ*** %'.FH <.<%H '.'GH %&.GH '.&&H F.&*H 0$ $odel Ohase, rbJ%*, TIJ*** %'.<+H &.GH G.&*H *.*H %*.G+H F.'+H
0$ $odel Ohase, rbJ%*, TIJ%*** %G.'
99 (first %<%< pt)
99 (first '*< 99 (last '% 3I9 (first pt) pt) %<%< pt)
3I9 (first '*< pt)
3I9 (last '% pt)
Otolemy spects $odel rbJ%G
<.*+H
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.
0$ $odel Ohase, rbJ%G, TIJ***
%.+*H
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%&.&H
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%F.'&H
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The best models and the correlation are almost the same. $y conclusion is that the Orice field is not important for the effectiveness of the model. It means that it does not matter what price field is e#plored, at least for the long term forecasting model4 it is a personal preference of the trader.
The current version of Timing Solution does not allow working with Otolemy spects and TermsKfaces models. ;e will continue our research for 0$ Ohase models through +stronom! "5omposite& module. To avoid future leaks, we will analy!e the training interval only.
;e start with the BlgorithmC window. s we do our research for some particular oscillator, it makes sense to enter this oscillator in the Bnaly!ed Inde#C. hoose B-imple Inde#C as lgorithm:
pen B4eport C window. heck there the option Bdd to omposite =o#C and choose Borr and OredictC as a filter:
o not overload our 9eural 9et with a huge amount of events for analysis. ;e do research for 0$ model in Ohase /odiac4 therefore, check this type of /odiac and uncheck BNeo 3ongitude /odiacC. lick on W button to do the calculations. ;e will get this list:
hoose any aspect from the list and watch its influence to our indicator (we will see it as the correlation and Oredictable /ones). 3et us take the best aspects4 to my opinion, these are $ars, -aturn, 9eptune and Oluto phases and the angles $ars -aturn, $ars Y Qranus, $ars Y 9eptune, and $ars Oluto.
Then we need to find orbs and phases and train the 9eural 9et trying to get the best possible result on the testing interval. Qnfortunately, there is no other technology now than BtrialanderrorC method. I do it this way: add planets one by one, train the model and watch the changes. I estimate the results in regards to increasedKdecreased correlation and smoothness of the pro5ection line. nly after that I play with the orbs.
This method of adding planets into consideration one by one has one significant flaw: we may miss some important factors due to nonlinear nature of the planetary interaction. lso, some future leaks are possible (though they are minor), because practically this method means the optimi!ation on the testing interval.
fter some time (not too much), I have found this model:
I trained it on *** price bars (this interval is better than %*** price bars4 see the results in the Ohenomenological -olution report). This is the forecast:
;hen we create a forecasting model, one of the most important 7uestions is how to evaluate the 7uality of the forecast made for different time intervals. I did forecast for different 3= settings. Timing Solution software
makes possible to see all these forecasts in one window. -ee the picture below4 each forecast is shown there by a line of a different color: the yellow line represents the forecast when 3= is set on Eanuary %, ***4 the blue line for 3= on Eanuary %, **%4 the violet line is for 3= on Eanuary %, **4 the teal line is for 3= on Eanuary %, **4 the red line is for 3= on Eanuary %, **+.
s you see, all these forecasts are similar. ;e may conclude that our model is rather reliable.
;e can repeat this process and create a similar model for MO (G,G*,G*). The forecast based on this model reveals the midterm trends for our market. The correlation for the same time interval (< years) is H, and we have here a lot of swings.
This forecasting model is based mostly on inner planets. Thus, we need to find the proper time interval to train our model, and this interval should not be too big (no more than & years). Timing Solution has a special option to do that: open the eural et module and choose there the option B Find the best &raining Interval *fi#ed +- C. -et the 3= on Eanuary %, **< and do the back testing of the model. These are the results:
;e can locate here clusters with the positive growing correlation (these clusters are circled on this picture). 3et us check the stability of these results: we do the back testing of this phenomenological model, and the back testing criterion will be the correlation coefficient calculated on
$ode: 9eural 9et Orice 2vents: Mel. sc.(G,G*,G* lose,2#p) riterion: orrelation
middle ter m euro.hyp middle term e ur o.hyp
middle ter m euro. hyp middle term eur o.hyp middle term eur o.hyp
middle ter m euro.hyp
99 Topology
hidden
hidden
hidden
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Training $ode
G** before 3= train %G*** steps
%*** before 3= train %G*** steps
%G** before 3= train %G*** steps
*** before 3= train %G*** steps
+** before 3= train %G*** steps
'** before 3= train %G*** steps
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The best results are provided by the models trained on ,*** and ,'** price bars. 8owever, we need to remember that the available data file is not enough for the proper testing Y 2uro price history starts in ***4 before that, up to the year %&&&&, we have applied ollar Inde# data. I would like to point out as well that the correlation for these two models (trained on ,*** and ,'** price bars) is very close to the correlation for the same model trained 5ust once, for 3= at Eanuary %, ***, and for <year time span.
(ni.ersal $an&ua&e of .ents !($7 Timing Solution as an additional decision making tool for traders is based on one simple idea: e#plore the correspondences between market movements and some processes or phenomena we are familiar with. ;hy6 only because there is no a theory that e#plains market movements and is confirmed by practice. ;e have only collection of consistent data and some attempts to understand it through methods either 0undamental or Technical nalysis. 0undamental nalysis e#plores the correspondences between the market movements and fundamental factors (which are registered observations of economical life phenomena). Technical nalysis works with price charts and seeks for their inner relationships represented by T indicators (which are speculations on price charts parameters). Timing Solution is a software designed to fill in the gap between the two4 it analy!es past data, compares them to some known phenomena and simulates the relations between these phenomena and market data. ;e can do it, and we can do it easily due to Qniversal 3anguage of 2vents (Q32), the core idea of this software. ;hen I have met lphee 3avoie %* years ago, one of his first 7uestions was: is it possible to calculate and register the dates when some astrological event has occurred and watch the market performance at those dates6 This was possible, and we did it. This idea has been reali!ed in the -uper-earch module of $arket Trader series. t that time, we did a recording of many different astrological events. Then the idea of strological 3anguage was born and developed later into Qniversal 3anguage of
2vents. Q32 has one very important feature: it is designed to deal with different events, not only with astronomical or astrological ones. s an e#ample, now we can include price events as well. This module has a huge potential, and when some processes will be found that prove to be corresponding to marketsA activity, we can add them to Q32 and use for analysis.s of today, astro events are the biggest group in Q32. It is not accidental. 0rom one side, the movement of celestial bodies is a kind of a fundamental factor independent to our will or our activity. 0rom the other side, it is one of the wellstudied physical processes. The e7uations of planetary movement are used not only by astrologers. They have been studied and developed by the greatest scientists of the past (remember -ir Isaac 9ewton, Ticho =rahe, Wopernicus and Wepler6) and are applied now by rocket scientists, astronomers, physicists, etc. -o, if there is any correlation between market performance and the astro factors, at least we can be sure that the astro part is calculated and recorded with great accuracy. (nd we believe that such correlation e#ists due to the assumption that market movements reflect mass psychology that is described very well by astrological factors.)-o, Q32 is built from small bricks different events. ;e can find when any of these events has occurred in the past and record the market condition at these moments. (8ere and further in these lessons I call analy!ed set of data as "analy!ed market", "market" or "financial instrument"4 it means the consistent data that we analy!e with the help of Timing -olution. It could be data set on some stock, inde# or futures4 I tried several times sunspot activity data and temperature files for some locations as well.) s I said already, the huge part is made by astro events. I tried to include astro parameters that reflect a real process such as planetary positions in /odiac (space), angles between the planets, planetary speed, planetary phases4 these astrological events coincide with regular astronomical events and are described by proper e7uations. lso, I have included pure astrological parameters such as retrogradeKdirect movement, planetary positions in houses, $oon 9odes and other.If you are familiar with strology already, you will easily understand how to work with this module (either -uper-earch in $arket Trader or Q32 in Timing -olution). If you are not, do not panic. ou have no need to learn the whole great astrological lore, at least not now4 it is enough for you to know the name and general meaning of any astro event included into Q32 and be able to work with it. ";ork with it" means being able to make the choice of necessary parameters and interpret the calculated results. ou can trust the accuracy of calculations, Timing -olution and $arket Trader do it well (plus the users of our astro software have checked it already many times:)). 3ater, and believe me, it will come you will be fascinated by this stro world, and you will read and learn a lot. =ut now it will be enough to be able to work with these bricks of Q32. It is a very valuable ability: it will help you later to create your own models for pro5ection lines and now it will help you to evaluate different ideas. t least once a week I get a 7uestion like this: ";hat do you think will happen to the stock market when $ars ingresses 3eo ne#t time6 ;ill it go up (down)6". ;hen I ask in turn why this should happen, the best answer is something like this: "It has happened when $ars has ingressed 3eo in -eptember %&&<". ;hat do I think6 9othing. s my teacher, friend and partner lphee 3avoie has said once, "The financial astrology is the precise science". Trading with astro cycles, we need to see the whole picture, all "pro et contra" of our statements, not 5ust one side.-o, what would I do6 I would run Q32 (or -uper-earch) module. nd there I would open the tab for the astro event in 7uestion, do the calculations and get all the moments when this event has occurred in the past. (=y the way, "past" means my price data file, the historical data for the financial instrument that I do research for.) Then the program helps me again: it compares the event dates to the market conditions and does the statistical analysis. -o, the unpleasant and boring 5ob of calculating all ups and downs and comparing them to control groups is produced by the computer. I will do the honored 5ob of thinking and making conclusions. nd you can do it, too. fter learning this material, you will be able to check any astro related statements within seconds. Therefore, you will deal with astro finance info on a new level you will have no need to trust or believe somebody or something, you will find the value of their statements. 9e#t level will be making such statements yourself.3et us start working. ;e begin with one practical e#ample. This is a 7uestion that I have got recently from one of my correspondents: ";hat happens to ow Eones Industrial Inde# (EI) when -aturn is changing its movement mode from direct to retrograde6" (0or your information, see the glossary at the end of this lesson4 it e#plains astro terms used here.)There are several ways to answer this 7uestion. ;e may guess (which is not my way). ;e may apply general astrology considerations (which I would not recommend4 the general astrologyAs symbolism is designed for the needs of the personality4 the core ideas behind it definitely work though sometimes their application is too vague4 it is a theme for a special discussion and not a topic of this lesson). I prefer to do the thorough analysis.o it together with me. ;e have here an ob5ect EI inde#. ;e will make a conclusion regarding its movement in respect to the outer factor the movement mode of -aturn.-o, download the data. I have EI from %''G to **< year, %* years of historyU To do that you should click this button
and chose this file:
9ow, do these steps: S%: lick "alculate" button. The program will do all calculations related to astro events that may occur within our data file. It will save us time later, when we will look for the particular events and work with them. Then click this button:
oing this, we set the 3earning =order ursor (3=) to the last price point available. This way we tell the program that we will use 33 available price history to analy!e this astro phenomenon. S: ctivate this to get the access to Qniversal 3anguage of 2vents (Q32) components:
and then click "2dit $odel" button.
S: The "$odel 2ditor" window will appear:
This is the central window for Q32. There are many tabs there4 each of them corresponds to some astro event or a group of events. ou define everything there. 2very tab is like an astro sentence. I recommend spending some time to get familiar with each tab. 3et us record our event, "the transit -aturn changes direction direction from retrograde to direct". S+: hoose the tab that corresponds to the phenomenon we are interesting in. lick here for a change in a movement mode:
SG: The form will appear. It describes things related to the planetary movement mode: the mode itself, speed and acceleration types. ou can do it for one planet only or for a group of planets. This one tab gives you ability to do a lot of research. 0or our e#ample, fill it this way:
;e have recorded this astro event, "transit -aturn is moving retrograde". S<: lick "V" button to add this event to the list (it is necessary, the program works only with the events in this list4 we do now a simple scenario consisting of one event only4 you can add other events later it is a way to create a model):
SF: It is almost done. lick "alculate" button in the $ain window:
S': 9ow in the $ain window you should get something like this:
The black line represents our data4 the red !ones correspond to the periods when transit -aturn is retrograde. S&: W, we did it. 8owever, we were interested in the $$29T- when -aturn becomes retrograde. It looks like we have made a mistake. If you would do it manually, you could be very upset as it means a lot of work done in vain. ;ith our software, it is not a problem, you can fi# it easily: choose "hange direction .." option, click "Meplace" button and calculate it once again:
9ow you should get a bunch of vertical lines instead of red stripes. These lines correspond to the moments when -aturn becomes retrograde:
;e have got %%< lines within our data file. 9ow, we need to take them one by one and watch how the stock market (i.e., EI) moved around these moments.
S%*: r, we can do it easier running the "2fficiency Test" module:
;e will get this diagram:
This diagram shows an average price change around the moment when -aturn becomes retrograde.
Thus you can see the average movement of EI ten days before and ten days after -aturn becomes retrograde ;hat conclusion can be made6 There is upward movement there4 however, it has started before -aturnAs change of direction, at least %* days earlier.
