Lunar calendar day Crypto Trading Strategy by lsh9500
By lsh9500
Performance Metrics
- Author: lsh9500
- Symbol: BINANCE:ETHUSDT
- Timeframe: 1 day
- Net P&L: +107,177,887.04 USDT (+10,717.79%)
- Win Rate: 54.8%
- Profit Factor: 2.739
- Max Drawdown: 22,066,577.47 USDT (74.52%)
- Total Trades: 62
Description
Lunar calendar day Crypto Trading StrategyThis strategy explores the potential impact of the lunar calendar on cryptocurrency price cycles.It implements a simple but unconventional rule:Buy on the 5th day of each lunar monthSell on the 26th day of the lunar monthNo trades between January 1 (solar) and Lunar New Year’s Day (holiday buffer period)Research backgroundSeveral academic studies have investigated the influence of lunar cycles on financial markets. Their findings suggest:Returns tend to be higher around the full moon compared to the new moon.Periods between the full moon and the waning phase often show stronger average returns than the waxing phase.This strategy combines those observations into a practical implementation by testing fixed entry (lunar day 5) and exit (lunar day 26) points, while excluding the transition period from solar New Year to Lunar New Year, effectively capturing mid-month lunar effects.How it worksThe script includes a custom lunar date calculation function, reconstructing lunar months and days for each year (2020–2026).On lunar day 5, the strategy opens a long position with 100% of equity.On lunar day 26, the strategy closes the position.No trades are executed between Jan 1 and Lunar New Year’s Day.All trades include:Commission: 0.1%Slippage: 3 ticksPosition sizing uses the entire equity (100%) for simplicity, but this is not recommended for live trading.Why this is originalUnlike mashups of built-in indicators, this script:Implements a full lunar calendar system inside Pine Script.Translates academic findings on lunar effects into an applied backtest.Adds a realistic trading filter (holiday gap) based on cultural/seasonal calendar rules.Provides researchers and traders with a framework to explore non-traditional, time-based signals.NotesThis is an experimental, research-oriented strategy, not financial advice.Results are highly dependent on the chosen period (2020–2026).Using 100% equity per trade is for simplification only and is not a viable money management practice.The purpose is to investigate whether cyclical patterns linked to lunar time can provide any statistical edge in ETHUSDT.