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BTC Full Moon Long Strategy

Can we use Moon Phases as a source of edge in the market?�Does Longing on the daily close on the night of a full moon provide edge?

Asset analyzed: Btc/Usd (Coinbase)

Study Period: 7/2/2015 - 7/4/2024

Date: 7/31/2025

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Dazzle Novak

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Situation

  • Swing trade strategy
  • From 7/2/2015 - 7/4/2024 there were 51 total trades
  • Look to long when 21 EMA + 55 EMA crosses to upside (21 above 55)
  • Entry on daily close of the night of a full moon

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Parameters:

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  • Entry on 21 + 55 EMA Cross to upside and daily candle close on night of a full moon
  • Exit on daily candle close on night of a new moon
  • Max take profit set at 34.49% which is 1+ Std from stats pg (shown later)
  • No trades taken on Mondays and Thursdays (Lowers overall profitability significantly)

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Indicators used

To see 21 EMA and 55 EMA crossover

To see moon cycles (full moon and new moon is all we need)

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Indicator settings

Ct moving averages

Everything else should be default

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Thursday 23 May 2024

Winning Trade example

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Trade Duration:

14 bars (14 days)

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Percent W/L:

4.17%

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Friday 21 June 2024

Losing Trade example

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Trade Duration:

15 bars (15 days)

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Percent W/L:

-9.16%

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Here is the trade data from 7-2-2015 - 7-4-2024

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Trades continued

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Trades continued

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Trades continued

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Trades continued

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Stats continued

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  • Average trade took 14-15 days (Moon phases take this long from Full to New moon)
  • 68.63% Win Rate
  • Average Win 17.32%
  • Average Loss 8.15%
  • Highest Win 76.16%
  • Highest Loss 35.57%

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Stats

This is the backtest results with a demo account of $500,000, commissions/fees at .02%, and an order size of $400,000. Excel sheet is provided in the next slide for viewing.

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Google sheets stats

https://docs.google.com/spreadsheets/d/13oueDnKxPrhAyWpeDNq7rnCE-F5Y5MNT-i3Juyt2ke0/edit?usp=sharing

This scenario shows us that it profitable to long on full moons and exit on the daily candle close of a new moon. A further system optimization can be done to limit risk and areas to put a stop loss in. The benefit here that I enjoy is as a trade you can predict when a trade will happen days in advance as compared to other strategies. A variation of this system I successfully used during purple belt!

J.P. Morgan once famously said that millionaires don't need astrologers, but billionaires do.

This google sheets link just shows where I wrote down all 51 trades throughout this analysis