S%%: ontinue researching the impact of this phenomenon. 3et us consider the bigger time span. -et the analy!ed interval as * days and click "Mecalculate" button:
S%: 8ere is the new 2fficiency Test:
;e can locate two clusters here:
=efore -aturn going retrograde, the EI goes up mostly, though there are some insignificant fluctuations. 8owever, the ne#t day after this phenomenon occurs, the EI loses its energy to grow. The stock market needs some time to "recover the breath". S%: ;e are able not only register the e#istence of the upward trend before -aturn becomes retrograde4 we can evaluate the strength of this trend as well. 3et us compare the EI value days before -aturn becomes retrograde to its value * days before this event. s you remember, it has occur %%< times within our data file. 8ow many times there was increase in the value of EI6 nd how many times did it go down6
;e can get the answer to this 7uestion very easily: push left mouse button on "" point (* days before retrograde)4 =drag the cursor while holding left mouse button from point "" to point "" ( days before retrograde) release mouse button. The program looks through each one of these %%< moments and compares values days and * days before -aturn becoming retrograde. 8ere is the result:
ou see that the price went up FF times, while it went down & times only. Olus, these results differ from the results provided by the control group (see the figures in brackets). -o, I would say that the e#istence of upward trend for EI, at least * days before -aturn going retrograde, is obvious. 8owever, you should be e#tremely cautious in making conclusions like this. The tricky part here is related to the control group issue, a very important thing in -tatistics. The control group helps to eliminate natural trends. (8ere is the e#ample of a natural trend: a person is getting married4 the main reason for this marriage is that they love each other. It is nothing surprising if the person is in the age G +*. ;hat if the person is &6 The control group for this age will show that this is an e#traordinary event.) There are many ways of forming the control group. I chose the simplest one: we consider fictive event that happens totally randomly and watch how this event (so called "null hypothesis") affects the stock market. ou see the control group figures in brackets:
It means that the control group shows that EI may go up << times against G* down. In other words, the up movement is more typical for EI under these conditions.. -o we need co compare these values. In any case, the EI went up FF times against << times caused by general trend. This tendency is rather strong. lick here to read more regarding this issue. S%+: naly!e the second cluster, downtrend movement. ;e will get this:
EI went down G' times against G caused by other reasons than -aturnAs change of direction -o the downtrend movement is not so strong.
These %+ steps above represent the method of analy!ing any astronomicalKastrological phenomena. 3earn the whole se7uence. It is one time effort, the routine is pretty obvious, and you will get used to it very 7uickly. (In brief, it is 5ust downloading the data, choose the proper tab, record the event itself, calculate it, and do the 2fficiency Test.)3et us do one more e#ample: analy!e the effect of the 9ew $oon. In $odels 2ditor (you know now that this is a central window dealing with Q32), define this event:
8ere is the 2fficiency Test for the 9ew $oon:
It shows the upward trend starting about G days before the 9ew $oon. =ut this tendency is mostly due to some other reasons than 9ew $oon effect: 'F' against '+. The 9ew $oon input is not significant. If you would decide to trade using this factor only, you are in risk. (Those who are familiar with astrology will not be surprised: the $oon is not an active player, it is rather a trigger , it gives the last touch to the big picture formed by the other players.) =y the way, an interesting thing is that the 0ull $oon does not provide any consistent results. ne more e#ample before the end of this lesson: the -un ingresses any ardinal sign:
This is the 2fficiency Test for this event:
It means that the EI starts its uptrend movement days after the -un ingresses ardinal signs (ries, ancer, 3ibra and apricorn)4 the probability of EI going up for the ne#t < days is <H. -ote: sometimes we have a discrepancy between the arrow on 2fficiency Test diagram and the statistical info:
8ere we e#plore this downtrend arrow, while the statistics shows that the price went up < times against +F. It means that our downtrend movement takes place in the uptrend environment4 it might be a strong one, however it is at least only one strong down among these +F downs, not enough powerful to change the trend.
9ow, your homework. -ee here. esume: ;e have learned to record astro events and analy!e our data in respect to these events. 9ow you are able to evaluate any astro info published in books, maga!ines, newsletters and in the Internet. 2omework to $esson UE
These are screenshots for different astro events that you can create in Timing Solution. -ure it is not a full list, these are 5ust some e#amples. I suggest you trying them all and making 2fficiency Tests for them all. In a week
from now you will find the screenshots of my tests and my interpretations for these e#ercises. I strongly suggest you doing this, we will go 7uickly. The second lesson provides some trading tips related to this material, and then we move to the ne#t module of the program. There will be no time to discuss again the Q32 or tabs in the $odel 2ditorK-uper-earch. The answer to these 7uestion are performed for ow Eones Industrial inde# from %''G to **< years. This historical information is available in your program. 8ere are your e#ercises:
%)
The angle between the -un and $ars is * degrees:
-ee the answer here.
) The middle point between $ercury and 1enus makes a con5unction to the -un. In other words, the -un is located e#actly between $ercury and 1enus:
-ee the answer here.
) 1enus phase, or 9ew 1enus. ;e are considering phase /odiac here, 9ew 1enus corresponds to !ero degree of ries:
-ee the answer here.
+)
$ars declination reaches its ma#imum:
-ee the answer here.
ars eclination reaches its ma%imum:
8ere is the 2fficiency Test:
;e have downtrend movement two days before this event (GGH down):
and week after that the upward movement starts (<%.GH up):
($ - (ni.ersal $an&ua&e of .ents This module allows to create more advanced models analy!ing everything that occurs in time and researching the effect of these phenomena on the stock market. ;e have developed a special platform to deal with different events. s an event, you can take:
the price a day ago, two days ago, three day ago, etc.4 then use these events as inputs for 9eural 9etwork. This is how an auto regression model is created4 a structure of the price bar (its pen8igh3owlose, true range (8igh3ow), pen3ow and other parameters). ollecting this information about the price bar proportions for several days back, we may "cook" the pro5ection line based on these events. ;e have tested this model. -ee here the e#ample of =ack Testing procedure for Eapanese andle stick model4 price events like "true range is high", regular cycles, wavelets4 gravitation and tidal forces4 $oon phases, planetary aspects, planetary speed as well as other astrologicalKastronomical phenomena. This variety is enormous. -ee the description of this module and the corresponding lessons on the website.
s an e#ample, let us say that we have decided to calculate the $oon tidal force and draw it together with the price chart. 0ollow this:
ou will get access to the modelsA library. hoose there the event you need to calculate:
and tell the program to do the calculation:
This is the $ood tidal force displayed together with 0T-2%** inde#:
;ithin a couple of minutes, we have created this new "indicator". ou can easily conduct the statistical research for this indicator. lso, it is easy now to check any related statement, like this one: "when the tidal force of the $oon is high, the volatility is high as well" or: "the high tidal force tends to turning points of 0T-2%** inde#". The $oon tidal force is well discussed in many sources in regards to so many different sides of our life. ;hat about the $ars tidal force6 9o problem4 you can do a research for it as well. ll you need to do is clicking this button:
ou will get the 2vents $odel 2ditor window. 8ere you can set the parameters of the events in regards to your research. hoose there $ars and click "Meplace" button:
(Memember that it will work only if you were doing previously a research on the tidal force of any other planet. If you did something else, you have to go back, choose the corresponding category of events the "Nravitation and Tidal 0orce" item4 see below for more details about this module.) fter the calculation. you get the diagram with $ars tidal force. ou can also draw the tidal forces for a combination of different planets. To do that, click "V" button for each new ob5ect. dding $ars, 1enus and $ercuryAs tidal forces events
and calculating these events, you may get a diagram like this:
8ere you see all three tidal forces of these three planets. ou can construct the more complicated events, like "tidal force inde#" as a sum of all tidal forces involved. -et 3%V3V3 events formula:
8ere 3% $ars tidal force, 3 1enus, and 3 $ercury tidal force. 3%V3V3 is the sum of these tidal forces:
pply this inde# to different financial instruments to see how they correspond. lso, you can ad5ust this formula to any particular financial instrument setting some specific weights for these terms:
8ere I increased the weight for $ercury tidal force five time. This inde# looks now:
8ere I am not telling you to use this inde# for your financial instrument. I am showing you the way how to find a proper inde# for your stock.
I recommend to investigate $odel 2ditor ;indow. There are a lot of events there. This is a heart of Timing -olution software. These events are used to generate the pro5ection line with 9eural 9etwork module. Though there are a lot of events used there, we constantly add new events. 0or e#ample, you may decide to create "-un aspects inde#" that indicates the Otolemy aspects of the -un to other planets, set these parameters and calculate:
ou will get your inde#. r if you want to research the culminations of these aspects, set this:
This is a very powerful tool. ou can use it in two ways: checking the statementsKhypothesis suggested by other authors or creating your own indicators and researching their usefulness for your financial instrument. If you will not make money with it, at least you will not lose your money following the unchecked statements of some doubtful sources. ;hen you create your own indicators, the most important issue is to figure out how you can rely on these indicators. These buttons allow you to calculate the statistical portrait of analy!ed indicators. This is an easy way to find the statistical confirmation for the statements like this one: "when the value of D indicator is high, the volatility of financial instrument is high as well":
5imple 0radin& 5trate&ies based on ($
ou have learned in the previous lesson how to deal with the factors that might have an impact on the stock market. nd you have learned how to make conclusions, at least regarding their 7uality. 9ow you can add some real digits to your conclusion. It is important as we can use this knowledge in real trading. 3etAs consider one e#ample: S%: This is the corn prices file from %&+& to **<. ;hen you download this data, set the limits to the forecast hori!on4 suppose it is %G** bars:
Thus we inform the program that we would like to make the forecast for corn prices for %G** price bars ahead. S: 9ow do the same study as discussed in the previous lesson. I have found that the price goes up a week before the -un ingresses the 2arth signs (Taurus, 1irgo, apricorn). ou can set this event in 2vents 2ditor this way:
and chose this option:
S: alculate the 2fficiency Test clicking on this button: It looks like this:
It definitely shows that the price goes up more than one week before the -un ingresses the 2arth signs. S+: 3etAs consider the trading strategy: "buy < days before the ingress P sell at the day of ingress":
If we would do that, this strategy would give us %%* winning trades against <% losses. 9ot too bad, but letAs try to improve these results. SG: lick on this button:
and you will see the best strategy for corn:
The best strategy is "buy & days before P sell + days before". It gives us %%' winning trades against G losses. 8owever, the 2fficiency Test shows at least one strong down during one of these days. -o, we can follow this strategy though it is a bit risky. 3etAs diversify this risk, putting a sell signal further from this risky point. 8ighlight the ne#t item in the list:
;e buy corn %* days before the -un ingresses the 2arth sign and sell it e#actly at that day. This strategy promises <'H winning trades. I called this model "a simple strategy" because it cannot be considered as a trading system. This strategy provides trading signals only once in months. ny other time you cannot do trades. -o, the model based on only one astronomical factor has no practical sense. In reality, we have to consider hundreds of these single factors. 8owever, you can memori!e this info and use it when the time is appropriate. o the ne#t step keep this info in your trading calendar. S<: lick this button:
ou will get the list of buyKsell signals for the future (beyond available price history):
This is the power of astro trading: if you know (or find out) the single factors that are working for your financial instrument, you know days, months and years ahead when they will occur. SF: Timing Solution has an additional tool to visuali!e the risks. 3ook at the upKdown stripes in the bottom part of the 2fficiency Test window:
The red stripes correspond to upward price movements, the blue ones indicate downs (with the strategy "buy %* days before P sell when ingress"). Thus we can see how winning and losing signals are distributed in time, how they are balanced. If you prefer long positions, you would like to see here more red stripes. If you do short trades, you would like to see here more blue stripes. 3ook at this scale:
In the year **% and the beginning of the year **, this strategy would provide us + losing signals in row, i.e. the price went down. These stripes allow us to see the periods when the old market pattern does not work and the new tendencies appear.
Workin& with ($ I would like to start this class with one e#ample that proves to non believers that astronomy cycles have an impact on the stock market. I will conduct it in an academy manner (how I was taught in the university). It means that the arguments for non believers are e#pressed by a dry language of numbers and statistics. The math related issues will appear in italic font to make this reading easier for those who would prefer to skip these parts and still be able to get the general idea. The most beauty of this approach is that it gives you the additional information regarding possible ways of price
movement4 this information can be prolonged into the future as far as you need. This not a suddenly occurring fundamental factor which comes from the 9ews and mi#es all cards and nobody knows when this factor will come up again. This is not an annual cycle either that thing is well known to anybody knows. This is something special, only our users may know it. I state that the difference between 1enus and Eupiter declination has its impact on ow Eones Industrial inde#, and this fact is proven with the &'H probability. This fact has been tested for EI data from %''G to **< (it covers more than %* years of EI history). The declination shows how far the planets are located from the 27uatorAs plane. 3etAs run the Q32 $odel 2ditor:
0ill out the form this way:
dd this event to 2vents =o# clicking "dd" button. If you have had some events in the 2vent =o# already, click "lear" button to clear it:
9ow go to the $ain -creen and click "alculate" button:
3ook at the screen now:
This is the picture for the difference of 1enus Eupiter declination for the last ' years and the ne#t years (it is written in Eune, **<). I remind you that manipulating the mouse you can choose any piece of the chart to see the details. 0or %* years EI history, this diagram looks like this:
I state that this diagrams reflects the movements of EI inde#, it describes &.GH of movements.
