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AstroTradeLabby Quantooo Lab

Learn · Tests

Test H10 · 2016–2023

Astro-timed portfolio Beat 2% of shifted calendars

Claim: Going to cash in bad planetary windows beats random timing.

How it was tested

A portfolio with half its money in the Steady group and half in the Volatile group. The Steady half moves to cash while a slow-planet bad window is open (Saturn or Jupiter retrograde, Saturn with Rahu or Ketu); the Volatile half while a fast-planet bad window is open (Mercury or Mars retrograde, Amavasya). Trading costs and taxes included. Its Sharpe ratio was compared with the same rule on 2,000 placebo calendars, which spend the same share of time in cash on the wrong dates. The rule now runs live as the Astro-timed paper portfolio.

Result

H10: Going to cash in bad planetary windows beats random timing

Beat 2% of shifted calendars
EffectSharpe ratio -0.40 vs random timing
p vs shifted calendars0.975
After Holm correction1.00

Verdict: the real sky beat 2% of 2,000 shifted calendars.

astro 0.24 vs random timing (median) 0.64 vs buy-and-hold 0.98

Development data 2016–2023; the 2024–26 data stays sealed until it is opened once. Effects are averages over the period, before any trading costs unless stated. How we test · all results