9ow I show how to check how this diagram fits to the EI inde#. lick this button in the $ain -creen:
ou will get this window:
;hat the program does6 It calculates the correlation between the price oscillator with G* bars period and the 1enusEupiter declination diagram. The line shows that the correlation between the price and 1enusEupiter declination is '.GH (-ee in doc the e#planation regarding the correlation coefficient). Oractically it means that we can use this diagram to predict the price movement. =ut we need also to keep in mind that this indicator e#plains '.GH of price movements only &o provide the statistically complete verification of this fact I used the t/statistic criteria *0tudent distribution. For correlation coefficient 1.!2, sample size 3 %%.444 price bars we have t35%.11. It means that with probability 6(.!62 this fact is not occasional. Also this correlation cannot be e#plained by seasonal artefacts, because the average period for this cycle is about $44 days and it is pretty irregular.
To be more practical, we need to keep in our minds 5ust this diagram:
It is not a forecast, it is a portrait of one of the players that pushes the ball '.GH of the total game time.
1 la ,radley Model
9ow we discuss something that is one of the true treasures of the financial astrology. I refer here to onald =radley and his work. I am really fascinated by the great ideas that he has been able to e#press in a such condensed form. The most ama!ing thing is that he has done all his calculations and diagrams manually, before the era of total computeri!ation. I can only guess what he would be able to do nowadays. nyways, let us try to follow the steps that onald =radley would perform if he would have Timing -olution software. ;e will look at the aspect of con5unction between the -un and $ercury. Qsing Q32, you can record this event this way:
3ook at the $ain -creen to see how this aspect "sounds" in Time:
This diagram shows the degree of the strength for this aspect. The aspect reaches the ma#imum of its influence at the culmination:
-o you can see all phases of this aspect. 3etAs make our model a bit complicated and consider the event: "the -un con5uncts 9 planet (e#cept the $oon) with M=J%G degrees". -et the form this way:
This event sounds more interesting, because sometimes the -un makes the aspect to several planets at the same time (like in the beginning of **<):
9ow we are ready to create a more complicated event: "Olanets make positi.e aspects between themselves" (here we consider as the "positive aspects" con5unctions, se#tiles and trines though for con5unctions this statement is not %**H correct):
This event is much more interesting:
9ow we are close to our final goal. 3et us create the event "Olanets make ne&ati.e aspects to each other" and consider it together with the previous one. Memember that I9N this event to the "2vents =o#", click "dd" button, not "Meplace":
-o, there are two events in the "2vents =o#" now: 3% Oositive aspects and 3 9egative aspects. 3etAs calculate them:
The final step is to calculate the balance between positive and negative aspects. To do this, you need 5ust subtracting negative (3) from positive aspects (3%).
o not forget to click alculate these events:
button.
ou can see here the balance between positive and negative aspects. The higher diagram the more positive aspects are in the sky, the lower the more negative. licking this option, you can change the diagram view:
lso you can save this model and open it ne#t time using this set of buttons:
ou can create very complicated models with this module. 0or e#ample you can modify 3% event above using as positive aspects se#tiles and trines only, leave 3 as it is (for negative aspects of s7uare and opposition), and add two new events: 3 a con5unction with "good" planets (the -un, 1enus, Eupiter, 9eptune) and 3+ a con5unction with "negative" planets (which are $ars, -aturn, and Oluto). Q32 provides you fantastic opportunities to try and actually feel the power of cycles without using any sophisticated modules (like 9eural 9et). It is a very fle#ible tool. I would not suggest using Qniversal 3anguage of 2vents for forecasting. 8owever, it is a base for any model. To be able to create successful models, you have to know the Q32 very well. I have included into it everything that I know at this moment regarding the movement of celestial bodies. The good thing is that Q32 is not a closed system. It is opened to new types of events, and can be e#tended any time.
2omework to $esson UA
&his time we have 7ust one e#ercise. 8owever, it consists of many details, and you will learn to work with radley models, create them, modify and use in different situations.
%) This is the diagram from onald =radleyAs original book, 0tock Market 9rediction. It shows how the EupiterQranus cycle affects the stock market.
heck this fact and analy!e it using Q32 in Timing Solution or -uper-earch module of ar*et Traer .
ccording to this diagram, its ma#imums coincide with trine and se#stile aspects, while the deepest downs correspond to con5unctions, s7uares and oppositions. -o, we have here two groups of events (they all are aspects, though their effect on market differs).
-o, let us define the aspects of the first group: aspects that correspond to the highest points. It means the event "Eupiter makes a se#tile or trine to Qranus", we mark this event as 3%:
I used a very wide orb here * degrees. (I know the regular values for orbs of different planets, I choose * degrees intentionally: it provides a nice looking picture. ou can play with lesser orbs, and see yourselves what you get.) The ne#t step is to define events for the bottoms of ow diagram that coincide with con5unctions, s7uares and oppositions. It will be 3:
The final formula should look as "Oositive aspects (3%) minus 9egative aspects (3)":
fter the calculation, this cycle looks like this:
;e can check how this cycle fits the real price movement clicking this button:
;e get this window:
s you see, this cycle describes almost +H of price movement. This is a very good addition to annual cycles that usually provides about %*H correlation.
This figure: means that this fact may occur with the probability &+.''H. It does not mean that we e#plain &+.''H of price movements, it is only about the fact that this cycle does affect the real changes in EI with the probability &+.''H, and the input of this cycle is appro#imately +H.
There is something else we can do. ;e can play with weights for positive and negative aspects. 0or e#ample, I have an idea that the input of negative aspects on EI is more than we have considered. 3etAs say, it is G*H higher. dd a coefficient to this formula:
calculate this cycle and see how it fits the price movement. It fits a bit better:
In this e#ample, the confusing part is the influence of the aspect of con5unction. ;e are in better position than $r. =radley as we have now twice longer ow Eones inde# history and we have this software that allows to perform our calculation millions times faster, I believe. -o, let put different aspects into different "bo#es". 3% se#tiles and trines4 3 s7uares and oppositions4 3 con5unction.
;e can assign different weights to different aspects (here I give to the con5unction a positive weight (F*H)):
This model describes the real price movements better (correlation G.&H):
9ow you know how to deal with =radley models. models . s s you see, there is nothing nothin g complicated, 5ust use Qniversal Qniv ersal 3anguage of 2vents (or -uper-earch module). ou can do the same to other financial instruments.
($ - 1l&ebra of .ents "art ;hen I was a student, the haos theory was very popular among my peers. ;hat we liked the most was the idea that the whole world can be understood as the interaction of events. If we assume that every event is a word, the world is formed by the wordsA combination (grammar). This grammar was found to be conte#t dependent. nd the fascinating part is that every word (event) changes its meaning according to the conte#t. -peaking differently, our world is formed from events that depend on the conte#t. In the previous 3essons, you have learned to record the words astro events. 9ow, we will learn to read them in the conte#t. The time for grammar has come. 3etAs goU 3et us consider this situation: "find what happens to ow Eones Industrial Inde# when the -un is located in 3eo and the $oon is in Oisces at the same time". If you have studied the previous lessons, you will easily create two events: $E the -un located in 3eo and $ the $oon ingresses Oisces:
9ow remember this rule if we want two events happening together, together, we shoul multipl! them . It means that you will type this in "2vents "2vents 0ormula": 3%R3 (use R symbol for the multiplication). o not forget to click confirmation of the events formula:
button, thus you inform the program that you have finished the typing
9ow go back to the $ain window and click "alculate":
3ook at the $ain screen now:
ou see the red re&ions where the -un is located in 3eo and blue stripes that correspond to the moments when the $oon ingresses Oisces. The black stripes on the upper part of the screen correspond to the moments when the $oon ingresses Oisces while the -un is in 3eo. Olease be very attentive now: we are dealing here with two different kinds of events: the $oon ingresses Oisces this is a tri&&erin& event4 it happens in some particular moment of time, 5ust a moment4 the -un located in 3eo this is the conte8t as this event lasts in time (takes some time, not 5ust a moment).. licking this button, you can easily calculate the 2fficiency Test for this combined event:
It looks like this:
It gives us some clues as to what might be happening to EI when the $oon ingresses Oisces while the -un is in 3eo. ne useful hint: you can display this 2fficiency Test in the real time, 5ust choose the culmination date here:
9ow lets modify the conte#t event even t 3%, trying different variants for f or research: ;e will consider the event "$oon ingresses Oisces and ...
%. and 1enus 1enus is in Oisces Oisces in 8elio 8eliocent centric ric coordina coordinates tes::
. and $ars $ars is is in cardi cardinal nal -ig -igns, ns, Neo: Neo:
. 1enus or $ars $ars are are in ir -igns (ries, 3eo, -agittarius): -agittarius):
+. $erc $ercur ury y is ret retro rogr grad adee
G. $ercury is direct and fast:
and many many other conditions... ;e are able to do it thanks to this very powerful tool. ;e can do it really 7uickly. ;hat does it give to us6 t least, the ability to check any hypothesis or any rumorsKhints and then research the actual effect of all these astro factors in different combinations. ;hen you will go to any lectureKseminar, take the laptop with you. ;hile the lecturer will change the slides, you will be able to verify herKhis statements. ;hen you read a book, let your computer run the search on the discussed sub5ects. ou will be able to make informed decisions, not 5ust following celebrities. nd you will gain your own sense of the markets in respect to the astro events. -e%t part of this lesson is avance, so !ou can s*ip it in first reaing.
W. 3et us modify our task once again. 9ow we are looking for the impact of the $oon in Oisces on the stock market in conte#t of the -un in 3eo and retrograde $ercury at the same time. To the event above, 5ust add one more event, 3 $ercury is retrograde and type 3%R3R3 formula:
ou will see at your price chart one more row with the stripes for $ercury being retrograde and different resulting lines (compared to the previous diagram) that correspond to the moments when all three events occur. Then you can calculate the 2fficiency Test for this combined event. t the end I would like to show you how we can solve one very practical task using this Q32 module. ssume that the $oonAs position in /odiac has some impact on stock market volatility and this depends strongly on the seasons. 3et us do analysis for the $oon influence in ugust (more e#actly, when the -un is located in 3eo). reate this formula: 3% the -un is in 3eo, 3 the $oon is in ries (not ingress, its position):
In the $ain window click "alculate" button and after that click "M" button:
ou will get this window:
8ere you should define the relative true range (as H (8igh3ow)Klose) that shows the variation of the price during the trade day. licking "alculate" button, you ask the program to estimate the influence of our event ($oon in ries V -un in 3eo) on the true range. 8ow to read these results (the information window in the bottom part of the screen)6 Mead this carefully: .ents nter.alLB<H !LJA 3arLB
The ne#t line, .ents nter.alLB<J !LAAAA 3arLB
The $oon in Nemini and Oisces seems producing the most 7uiet periods: Nemini:
Oisces:
n the contrary, the $oon in -agittarius and 7uarius provides the most volatile periods: -agittarius:
7uarius:
In the following classes you will see how this task can be solved in more elegant way using the omposite module. 8owever this approach gives you the universal tool to analy!e situations like the $oonAs influence on the market when $ercury is retrograde, the $oonAs influence on $ondays and many others. The same manner you can research 1olatility inde#:
or D inde# e#ploring the $oonAs influence on the trendAs stength:
lso you can work with other indicators like M-I, $, -tochastic and many others. I believe that now you will easily e#plore the 9ew $oon impact on volatility in ugust. 3et it be your homework.
($ - 1l&ebra of .ents "art 9ow you are able to record different events and make their combinations. ;e can do it due to a uni7ue feature that e#ists only in Timing -olution: Qniversal 3anguage of 2vents (Q32). It allows to create rather complicated combinations of events very easily. 8owever, there are some small things and nuances related to the usage of this Qniversal 3anguage of 2vents. ;e discuss them in this 3esson. 3et us start with one practical e#ample. I received a 7uestion by email regarding ow Eones Industrial inde#As behavior around the 9ew $oons. The hypothesis to be tested was about analy!ing not all 9ew $oons only those that occur while there is no aspect between the -un and any other planet (e#cept the $oon, of course). 8ow would you deal with such event6 It is not a problem as you have Timing -olution. reate a series of events first. -tart with the 9ew $oon (which is the $oon con5uncting the -un)4 watch for the culmination (no aspect in orb):
It will be $E event. 9e#t step is to record the event when the -un makes the aspect to other planets (e#cept the $oon). (I forgot to mention that the 7uestion was specifically about con5unctions4 however, you may consider other aspects as well.) 3et use the orb J %* degrees. 0ill out "spects" tab this way:
It will be $ event. 3et calculate both these events:
8ere we can see red vertical lines that correspond to 9ew $oons and blue !ones in the bottom that represent periods when the -un con5uncts other planets. 8owever, this is not what we really need4 as you remember, we would like to find the moments when there is no aspects to the -un from the planets. In this case, ot function helps. Type this formula in $odel 2ditor:
8ere $E 9ew $oon4 $ the -un aspects other planets. Thus, O0!$7 corresponds to the event "the -un does not make aspects to other planets". This final formula describes e#actly what we are looking for. 9ow we are ready to do the 2fficiency Test for this event. 8ere it is:
It looks like four days after this combined event ow Eones inde# stays flat (I analy!ed EI %''G**<). There is no energy for further movement, though in five days the bulls come back to the stock market.
nother e#ample regards to stellium. The stellium means several planets in the same /odiac sign or house. There was an Internet discussion of what may happen this 9ovember (**<), when many planets will be in -corpio. ;e can deal with this problem in two ways. The first one is pretty obvious: find all moments (or periods) when the stellium in -corpio takes place and look what has happened then. reate this simple event (any planet in -corpio, either being there or ingressing it):
alculate it:
This red diagram shows how many planets have been in -corpio in regards to available EI data. The program automatically ad5usts the height of vertical lines: the higher the line, the more planets are in -corpio at the same time. It gives you ability to choose the desired number of planets for the stellium. I have found four moments of EI history when si# planets were located in -corpio. It has happened in the year %&F', and the EI has moved this way:
%&F*:
%''&:
and %''G:
It will be in **<. ;hat can we say6 0rom one side, among these + occurrences in the past history, three times there was a drop (in %&F', %''& and %''G). 8owever, I would not make any comments as surely this information is not enough to make any conclusions.
There is more advanced feature in the program devoted to stelliums. It provides more fle#ible way of dealing with the stellium. hoose "-tellium" tab. ou will get this
8ere we define the event when at least + planets are forming the stellium. The width of this stellium is * degrees (this is my choice). -tellium enter option allows to locate this stellium at some specific area of /odiac. In our e#ample, we set the stellium center as e7ual to %* degrees, which means %* degrees of ries. Thus, this event reflects the moments when at least four planets were located between * ries and * ries. If we do not use the "-tellium enter", it means that these four (or more) planets are located in any place of /odiac, within *degree area.
There are so many possibilities to record different events and their combinations. I recommend you to go through all tabs of $odel 2ditor and play with their options. ou will get used to its logic very soon, and you will be able to evaluate different astro related statements very 7uickly. The following are some last notes related to this topic. To calculate the moments of planetary risingKculminationKsettingKanticulmination, set these options:
ou can find very seldom phenomena, such as Nrand se#tile:
=y the way, for the whole EI history, it had occurred only once in %&F:
t the end, I would like to remind you again that it is possible to record many different events in the program and combine them in different ways, creating more complicated events and models. 8owever, this system is open we constantly add new events here as our knowledge about stock market behavior and factors that may affect it is growing all the time.
5uper5earch($ 8amples: 8ere you will find some e#amples of creating -uper-earchKQ32 events. I have included there the 7uestions that I have got from the users of the program. E7 "lanets in "erihelion 1phelion "eri&ee 1po&ee:
ou will get this list:
OerihelionKphelion the planet is at the closestKfurthest distance from the -un (heliocentric coordinates) OerigeeKpogee the planet is at the closestKfurthest distance from the 2arth (geocentric coordinates)
7 =upiter reaches its Ma8imum !Minimum7 declination:
ou can do this for any other planet as well. lso, you can find the planetAs $a#imum NeoK8elio latitude:
3) a) take a planet and search for specific times (to the hour say) since say 1900 to 2005 that it was at say 25 degrees Leo or 23 deg Taurus or 1 deg !agittarius" #) group these results into a) seasons of the year" #)" $odiac houses"
In other words we need to find the moments when any of planets passes Gth degree of 3eo or rd of Taurus or %Fth of -agittarius points. lso, we would like to see when this phenomena occur in some specific time of the year some month or season. It is easy to do with the program: you will have to create several astro events and combine them altogether. 3etAs define the first event 3% any planets passes Gth degree of 3eo. Oay attention that from :! to :! means finding the e8act moment when it happens. -ome planet crosses this point in the sky, this is an instantaneous event as opposite for the planet being in Gth degree of 3eo (which lasts for <* seconds). It is important for further research. 0ill out this form:
-imilarly, create more events. 3 planets pass rd degree of Taurus:
3 %Fth degree of -agittarius:
;e want to find the moments when 9 of these events took place. Type in the 2vents 0ormula $ED$D$A
o not forget to click:
and then the alculate button (see below).
The upper screen shows these moments marked by vertical black stripes:
To get the statistics for these events, click the button as below:
The program displays the 2fficiency Test for this combination, and you can work with it in a regular way. If you would like to research the effect of these phenomena in some specific time of the year, let us say in the month of ugust, you need to create one more event, $J - now is 1u&ust .
and add this event to the formula above. The final formula should be 3+R(3%V3V3). $ultiplication means that these two events 3+ (ugust) and 3%V3V3 (planets passing different degrees) should happen together:
s always, do not forget to click:
9ow you see the result with a possibility to do the statistical analysis of this combined event:
1arying 3+, you can define different possibilities, events like "planets pass these sensitive points above while $ercury is retrograde". In this case, you should define 3+ as:
r this combination may occur when the transit -un is in the first natal house:
and many many others. 3etAs consider the more complicated case: find the moments when planets pass these sensitive points (3%V3V3) while the -un is located in fifth house M 1enus is in the second house. ;e need to create two additional events: 3+ the -un in the fifth house and 3G 1enus in the second house. The formula (3+V3G) means that we look for the moments when the -un is in the fifth M 1enus is in the second houses.
ll these events together are described by this formula: 3etAs modify our model. 3et define 3% (in 3eo) and 3 (in -agittarius) as "N" sensitive points, while 3 (in Taurus) is a "=" sensitive point. ;hen planets pass the "good" sensitive points, the price goes up, while on "bad" sensitive points it reacts by downtrend movement (we might find this or similar information in some book or newsletter). 8ere I define the event "planets crossing the Gth degree of 3eo" a bit differently:
8ere we set G degrees orb for this event. The same is done for 3 and 3 events. 9ow we have 3% and 3 as a good guys a and 3 bad guy. This formula reflects this fact:
Thus we have created the indicator based on sensitive points:
If you really decide to create a working indicator, the "orrelation" button is recommended:
ou can estimate the real performance of the analy!ed indicator. -ee here for more details.
1stro indicators in 0imin& 5olution ;ith Timing -olution, it is possible to calculate any of the most popular astro indicators. 9ow (-eptember **F) there are %F variants of different astro indicators. ou will find among them the indicators well known and described in different sources (such as =erg, Nanue, =arbo and 8off indicators and their variations) as well as the indicators suggested by the users of the program. In this article I will do a brief overview of these indicators and show how to customi!e them for any financial instrument. $y goal was to analy!e how these indicators forecast the turning points and volatility. The ow Eones Industrial inde# data from %''G to ugust **F were used. To analy!e volatility, I used the data from the year %&'*. The orb for anything planetary related in this research is degrees. 3et us start with the description of these indicators. %. Planetar! Pictures )eo "<..'G<& scale . To calculate this inde#, the program takes all angles between the planets in geocentric using *..%'* degrees scale. This inde# shows how many planetary pairs have the same angle separation. I did not find any correlation and price for this inde#. It does not work for EI. . Berg inicator . It is calculated the same way as the previous indicator, the only difference is the use of heliocentric planetary positions. It shows some impact on volatility, especially when the value of this indicator is small (less than %*). . Planetar! Pictures )eo "<..2<& scale . It calculates the angle between planets using *...<* degrees scale. It shows how many planetary pairs have the same angle separation (*..<* degrees scale). 9o effect found. +. Planetar! Pictures Helio "<..2<& scale . It works similar to =erg indicator (Inde# 9) G. Sum of angle separation "4'G<...'G<& )eo . It calculates the sum for all angles between the planets. The program assigns a positive value to the front position, while the back position has a negative value. 9o effect found. <. Sum of angle separation "4'G<...'G<& Helio. This indicator definitely correlates to the top turning points. ;hen the value of this indicator falls into +** to V+** range, the probability of a top turning point is high. F. Sum of a#solute separation <..'G< egrees scale )eo . It calculates the sum of the angles between planets using *..%'* scale, back and front positions have the same value. The value in the range G**.. %*** is related to a bottom turning point. '. Sum of a#solute separation <..'G< egrees scale Helio . The value in the range %G*..V** is related to the top turning point. &. Sum of a#solute separation <..2< egrees scale )eo . 9o effect found. %*. Sum of a#solute separation <..2< egrees scale Helio . 9o effect found. %%. +mount of mipoint conDunctions )eo. To calculate this indicator, the program takes all midpoints between the planets and counts the amount of midpoints that have the same longitude. The value between VGG and V%* is related to the top turning point. %. +mount of mipoint conDunctions Helio. 9o effect found. %. +mount of mipoint oppositions )eo. The value between * .. V%* is related to the bottom turning point.
%+. +mount of mipoint oppositions Helio. 9o effect found. %G. Ine% of c!clical variations )eo . It calculates the amount of wa#ing angles minus the amount of waning angles. It is a strong indicator. The value between V* and VG is related to the top turning points, while the value &..% is related to the bottom . lso sometimes this inde# correlates with the trend:
%<. Ine% of c!clical variations Helio. It may forecast bottom turning point when its value is in the range '..%<. %F. Hoff ine% . The negative value of this inde# correlates very well with the trend. I have added several new models to the program based on this research. Timing -olution users will find these new Q32 models in the upgrade of -eptember %, **F. 8ere is the list: %) model to forecast top turning points. ) model to forecast bottom turning points. ) Trend inde# based on " Ine% of c!clical variations )eo" +) Trend inde# based on Hoff ine% . ou can run these models here:
Memember that you can use these indicators as hints only.
0he most common mistake =efore any discussion, I would like to talk about a very common mistake that takes place when somebody appliesKinvents any astro indicator. 3et us consider planetary pictures heliocentric indicators (;hat follows below, can be applied to any indicator). This indicator simply shows the amount of planetary pairs in heliocentric system that have the same angle separation. There is no mistake yet. It comes later. If my goal would be to sell you this indicator, I would start an advertising campaign with something like this: "3ook at the price chart and the indicator displayed together:
ou see that the big values of this indicator (see the red curve at the bottom) correspond to the ma5or turning points on the price chart ".There is still no mistake. The calculation is W for the chosen time interval, and the conclusion is W. ou may be impressed and buy this indicator. nd it is not W when you apply it for your trading. oes it sounds familiar6 I have seen it so many times in the letters from my users. ;hat is wrong6 ;here is the mistake6It is there. I would call it misrepresentation (maybe, unwilling or unintended). If the picture above is the only piece of information regarding this indicator, we are not actually able to figure out how this indicator will perform. -ee yourself.3et us take ne#t two conse7uent intervals that follow the picture shown above. 8ere are the price chart and that same indicator together, though without any selection:
ould you please make the same conclusion regarding the indicator and the price turning point 9;6 I do not see any connection between the price and the analy!ed indicator.I could easily do the same thing for volatility or any other inde# taking 5ust one good e#ample and making a conclusion that "the high value of our astro indicator tends to increaseKdecrease volatility (or whatever we research)". hoosing the appropriate time span, we can approveKdisapprove anything.To understand how any astro indicator (or any indicator) works, it is necessary to analy!e many subse7uent intervals without any selection. The detailed statistical analysis shows that often these indicators work totally different from what we are e#pecting from them. 0or e#ample if we modify the above mentioned indicator using the geocentric system (not heliocentric), we will find that its high value tends to appear together with TO turning points, not bottoms. Thus the high value of this indicator can serve as a sign (with some probability, of course) for the upcoming TO turning point.In this article I will show you how to analy!e and create the astro indicator using Timing -olution software.
0echnolo&y description - analysis In Timing -olution you can create practically any known astro indicator. 3ook at "stro Indicators" tab. ou will find there %F the most used indicators including Nanue, =arbo, 8off indicators and the indicators based on Olanetary Oictures (=erg), calculated for Neo and 8elio systems.
ou may display any or several indicators together with the price chart:
3et us perform the statistical analysis for any of these indicators. ur goal is to get the ob5ective picture of how this indicator actually works. 3et us analy!e "Inde# of cyclical variation":
This indicator shows a balance of wa#ing and waning angles between the planets in geocentric system. lick this button:
to open the statistical module. ou will get the scattered diagram:
n D a#is the program shows the value of "Inde# of cyclical variation" for all price bars, while a#is shows the appropriate value of 1olatility inde#. ctually you can analy!e any inde# here (I tried M-I, D and other):
I have analy!ed ow Eones Industrial inde# using the data from the year %&'* to **F. The program draws more than F*** points on this diagram. 0or us the most interesting thing is the e#istence of the red regions. ou can see on the diagram two red clusters that provide us a valuable information regarding the effect that this inde# has on volatility. luster 9% shows what happens when this inde# is high. If our astro indicator is higher than F (which means that there are more wa#ing angles between the planets than waning ones), the volatility is high enough: *.G *.FH. ;e can accept this fact as a statistically verified one the big amount of wa#ing angles between the planets leads to the high volatility of the ow Eones Inde#. ou can see there the second cluster. It corresponds to the negative value of this inde#, and it shows the small values of volatility, no more than *.+H. In other words, when there are more waning angles between the planets, the volatility is low. ou can play with the statistical parameters (especially with hi -7uare and $in amount of points in the bin):
It allows you to understand what clusters are the strongest ones.
0echnolo&y description - synthesis 9ow we have a tool that allows us easily find out how any astro indicator affects the stock market. 3ook at the table below. There I put the results of my analysis of %* different indicators. These %* indicators are the most influential for volatility. The values there are the values of the indicator that correspond to highKlow volatility: Indicator
1olatility 8igh
1olatility 3ow
3%J-um of angle separation ( %'*..V%'*) Neo
V'**..V+***
<**..+***
3J-um of angle separation ( %'*..V%'*) 8elio
V<** ... V%G**
** ... %**
3J-um of =-3QT2 angle separation (*..V%'*) 8elio
V<** ... V%***
%*** ... ***
3+J-um of angle separation *...<* V'** ... V** Neo
'** ... **
3GJmount midpoints con5unctions * ... V* 8elio
V* ... V<*
3
V* ... V*
3FJmount midpoints opposition 8elio
V%* ... V*
3'JInde# of yclical variation Neo VF ... V+* 3&JInde# of yclical variation 8elio
V+ ... V%G
3%*J8off /odiacal Inde#
V .. V+
F .. %
8ow did I get this information6 0or e#ample, the first line of this table is received from this diagram:
These values for all %* indicators are statistically verified. Therefore, I can take each one of them as the meaningful event and add them to the Q32 module of the program (Q32 stands for Qniversal 3anguage of 2vents, I include there things that play some role for the stock market):
9ow let us create the final formula that summari!es our newly found knowledge about these inde#es (indicators). onsider the first line: 3%J-um of angle separation ( %'*..V%'*) Neo
V'**..V+***
<**..+***
The message that we get here is simple: EI is volatile when the first indicator is in the range between ('**, +***) and (<**, +***). 1olatility grows when the indicator is closer to ('**, +***)4 it decreases when the indicator is negative (<**, +***). 3et us write this condition together: 3% this is the analy!ed indicator. To write "1olatility is high when the indicator between '** and +***", use this e#pression: Mange(3%,'**,+***). 9e#t we need to write this: "1olatility is low when the indicator is between <** and +***". o the subtraction:
Then perform the same procedure for the ne#t indicator: 3J-um of angle separation ( %'*..V%'*) 8elio
V<** ... V%G**
** ... %**
dd it to the first one. 0inally you will get the formula that involves all analy!ed terms. -ee how this indicator looks (red our indicator, blue actual volatility):
f course it is not an ideal, I would not recommend it to you as your ma5or trading tool. 8owever, its 7uality is a lot better than that of any indicator by itself. ;hile you are working with this complicated formula, I recommend to set this option 00 to hide all terms that our indicator consists of:
2ow to create an indicator to re.eal turnin& points The technology is e#actly the same as above. The only difference is that instead of 1olatility inde# in the scattered diagram use a detrended !ig!ag inde#:
8ere the top part of diagram corresponds to the top turning points, the bottom to the bottom turning points. Thus the upper red cluster can be interpreted as this: when the analy!ed inde# is in the range ** to VG**, the up turning point is more probable.
"lanetary 0ime in 1ction ny techni7ue begins with some very simple and clear idea. The idea of planetary time ("0) came to me from one of my Mussian astrology teachers, $rs. ugustina -emenko. This idea gives a room under one roof for pure scientific techni7ues like spectrum analysis and pure astrological techni7ues.ugustina was a uni7ue woman. In communist Mussia, she worked as an astrologer in the biggest aircraft manufacturing company (Tupolev, TQs). It was practically impossible in Mussia several decades ago, but this talented woman did it. The story says that there was some aircraft ground testing going and the guys faced with some hard and dangerous malfunctioning in the machine. ugustina (an admin assistant at that time) went to the chief officer and asked him a 7uestion whether they had had the same problem a couple of weeks ago. They were surprised how she could know about that as it was a classified information. It really was e#actly as she saidU Olus ugustina suggested them to do a ma5or fi#ing of some particular device, otherwise the big problem with this aircraft should occur in a week. oes it sound like a fairy tale to you6 The guys thought the same. They said, "9o kidding, we do not believe in thatU". 8owever, there was a fire on that plane in a week and it burned out. ;hen the guys came back to her, ugustina told them about another date when the same dangerous situation might occur again. This time they accepted ugustinaAs advice and saved the aircraft. fterwards she did charts for the testing flights. ;hen I have met this woman twenty years ago, I have been very surprised by this fact. ;orking in a scientific facility, I understood that sometimes we face with effects that do not look like other physical processes we are
used to deal with. I do not know when e#actly this story has happened. 8owever, I can show you how the idea behind it might work now, in $arch, **F. week ago $ercury has ended its retrograde motion and started the direct one. Today ($arch %, **F) it is located at Fth degree of 7uarius. 3et us look together on $ercuryAs tra5ectory:
s you see, $ercury crosses the Fth degree of 7uarius three times this year: Eanuary *, $arch and $arch %. This is the astronomical fact. If we assume that the planets somehow affect our life, we can state that something should occur in our lives three times in regards to $ercuryAs effects. In other words, if something $ercury related has happened on Eanuary *, it is 7uite possible that this (or similar, or reminding us about the first one) event has to occur on $arch , and a final reminder should appear on $arch %. The degrees related to particular retrograde motion of $ercury form its "shadow". $ercury will leave its shadow on $arch F, **F, starting a totally new life cycle (a $ercurial one). Memember that "shadow" starts when $ercury is still direct, covers the whole retrograde area and ends when $ercury is direct again. The picture shows $ercuryAs shadow between Gth degree of 7uarius and %*th degree of Oisces.The observation of retrograde $ercury gave to my teacher ugustina the hints regarding that aircraftAs malfunction in early %&F*s. s I said, I do not know the dates to provide you with the e#act information. 8owever, if it would occur on Eanuary *, **F, the same malfunction could occur again on $arch (as a reminder of this problem), and the ne#t dangerous date might be $arch %. It is like osmos says to us, people, something, we do not hear4 osmos says it again giving us chances to act or make our choices, and then It sets the final verdict for this problem. (=y the way, that fact has surprised me so much that I have started to study astrology in depth. It also helped me to make a final decision and switch from scientific programming at the Institute of 9uclear Mesearch to astrological programming.) 3ater, when I met my merican astrology teacher, $r. lphee 3avoie, I have heard about this techni7ue again only in respect to Eupiter. These three touches of Eupiter help to solve problems related to wellness, wellbeing, and material abundance (such as getting a 5ob). 0echni+ue %escription
9ow let us switch from burned aircrafts to our theme stock market. If cosmic memory affects aircrafts, it should affect the stock market as well. s we have seen, $ercury gives three reminders demanding you to pay attention or giving you chances to do what you should do. The same is true for other planets (e#cept the -un and the $oon). 3ook at these !ones:
These colored bars show the periods when $ercury, 1enus and $ars are retrograde4 in other words, during these periods the planets try to "teach" us something. 3et me show you one thing. In Timing -olution choose this item:
and drag the mouse across the screen. ou see sometimes that the program shows three vertical lines:
These lines correspond to the moments when $ercury is located at the same /odiac position inside its shadow. The general idea of this techni7ue (an astro charting tool) is that we are looking for the moments that somehow are related to each other4 it may give us some tips regarding future market movements. ;hat is good is that these moments are pointed by planetary positioning and do not depend on our sub5ectivity. (This module is "a charting tool". It does not provide neither any evaluation in numbers nor the pro5ection line which is possible by means of other modules of the program like Q32 and 9eural 9et.) lick here to see how these $ercury "shadows" appear and disappear while we drag the mouse. I believe that this issue is worth of detailed research in respect to every planet. 8ere are some hints regarding $ercury. It looks like the $other 9ature tells us about some problem while $ercury is direct. ;hen it becomes retrograde, this signal is much more stronger, and finally, on the ne#t direct movement, we receive the final estimation of this situation in respect to our action (the aircraft burned out). These are $ercuryAs doings in summer **<:
The first signal with %.GH drop took place on Eune F ($ercury was passing &th degree of ancer). Then, in the middle of Euly, $ercury reminded us about this situation again while being retrograde. It caused three terrible days for the stock market. In the beginning of ugust, $ercury has passed this degree again. The draw down was not so dramatic. 3ooks like "students have done their homework": ow Eones Inde# has recovered and gained F uptrend months. hanging the properties of this charting element, you can change the planet. Memember that this techni7ue is oriented to the planets having a "shadow" (regions located around the retrograde !ones):
0or e#ample, there is no $ars shadow now (in the middle of $arch, **F), as it is far from its retrograde !one, so the program shows the current $ars position only:
8owever, -aturn has its shadow now:
If -aturn tells us something, we would e#pect some action on Eune %*, **F. ;hat might it be6 -ee the hint from the first -aturnAs reminder:
The second hint is a giant drop on 0ebruary, F which is visible in any price chart scale. -o, do your homework and make the conclusions yourselves. I recommend to check all these hints for important events in the stock market. ou can use not only planets themselves, try different planetary combinations as well (like analy!ing the angle between 1enus and Eupiter in geo and helio coordinates). nother variation of the same idea is presented by "Olanetary Meturns" techni7ue: it shows all dates when some planet has passed a certain position (caused by other reasons, not only by retrograde motions). 8ere is how it looks:
This picture shows the moments when the $oon is located in certain position. ne more techni7ue is called "Olanetary 27uidistant 3ines":
rag the mouse from one point of the price chart to another (let say, from point to point =):
The program calculates the -unAs (or any other planetAs) position at point and the angle difference between the -unAs position in points = and . In our e#ample, the -un has passed degrees G minutes between these two points (the -un at point is in the *th degree of -corpio). Thus, the program shows all moments in respect to the -un position with the step of degrees G minutes starting from the point . (The ne#t line is set at R.GJ
This irregularity is caused by $ercuryAs retrograde motion.
The initial point is in the beginning of 9ovember **<4 $ercury has become retrograde in nd degree of -corpio, this position of $ercury has a shadow. The second point is % degrees of -agittarius4 the distance between these points is % degrees. ;e calculate the second step point the same way4 this is %.+' -corpio V R%.%FJ+. degrees of apricorn. ;e come to a shadow !one again doing step G. ;hile working with this module, it is very important to find the "key" planetary combination that catches turning points. 0or e#ample, working with ow Eones Inde# for the last years (**G**F), I have found that the angle between the -un and Eupiter provides good results4 as a basis I used two ma5or turning points (Euly %F,**< and 0ebruary *,**F):
8ere the first turning point (a bottom) occurs on Euly %F, **<4 the corresponding angle between the -un and Eupiter is %*+ degrees. 0or the ne#t ma5or turning point (a top) on 0ebruary *,**F, the angle between the -un and Eupiter ha changed on %F' degrees. ddingKsubtracting this angle, we can get the dates for other key points in the future and in the past: in the past to see how well the stock market "remembers" this combination, in the future to use this info for our trading. 8owever, not all turning points are described by this model. This method is very similar to another astro charting tool:
It draws the e7uidistant vertical lines, e7uidistant in time, like this:
The difference between this method and the ne#t one in the same menu that we use different time metrics. In the e#ample above, vertical lines are distant from each other for <* days we use =ulian 0ime to calculate the distance between two lines. ;hen we work with "Olanetary 27uidistant 3ines", we do e#actly the same but instead of Eulian Time we use "lanetary "ositions as a measure of the time. =ecause the planets move non evenly and sometimes become retrograde, these lines are located irregularly.
Goin& into %epth - "lanetary 0ime
;orking with omposite module in Timing -olution, I have understood that we can work with planetary angles e#actly as we do with usual Eulian time. -uppose the Qniverse uses the watches that point $ercuryAs position instead of even minutes that measure the time by means of the atomic clock. The world that uses the planetary time looks very strange sometimes: time there might flow sometimes in the opposite direction (when $ercury is retrograde) and forces us (or gives us a chance what would you prefer6) to go back to some events of our lives. This is the irregular time, and we have to relive some periods of this planetary life several times (three times). If we return to the e#ample with the aircraft in the beginning of this article, we can say that these points are belonging to the same planetary moment (while we have three different events in Eulian time):
0rom the point of view of the planetary time, the Qniverse takes these three events as 5ust one event, thus they should be similar to each other.
-urely this is a mathematical construction, nothing else. =ut some well known astrological techni7ues look in this strange ;orld very logically. 0or e#ample, the planetary lines in the planetary time Qniverse look as simple straight lines. -o, the trend lines in this Qniverse will look in our normal ;orld like planetary lines. $oreover, the planetary time concept makes possible the application of such sophisticated math techni7ues as spectrum analysis. Timing -olution allows to calculate spectrum (i.e., find the cycles) in this planetary time. s an e#ample, look at this periodogram for corn prices calculated in 1enus geo time:
ou can see that there are at least three strong cycles in corn prices4 however, these cycles e#ist in 1enus geo time. 8ere are these cycles: %) ++.+ degrees 1enus cycle4 ) <+. degrees 1enus cycle, and ) &** degrees 1enus cycle. These cycles provide us some hints as to what angles are better to use in "Olanetary 27uidistant 3ines". lso, it makes the phenomenological approach (used in Timing -olution) more accurate and scientifically logical. 0or e#ample, Timing -olution software can e#tract cycles from periodogram and generate the pro5ection line based on these cycles. 8owever, these cycles e#ist in planetary time while the results are shown in our usual time that we used to live in.
uestion:
would wish to be able to use Composite module to research on market beha.iour when the planets are in retro&rade and show the difference between when a planet is in retro&rade and when it is in direct< 1nswer:
0irst of all, remember that it is better to use Ohase /odiac while analy!ing the effect of retrogradeKdirect motion on the stock market. 9ew $ercury phase (i.e., !ero degree) corresponds to the culmination of retrograde motion. 3et us consider the motion of the -un and $ercury at the same diagram:
8ere the red line is the -un>s tra5ectory, and the blue one is the tra5ectory of $ercury. ou see the $ercury dancing around the -un, and the range of this dance if defined by the elongation angle (it is pure astronomy). The phase /odiac reflects this movement perfectly. The diagram shows that $ercury starts its retrograde motion appro#imately weeks before con5uncting the -un and ends the retrograde motion after this con5unction. ;e can consider the con5unction as a central point of this retrograde motion4 $ercury reaches there the ma#imum speed of retrograde motion. ou need to know that this con5unction corresponds to 9ew $ercury (i.e. !ero degree of $ercury in Ohase /odiac). Mun the stronomy (omposite) module in Timing -olution and set these parameters:
3ook at the composite diagram now:
8ere the black stripes correspond to the !ones when $ercury is retrograde. Thus this diagram allows you to see three stages of $ercury>s retrograde motion together with the price:
%) $ercury starts the retrograde motion4 ) $ercury con5uncts the -un4 ) $ercury ends the retrograde motion. 8ere we have analy!ed ow Eones Industrial Inde# (%&'G**<). 3ooking at this diagram, it is hard to make certain comments on the trend in respect to $ercury>s motion.
;e can make at least one assumption: some uptrend movement (though not a strong one) begins several days after $ercury con5uncts the -un:
Try to do the same thing for 1enus. ou will be able to make more certain assumptions:
The market makes this !ig!aglike movement in respect to 1enus>s retrograde motion. It is interesting that its influence becomes stronger after 1enus con5uncts the -un. 0or outer planets ($ars to Oluto), the rule is different. The retrograde movement is formed around the planet>s opposition to the -un. s an e#ample, let us look at 9ew Eupiter. In Neocentric coordinates, 9ew Eupiter corresponds to the -un Y Eupiter opposition. Eupiter makes its retrograde dance as far from the -un as possible. Thus the Eupiter movement looks:
9ow look how the Eupiter movement affects a ffects the ow Inde#. The blue arrow covers the period per iod when Eupiter has started its retrograde motion. 8owever, after the -un opposition to Eupiter, something has happened in the sky. Eupiter is still retrograde though the market starts rising, and this rally continues till Eupiter starts its direct motion:
Thus, when we analy!e markets in respect to planetary retrogradeKdirect motion, the Ohase /odiac is easy and convenient way to do that.
To complete this article, I will do the analysis for different financial instruments in respect to planetary retrograde retrograd e motion (I will show only the most mos t interesting findings): findings ):
Gold Orice goes down when Eupiter is retrograde after the -un Eupiter opposition:
Orice goes down when -aturn is retrograde before the -un -aturn opposition:
Orice goes up when 9eptune is retrograde after the -un 9eptune opposition:
uro(5% $ars is very influential. Orice goes down when $ars is retrograde before the -un $ars opposition and after that it goes up:
-trong drop when -aturn starts its direct movement:
Orice goes up when Qranus is retrograde after the -un Qranus opposition:
ow Eones Industrial %''G**< orn price %&+&**<
Nold price %&FG**<
3etAs start with ow Eones Industrial Inde# (EI). 0irst of all, I would like to remind that perigeeKapogee describes the distance between Eupiter (in our e#ample) and the 2arth. 3et us calculate and watch how this distance changes in time. In -uper-earch module, you need to define this event:
alculate it:
This diagram shows how the distance between Eupiter and the 2arth changes within four years. These waves are caused mostly by the 2arth revolving around the -un. To see the influence of Eupiter, we should look at this picture in a bigger time span: span :
The 2arth rotation here is presented by a cycle that is very close to the usual annual cycle. lso, you can see a %year cycle4 this is Eupiter. 3et us analy!e what could happen to EI when Eupiter reaches the furthest distance from the 2arth, i.e. Eupiter is in its pogee.
To do that, fill out the -uper-earch form this way:
alculate the 2fficiency Test for this event clicking on this button
.
ou will get:
This diagram definitely shows that the %ow =ones ndustrial inde8 drops down a week before =upiter reaches its 1po&ee . fter that, when EupiterAs distance to the 2arth decreases and Eupiter becomes brighter, the EI goes up. ;e can confirm this fact statistically as well:
ou see that the week before this phenomenon the price went down < times against +' up. The chi s7uare statistic shows that this result is not occasional with &GH probability. It is interesting to note that EupiterAs Oerigee has no effect on EI. In other words, the ow Eones Industrial inde# is very sensitive to the furthest position of Eupiter. ;hen Eupiter is closer to the 2arth (it means that EupiterAs gravitation is higher), the EI has no reaction to this phenomenon. 9ow we will analy!e the EupiterAs influence on corn prices. 0or Eupiter in pogee, the 2fficiency Test looks:
ou see the week before Eupiter reaches its pogee, the corn price starts rising. =ut one day before this phenomenon, we have a sharp drop (* down against %+ up). The Oerigee point has no affect on corn (as for EI). 0or Nold price, we have no influence at EupiterAs pogee, while some weak influence presents from Oerigee point:
There is a small drop in gold price around this phenomenon. This is 5ust a case study as a part of "-tudy" pro5ect to demonstrate how to conduct this type of research. ou can provide it for other planets. lso you can provide this research for Oerihelion and phelion points, i.e. the distance between analy!ed planet and the -un:
lso pay attention on events related with planetary nodes, i.e. the moments when planet crosses the 2cliptic plane. 0or e#ample, this is the 2fficiency Test calculated for EI for the moment when 1enus crosses the 2cliptic ingressing into -outh semi sphere:
%eclinations: how they affect the stock market The declination is in fashion nowadays. It is a necessary item of many Internet group discussions. nd most of the software that touches astro base in any way uses the declination calculation at some point. In this small article, I would like to introduce the way of conducting research on declinations using $arket Trader andKor Timing -olution software. 0irst of all, let me make some notes on declinations in general. eclinations are used by anyone who takes the planetary movements into consideration. ur interest is in the forecasting of stock market behavior. It is a common belief nowadays that stock market behavior is strongly connected to mass psychology. There are many ways to work with mass psychology phenomena. ne of the possible ways is to consider the findings of old astrology, so called astro indicators. There is a documented evidence of the usefulness of such indicators (especially of those that can be calculated and are described and confirmed by methods of modern astronomy and mathematics). There is no proven theory yet that e#plains the mechanics of the relationship between the Qniverse and $an (though there are some attempts to it). 0rom this point of view, declinations are one of the many factors that we might be willing to consider. ur task now is to reali!e to what e#tent and how they are useful in market forecasting. ;hat are declinations6 The declination is related with 27uatorial oordinates. 27uatorial coordinates describe a plane defined by the daily rotation of the 2arth around its a#is4 it is inclined to 2cliptic appro#imately at degrees. This is a very important angle as it is a reason of hot summers and cold winters on our planet. If this angle would be e7ual to !ero degrees, we would never have the summer and winter. ll year around we would e#perience the same temperature4 to me, it is too boring. If this angle would be very big (like &* degrees for Qranus), we would have e#tremely hot 9orth (especially around the Oole) and e#tremely cold -outh. The degrees is the best angle, at least for those who like skiing in winter and swimming in summer. 9ow, the declination. The declination is nothing more than a parameter that shows how far the planets and ob5ects in the sky are located relative to the celestial 27uator plane. There is nothing mystic in calculating declinations, the modern astronomy and mathematics do it well, and you can find the declination points info in ephemeris. -ee how the -un declination is changing within the year:
The -un reaches the ma#imum -outh declination of degrees F minutes around hristmas time (ecember *th, ;inter -olstice) and the ma#imum 9orth declination in the end of Eune (Eune *th, -ummer -olstice). I have created this model using these settings in -uper-earchKQ32 module of the program:
9ow, let us consider the $oon declination (a blue diagram, added to the previous one):
The -un and the $oon paint on the 27uatorial sky the regular sinus waves. It is not so nice with the planets. -ee this picture painted by 1enus:
The 1enus declination line is not so regular as the -unAs or the $oonAs. The reason is so called retrograde movement of 1enus sometimes. 8owever, this fact makes the 1enus declination cycle (and the declination cycles of other planets) very suitable for stock market prediction. 3et us go back for a minute to the -un declination picture (see above). The star -un creates the most regular pictures in the sky thus setting the legal bands for other planetsA movement as degrees F minutes to both sides. Qsually, the planets move inside this band (as to paying their respect to the most important person in the -olar system4 immediately all ancient legends come to mind, with the -olar god in the middle). 8owever, sometimes they are able to break these rules and spend some time outside these legitimate .F degrees. These !ones are called "ut of =ounds". ctually, these !ones are very interesting. -ee this diagram for the $oon breaking the rules stated by the -un in **<:
In **<, it happens to the $oon two times a month for G days each time. These !ones are marked by red stripes. 3ook at the same picture for a wider time span, from the year *** for * years ahead:
The red !ones correspond to the $oon "ut of =ounds". ou see there &year periods when the $oon is allowed to move out of border, and then there is &year period when the $oon does not break these borders. Together, they make an %'year 3unar cycle (so called -aros cycle). The current period of the rebel $oon has started in **% and will finish in *%%. -ee these dates and compare them to the recent history:
The $oon left the legitimate borders for several hours on ugust %G, **%, then for a little bit more time on ugust ', **%, and on -eptember %%, **% the $oon spent outside these =orders more than one day. I do not want you to take this as the e#planation of the great tragedy that has happened that day4 I only state that at that day the $oon (our emotions) was for more than a day out of the -unAs boundaries.
This red !one will finish on pril *, *%%. 9ow (Eune *, **<) we live in the highest point the $oon is ut of =ounds %*% days a month. It was a situation of the years **+, **G, and **<. 9e#t year, **F, it will be out &%% days a month4 in **' F' days4 in **& and *%*, about < days a month. -o, if these !ones affect our lives in any way, now we are on the way to more proper position of the $oon and, probably, to more "7uiet" period of our history. (2verywhere, when I refer to "legitimate", "proper", "rebellious" or similar terms in regards to the planets, it reflects the lack of our knowledge and research of this very comple# matter interrelationship between humans and the Qniverse.) 9ow, let us return to financial astrology needs in the light of the declination. ;e need to find the answer to this 7uestion: o the declinations of different planets have any impact on a chosen market6 The only way is to conduct a research on every financial instrument in regards to the declination of every planet. It sounds like a lot of work to do. 8owever, we are in a much better position than the researchers of the past: we have computers now and necessary tools to conduct this research. $anually, it would be impossible to do this 5ob (only some random e#amples, as Neorge =ayer did). ;ith a computer and without a proper tool, it will take too much time, machine and human as well. ;ith our software, it is 7uite easy and definitely fast. I did the following e#amples for ow Eones Industrial Inde# data. $y purpose was to show you how this research can be done and what things are worth to consider. Though I did the comparison of declinations of several planets, I provide here the e#ample of the research for one planet declination only. I do it using two different techni7ues. Two other e#amples show the research of compounded models. ou can try to do the same research yourself (or e#plore any other financial instrument). 0or me, it is easier to make e#amples as the answers to some 7uestions. ;uestion <5. =hat is going on with ow >ones Industrial inde# *>I in respect to Mars declination?
There are several ways how to deal with $ars declination in the program. ;e could do it e#actly as we did before for the -un and the $oon and 1enus: create a -uper-earchKQ32 event and see the dates when it actually had happened. Then we could do a statistical analysis for these dates, for turning points of EI price history diagram, including specific amounts of increaseKdecrease for H, GH, etc. The program can do that. 8owever, it would not be a smart solution if we analy!e the EI data from %''G to **< (practically %* years of price history). ne of the reasons is that we cannot state that $ars declination was the only cause for all these moves. ;hat we can do is to evaluate the $ars declination input. This is how we do it. Mun the omposite module and set these parameters:
ou will get this diagram:
This diagram is divided on two !ones, 9orth and -outh semi spheres. ou see that in general the values are higher for the 9orth part, especially when $ars reaches degrees of its 9orth declination4 in this case, the EI is pretty high. The omposite model gives us the general idea only4 to get more detailed answer to our 7uestion, we need to use 2fficiency Test module. It is shown in the ne#t e#ample. ;uestion <:. =hat does happen to >I when @enus declination reaches its ma#imum 0outh value?
In comparison to the Luestion S% (where we were e#ploring the impact of the planetAs declination in general), here we consider a specific value of the declination. It means that prior to this we have to e#plore the impact of 1enus declination on EI in general. -et these options in the $odel 2ditor:
and calculate the 2fficiency Test for this event. 8ere it is:
It shows a drop in EI value, though not a significant one ('& down against F' up). The same way you can calculate the $a#imum 9orth eclination (choose Ma8 option) or find the moment when the planet crosses 27uator, i.e. has !ero declination (choose 3alueLB option). ;uestion <%. =hat does happen when @enus declination is higherlower than Mars declination?
In this e#ample, we do not e#plore the declinations of each planet separately, we are trying to understand the impact from their mutual position (there is an idea that the planets and heavenly bodies might work as filters or lenses to some kind of cosmic energy). s we are looking for a general evaluation, we go to omposite module again. -et these options in the omposite window described above:
ou will get this diagram:
This diagram presents two regions: the right side is for 1enus declination higher than $arsAs, while the left side is for 1enus lower than $ars. The diagram shows that EI is high when the difference between 1enus and $ars declination reaches the e#treme values, especially when 1enus is lower than $ars. Luestion S+. ;hat does happen when 1enus and the -un have the same declination6 s we are discussing a specific value, we will work with 2fficiency Test. -o, set these options in the $odel 2ditor and run the 2fficiency Test:
The 2fficiency Test looks like this:
The 2fficiency Test indicates the significant drop a week before this event (%'% down against %G+ up).
In this e#ample above, we have analy!ed the aspect of parallel between 1enus and the -un. It occurs when two planets have the same declination. There is another possibility as well: when two planets have an opposite declinations (like $ercuryAs declination is %G degrees -outh and EupiterAs declination is %G degrees 9orth). It is called a contraparallel aspect. This kind of aspects can be defined in the "spects" tab as well:
hoose the planets to be analy!ed and click "-tandard riteria" button. ou will get this:
Then you can work with this event as usual. 0or e#ample, see this 2fficiency Test for the event $ercury ontraOarallelEupiter:
gain, my intention here was only to show how to do the research on declinations with this software. I believe that now you can easily analy!e any planetary combination and different phenomena that involve a declination.
Gra.itation of the planets and its effect on the stock market s definition states: "gravitation force is the tendency of ob5ects with mass to accelerate toward each other" (see http:KKen.wikipedia.orgKwikiKNravityK). This force makes the $oon moving around the 2arth, and the 2arth and other planets moving around the -un. This force keeps Nala#ies together preventing their dissipation on single planets and planetsA dissipation on single atoms. 0or physicists, the gravitation is the most enigmatic force in respect to the other knowing forces. ;e can do a research on the impact of this force on the stock market. In this small article I will show how to do it for ow Eones Industrial Inde# %''G**< with Timing Solution software. In Timing -olution, the gravitational force is presented by these three persons: a &ra.itational force itself, a tidal force and a &ra.itational potential. ;e will e#plain the difference between them using the classical legend of how -ir Isaac 9ewton had got this idea observing a falling apple. Bravitational forceC it is the degree of how the 2arth accelerates the apple. &idal forceC different parts of our apple are affected by the 2arth differently. The side of the apple that is closer to the 2arth is affected stronger than the other side of it. 0or the apple, this difference is miserable, but for the astronomical scale this force becomes very important. Bravitation potentialC we can take it as the energy that apple is getting when it falls.
In Timing -olution, define the gravitation terms here:
s an e#ample, let us consider the planet of 1enus. 0irst of all, we want to know the gravitation force of 1enus that affects the habitants of the 2arth. -et these options: 8ere is the diagram for this force in **<**&:
This is the oscillation of 1enus gravitation around its average value. -ometimes it may be more interesting to deal with the change of this force in time, not with the gravitation force itself. The force may be small, while its change is pretty significant. In this case, we should research Mate f hange (M) of Nravitation force, it is here:
0or the same time period, M of the gravitation force looks like this:
ou may choose to see the tidal force and the gravitational potential4 these options are here as well:
ctually the gravitation, the tidal force and the potential look pretty much the same:
The most narrow peak is for 1enus tidal force. This has been done for 1enus gravitation toward the 2arth. ;e can do the same for the gravitation between 1enus and the -un. -et these parameters:
"8eliocentric" means that we consider the effect of the planets towards the -un, not the 2arth. The gravitation force of 1enus on the -un looks like this:
hange of this gravitation force looks very interesting:
1ery similar pictures are received for the tidal force and the gravitational potential. 9ow, 9ow, let us research how these forces f orces affect the ow Eones Industrial Industr ial Inde# (EI). I have downloaded downlo aded the available history, from %''G to **<.
lick this button: whole price history to do the analysis.
to set 3earning =order ursor to the last point. Thus we will use the
;e start with the gravitation force of $ercury:
alculate this event ("alculate" button) and click "M" button:
ou will get this information window:
The correlation *.%'H is pretty small, so we can conclude that $ercury gravitation does not affect the EI movement. hecking all possibilities one by one, I have found the following important phenomena: a) Nravitation force of 1enus (geocentric). orrelation is about GH:
The negative correlation means that the EI tends to reach its 3; point when 1enus gravitation is high:
b) hanges of $ars gravitation force (geocentric). orrelation is .H, not big. Oractically the same s ame results are received for the changes of $ars tidal force. 8ere is its effect:
c) 1ery strong influence is provided by $ars gravitation force in 8eliocentric coordinates. I have got here the biggest negative correlation cor relation F.&H. The negative correlation correlat ion means the inversion when tops of the diagram correspond to the bottoms of EI, and vice versa. The wave provided by this event looks:
ctually, the impact on EI of the planetary gravitation does not look significant (e#cept $arsAs). 8owever, I have got some not bad 9eural 9et pro5ection line based on gravity effects:
In 9eural 9et module, you can define the gravitational effects here:
nd the last note: it looks like the gravitational forces are more effective for non directional indicators such as volatility. This issue needs additional research on different financial instruments. 0or e#ample, the volatility of gold price has a big correlation to the changes of $ercuryAs gravity force (geocentric):
r, if we do a negative sum of the effects of gravity forces for the -un, $ercury, 1enus, $ars and Eupiter:
, we will get a very good appro#imation for D inde# (this fact is proved with probability &'H):
I hope I have shown the possible frame of this research.
5olar 5ystem Center of Mass !CM7: case study -olar -ystem enter of $ass (CM) is the center of mass of our -olar -ystem. ue to the fact that the planets constantly rotate around the -un, the center of mass constantly changes its position. The most interesting fact is that this point makes its dance around the -unAs disk. -ee how $ moves in years **< *:
The yellow circle represents the -unAs disk. s you can see, sometimes $ dances 5ust around of the -unAs photosphere (from ugust **< till pril *%* a red curve). Then it dives into the -unA s disk and makes passes inside the -un (pril *%* to Euly *%< a blue curve) and after that makes very wide figure outside of the -unAs disk. To see the beauty of this dance, we need to watch it during at least a hundred of years. -ee how tra5ectory of -olar -ystem enter of $assAs looks in a wider time frame (years %&G**G*):
Is there any connection between $ moves and the stock market6 If such a connection e#ists, we may use it to predict the future of the markets. In this small article, I will conduct a case study for $ and show possible ways to use this point to forecast different financial data. I am not a pioneer here4 I only continue the work that has been started by Theodor 3andscheidt and is described in his e#cellent book, "-un2arth$an". ;ho are the ma5or performers of this dance6 0irst of all, this it is the -un itself. It possesses &&.'H of the mass of our -olar -ystem. It keeps our dancer ($) totally under its control, allowing them from time to time to make the figures outside the -unAs photosphere. -econd player is the heaviest planet of our -ystem, Eupiter. Eupiter dictates to our dancer its %year rhythm. This is important as the rhythm is very important issue for dancing. -aturn and 9eptune, the ne#t heaviest planets, add a variety to this dance. They add the sense of the art to this dance, otherwise the dancer will be 5ust running rounds. ther planets add some nuances visible mostly to the professionals. 3et look at this dance in details. s I said, Eupiter defines the rhythm of this dance. 3ook at $ and Eupiter ephemeris:
They are pretty close. 8owever, once in every %G*** years something terrible happens. The dancer does not follow the direction pointed by Eupiter and moves retrograde. This the tra5ectory of -olar -ystem enter of $ass for the last ** years:
ou see here that $ has been retrograde in %'%% and %&'& years. This is how it moved in %'%% year:
ccasionally or not, two years after %'%% the 9apoleon 2mpire ceased to e#ist as well as the ommunist regime in Mussia (two year after %&'&). 9ow let us look at our dancer pairing some financial instrument. It looks like the $ has some impact on onsumer Orice Inde# (OI). I have the OI data for Nreat =ritain. The data used cover a period from %<<< till now. In some book, I have seen a diagram for that same inde#, starting from the year %+G*. Qnfortunately, I do not have these data and would be happy to get it. I would like to mention also that this research is 9T an illustration of some econometric theory. I simply look at these data from the point of view of mathematics and astronomy. 3et us start. =elow is the diagram that represents OI, as per our data file. The first attentive look at these data reveals that OIAs behavior has changed significantly in F*s (DD century). It became rising a lot faster than it did three hundreds years before:
I$8 this is caused by the fact that money and gold have been separated at this time (=retton ;ood conversion has been abandoned). -o I conduct the statistical research for the data from the year %<<< till %&G*.
=elow I draw the radius of -olar -ystem enter of $ass (a blue diagram) together with the variation of OI factor (a red curve: oscillator with periodJG years):
s you see, there is some coincidence between the blue ($) and the red (OI variation) peaks. It is not ideal4 however it is present. The mathematical analysis shows that these two diagrams ($ radius and OI) correlate to each other, and the correlation coefficient is %%H. It means that the further $ is located from the -olar center, the higher inflation we have. ;hen the dancer is under the -unAs control and makes some figures dancing inside the -un disk, the inflation tends to be smaller than at the times when these figures are performed outside the -un. $uch more interesting results are provided by the analysis of the latitude of the -olar -ystem enter of $ass. -ee it below, together with OI:
The correlation now is about *H. It means that these two factors are related with a high probability. Oractically it means that the higher $ is inclined to the 2cliptic, the higher inflation we have. I think we can improve these results using Eupiter 2cliptic instead of the 2arthAs 2cliptic. This is the $ latitude for * years of this century:
t least two years already I have seen many forecasts regarding the coming hyperinflation for the ne#t year (it was said about **<, **F, and **'), predicting the gold price at Z*** and the oil price at Z**, together with many other terrible things. I believe and hope that all warKeconomicsKli7uidity problems will be solved smoothly, the osmic weather gives us some chance for that. nce again, remember that this is not an econometric analysis, it is the analysis of only one factor, OI for Nreat =ritain because of the available long term data. ther inflation related indicators (like OOI, $ inde#) simply have not enough recorded history data to make any long term forecast.
ll our programs allow to calculate a position of the -olar -ystem enter of $ass. It is marked by the same symbol as the 9orth 9ode in heliocentric coordinates:
This ob5ect has no relation to the actual $oon 9ode, we simply use this symbol in heliocentric coordinates because the $oon 9ode in heliocentric system has no sense at all. Thus we can use $ in the standard procedures of financial astrology. 0or e#ample, we can make a composite diagram that shows the ow Eones Industrial Inde# movements in respect to the $ position. 8ere it is:
The data from %''G till **F are used to calculate this diagram. $ore detailed analysis shows that the most reliable tendencies are: a) EI goes up when $ is in ries4 b) EI goes down when $ is in Taurus and Nemini4 The effect of all other areas of the diagram is rather mi#ed. This is how the composite diagram works in time (the green line):
0or your information I put the ephemeris for $:
The last phenomena related to the -olar -ystem enter of $ass that I would like to mention is its con5unction with Eupiter (in -uper-earch module, the corresponding event is: the 9orth 9ode con5unction Eupiter 8elio). This phenomenon takes place appro#imately once in %* years. It usually has downtrend impact on the stock market. The 2fficiency Test shows that within a month around this con5unction ow Eones goes down (% times down versus % times up):
Memember that this aspect takes place appro#imately once in %* years. 0or me this fact is very interesting because for years I try to find some rational e#planation to &year Euglar cycle. The analysis of many financial instruments shows that almost all of them contain one of these economical cycles: %) +* months Witchin cycle and ) &%* years Euglar cycle. These cycles are visible in the spectrogram for ow Eones inde#:
-o far I am not sure about the nature of this cycle. $aybe, it is a half of the $oon 9ode cycle4 maybe it is related to the EupiterAs con5unction with $ cycle.....
5aturn-eptune cycle: case study Luestion: How oes upcoming 1<< Saturn4-eptune opposition impacts the stoc* mar*et0 0irst of all, you need to figure out the periodicity of this phenomenon. The -aturn9eptune cycle is < years and to make any conclusions regarding this aspect, we need to have at least %** years of price history. That means that we can apply this analysis to the longest available daily data. I have data for ow Eones Industrial inde#, from %''G to **<, %* years of price history. The most typical mistake that appears in astrological research is the application of long term cycles to non consistent historical data. ou should always remember the period of analy!ed phenomena. 9ow let>s research -aturn9eptune opposition with Timing -olution software (you can do it with me, try the emo from the website www.timingsolution.com): %) ownload the EI data and click BalculateC button ) No to BQ32C tab in Timing -olution and click B2dit $odelC button:
) ou will get the window where you can define any phenomena you want to e#plore. 3et>s define the event Baspect -aturn opposition Y 9eptune, culminationC:
+) alculate this event:
G) 3ook at the $ain window. ou can see the set of vertical red stripes that show the time when this phenomenon really occurs:
<) ;e can magnify any piece of price chart to see details, like this:
F) 3et>s apply the B2fficiency TestC to understand the impact of this event on the market (EI). lick here:
') ou get the diagram that shows how the price is changing around the culmination point:
In other words, you can take it as an average price distribution around the culmination point. In our e#ample, we can say that in average the price %* days before the culmination is *.&H higher than at the moment of culmination. Then it drops slightly and increases after the culmination. &) ou can apply the trading strategy based on the price drop before the culmination. To evaluate its results, we will create the strategy arrow that connects points %+ days before and % day before culmination. To make the arrow, click left mouse button at the beginning of the arrow, drag it till the place where the arrow should end:
%*) This is the statistical report for this strategy:
If we compare the price %+ days before culmination with price % day before culmination, the price went down F times while it was up + times. 0or bullish strategy, we have this picture (F upK doiwn):
%%) 3et>s consider the wider picture, the influence of this aspect within ** days around the culmination. o this:
%) 9ow the 2fficiency Test looks:
%) Oay attention to fast growth '* days before the culmination:
%+) This is the stat for bullish strategy F' Y F days before culmination:
It has been %* up against % down.
Thus, we can describe the impact of this aspect on EI as some splash .G months before the culmination and small drop around the culmination. In **<, this aspect culminates at the end of ugust:
To complete this research, let>s consider the influence of the heaviest bodies of our -olar system (the heaviest are Eupiter, -aturn and 9eptune). I downloaded the monthly historical data from %F'&UUU These data were developed by the 0oundation for the -tudy of ycles. =ill $eridian has got it in %&'' and has maintained it since that time. 0or *th century, these data correspond to ow Eones Industrial inde#. 2arlier data were estimated by a special method. The technology we will apply is the composite diagram .
It shows the normali!ed price in respect to the angle between -aturn and 9eptune. ;e have a top around %'* degrees (opposition). It means that in longer perspective (several years) we can e#pect the decline. =ut the 7uestion is Y Bcan we rely on this info6C. n the diagram, besides the main colored part, you can see three lines (red, blue and black). They represent the composite diagrams calculated on three independent time intervals. Two diagrams (black and blue) show the top, while the red diagram indicates the bottom and further price up trend:
-o, we cannot rely on this aspect, some surprises may occur. ;e need more information and research of other aspects. s an a good e#ample, look at the composite diagram for Eupiter cycle (% years cycle). This cycle definitely presents in merican economy:
(5%C2F Mars Geo Case 5tudy I have got this note recently: BIt would be nice to see your software do $ars Neo on Q-K80C. There is no problem. I will show in this article how anybody can perform this type of analysis using Timing -olution software. 2i&hli&hted in green are the key words to fast find the appropriate topics in the documentation. -tep S%: ownload historical data: Q-K80 %&F**<. This is the price chart:
Composite module:
$ars in Neo means that we would like to see whether there is any impact from $ars going through all /odiac signs in Neocentric coordinate system. It is a cyclic movement. Thus, to get the first impression regarding this cycle, I would recommend starting with the omposite module. lick on BstronomyC button in the $ain window and choose these options for B$arsNeoC:
ou will see this omposite diagram:
It shows the price changes in respect to $ars position. Is this cycle reliable6 an we use this information while making trading decisions6 The most reliable !ones here are 3eo and apricorn 7uarius. ll three lines (red, blue and black) point at the same price movement:
In other words, when $ars is in 3eo or apricorn and 7uarius, it contributes its energy to the strong movements on this market. These are typical trend lines in respect to $ars position:
($5uper5earch: ;e have got the fist impression regarding this cycle and now would like to see more detailed analysis. In this situation Q32K-uper-earch module is recommended:
;e will e#plore what happens to Q-K80 when $ars ingresses 3eo, apricorn and 7uarius. ;e concentrate first on these three signs because the omposite module shows their importance. ;e do 2fficiency test for each of these three astro events. (I did it for each event4 however, the following illustrates the most interesting event. In this case, it is $ars ingress to 7uarius) fficiency 0est: 0ill this form and click B2fficiency TestC button:
ou will get this:
The 2fficiency Test shows how the price changes around some specific moment of time (in this case, when $ars ingresses in 7uarius). ou see the price starts going up about days before this event. This upward movement continues for + days after the ingress (% up against < up):
This factor is important, especially taking into account that it occurs on downward general trend for this instrument.
;e looked at $ars>s ingresses (single moment events). 8owever, the active !ones (found by omposite module) tell us about $ars being in these signs. 3et us look at $ars in 3eo first (you do the same thing for $ars in apricorn and 7uarius). ou see here the big drop in price, in the middle of 3eo. The program does not do 2fficiency test for prolonged events. =ut all three diagrams show the bottom right in the middle of 3eo:
;e can look at it in details, degree by degree. 3et us start with the middle (i.e., %G degrees of 3eo). 0ill out the form this way:
alculate the 2fficiency Test for $ars in %G degrees of 3eo:
;e can say that within a week after the moment when $ars passes %Gth degree of 3eo the price goes up. 8owever, trading strategy based on this information may be too risky (% ups against F downs). lso look at he bottom of 2fficiency Test window:
8ere the red stripes correspond to the moments when price goes up a week after $ars passes %Gth degree of 3eo, blue Y down. ou can see that this rule worked well for the last + passes. In other words, this rule works for the last ' years. "ro#ection line: The program is able to create the pro5ection line for $ars cycle (based on the information that we have got doing this research). ou can see it immediately in the $ain screen:
Committee: The 7uestion is: how we can rely on this pro5ection line6 I recommend creating ommittee of pro5ection lines based on $ars cycle. (ommittee is a term used in 9eural 9et science, it means a variety of pro5ection lines.) 0ollow these steps:
ou will get this diagram with G pro5ection lines calculated on different time frames (the red diagram based on latest price history, the blue one is based on the whole available history, other lines are based on different intervals within the price data file):
Oay attention to the moments when all these diagrams show the same tendency. They are marked as circles.
8ere I made the typical trend lines produced by this cycle:
ctually, here you can see the possible ways of playing with this cycle. 5pectrum: ;e e#plored $ars Neo cycle in details. There is one more 7uestion regarding this cycle that is not answered yet: is this cycle really important for our data set6 There might be some other players, much bigger than that. To get a whole Bcycle structureC of this data, I would calculate a periodogram ( B-pectrumC button):
The most prominent BastronomicalC cycle here is F< days cycle:
The astro cycles are marked by small lime stripes on the period scale. This corresponds to the -un$ars synodic cycle FF&.& days. The -un$ars composite looks like this:
This is the pro5ection line based on this cycle:
;hen you are working with synodic cycles that involve the -un (like the -un$ercury, -un1enus, -un$ars, -unEupiter [ cycles), I would recommend to work with planetary phases cycles.
0or e#ample, instead of using the -un$ercury synodic cycle (period %%G.& days):
use $ercury phase cycle:
This is especially important for the -un $ercury, the -un 1enus, the -un $ars cycles. =ut this idea needs more research.
ll the above is 5ust a draft of the analysis. To get the whole picture, you should analy!e all cycles.
"eri&ee 1po&ee and their influence on the stock market These are the definitions for perigee and apogee I have found in the Internet ( http:KKwww.astro.uu.nlK\strousKKenKverschi5nselen.html). " planet is in its perigee when the planet is closest to the 2arth. That means that the planet was further away 5ust before and 5ust after that moment. ;hen a planet is in its perigee then that planet appears largest in the sky (seen through a telescope). ... planet is in its apogee when that planet is furthest from the 2arth. That means that the planet was closer 5ust before and 5ust after that moment. ;hen a planet is in its apogee then that planet appears smallest in the sky and the least bright." In this article I will demonstrate how to conduct the research regarding perigee and apogee with 0imin& 5olution software. I will provide the research for the planet of Eupiter using these three financial instruments:
One more method of findin& the best forecastin& model In this article I would like to share with you some method of finding the best pro5ection line. ou can consider this method as an alternative to =ack Testing procedure. =ack Testing usually takes a lot of time for calculations, while this alternative approach can be performed in less than one hour. 8owever, before any discussion, I prefer to clarify the sub5ect of the forecastAs accuracy. I have said it already and I will repeat it many times, because I am pretty much sure that the 7uestion of accuracy is the darkest 7uestion practically for any trading system available on the market. ou can easily find in the Internet advertisements for the systems that promise '*H and even higher accurate forecast. t the same time you can find on many forums the complaints of the users for whom "these systems do not work". nd they still look for other systems that promise again '*H and more...
I did the calculation how much money you would make if somehow you find the way to forecast ne#t week price movement '*H accurate. Nuess how much6 ou will be surprised: within 5ust one year you can increase your capital to
EBB9 (2mini analy!ed)UUUU
I put the results of these calculations into the table. It shows your nnual return in regards to different forecast hori!ons and accuracy. with accuracy <*H
with accuracy F*H
with accuracy '*H
ou forecast ne#t day
in one year your will make %G**H
%FG*H
***H
ou forecast ne#t week
&**H
%*G*H
%**H
9ow try to remember your own real nnual return and returns of your friends, for different financial instruments. $ake conclusions yourself. =ack to the theme of this article. The idea of this method is pretty simple: we organi!e the competition between the different forecasting models and pick up the best one. Memember that this method is applicable for financial instruments with long price history (at least %* years). I will show how to do it for -O G** inde#. ownload -O G** data from the year %&G*4 this is almost <* years of price history. The first thing to do is to divide all available price history. The reason is to get two data sets: one to train the 9eural 9et and another to test the model:
I set 3= in this e#ample somewhere in the middle. Thus we have F'' price bars till the year %&'* year (it is our training interval) to optimi!e our model and F%*< price bars %&'***F y (the testing interval) to check how this model works.
The trick is: you should make the testing interval as big as possible because the big testing interval allows to avoid occasional coincidences. 9e#t step is to create several forecasting models and then test them one by one. =efore creating any model, decide what you will forecast. 3et us try to forecast the relative price oscillator, with the period of %** bars:
The usage of oscillators allows to eliminate any trend inside the data history. 9ow we need to define the forecasting model, what it is based on. ou can create all models during one session4 set the other model using "V" button here:
3etAs start with the astronomy based dynamic model:
I use all price history data (on the training interval) to optimi!e 9eural 9etwork. lick this button:
9ow click "Training" button and in minutes after %*W*W training steps you will get this:
s you know from the documentation and classes, the bottom diagram represents the relative price oscillator for -OG** (a black line) and 9eural 9etwork pro5ection line based on the chosen ynamic model (a red line). ;e need to find the model that forecasts best on T2-TI9N interval, i.e. between %&'* and **F years. ;e do not use these bars to optimi!e 9eural 9etwork4 therefore the coincidenceKcorrelation between the price and pro5ection lines shows us the real forecasting power of our models.
lick these buttons to calculate the correlation between the oscillator and the pro5ection line on the T2-TI9N interval. The higher correlation the better coincidence between the oscillator and the pro5ection line we have. I recommend to pay attention to those models that have a correlation higher than *.%. If you look at the pro5ection line on the TMI9I9N interval, you will see a very good coincidence, but you should understand that this does not mean that the model provides a good forecast. The real forecast ability appears on the T2-TI9N interval only.
Oarticularly this model does not provide the good forecast (as you see from the correlation coefficient). ;e will not work with it, so we clear it choosing "elete ll" item:
Then we create and check in the same way another model:
This model is based on a planetary speed (I do not use the $oon because our goal is the long term forecast). fter training, I have got this correlation:
This is not enough. I clear this model too and have downloaded another astronomy based model, wa#ingKwaning model (I recommend to try its different variants):
fter training I have got a better correlation for this model:
It is still a small correlation though it is better than its predecessors. In this case I recommend to look at this pro5ection line in details.
;e can see here that this model provides pretty good forecast for the year **F. I recommend also to try these models:
To make a long story short, I have tried these models and got a not bad pro5ection line with "spects $odel" with these options:
It gives this pro5ection line:
Qsually I analy!e a do!en of models or so. 8owever, do not waste your time trying to find the ideal pro5ection line. I think that usually there are good models for any financial instrument. I believe they reflect possible scenarios of the stock market behavior. Out all these pro5ection lines into -trategy clicking this button:
and you can see all these pro5ection lines together:
lso I recommend to draw nnual cycle together with these pro5ection lines clicking this button:
