Well, thank you too so much for your generous upfront explanation of the Spiral Calendar so many years ago and your clear and public explication of your indicators. And this site! You are a rare and honored market bird in this household and always have been.

Dave,

As he explains it, Taylor chose a backwater in the Delaware “bayou” for his tides location as it was at the centerpoint of the densely populated swath from New York to Washington D. C. My thought was that either Chicago or New York made more sense from a market demographic perspective, and Chicago isn’t on a sea.

Battery Park at the tip of Manhattan made further sense to me, being close to Wall Street and being an open site with no immediate tidal constrictions. Some use the Bayonne Bridge Kill van Kull site as it is a narrows into the harbor and gets a bit larger tidal swings.

http://en.wikipedia.org/wiki/Kill_Van_Kull

Thanks for the tide reference. I’ve read a lot of the technical aspects of tidal lunar and solar micro moves including an 8000 year wobble cycle! I have only looked at the short term 4-11 day cycle for trading, so the micro moves don’t seem too important to me. I’m not convinced that the multi-month or multi-year tides are for real in investing, but I haven’t honestly put in the work on them.

The Solunar Model is strictly phase based. The 19 year Metonic cycle is the closest alignment of solar and lunar time – The next full moon is Jan. 10, 2009 at 10:27 PM – Nineteen years earlier the moon was full on Jan. 10, 1990 at 11:57PM – The 19-year Metonic breaks down into 8 and 11 year components, what the Greeks called the Ogdoas and Hendekas (spelling from memory here) – In 2001 the moon was full on Jan. 9, 3:25 PM and in 1998, the moon was full on Jan. 12, 12:24 PM. These cycles each run about 1 1/2 days fast and slow.

The 19-year Metonic plus the 11 year Hendekas gives the 30-year lunar/solar cycle that was the building block of the Celtic calendar. That calendar did a great job at keeping lunar time but had a bad drift in solar time if one didn’t recalibrate it by observation using Stonehenge or a similar observatory. That calendar drift in solar time led the Irish to eventually celebrate the winter solstice (Samhain/ now Halloween) in Oct/Nov instead of Dec.

http://www.coastal.udel.edu/faculty/rad/tide.html

And a few are explained mathematically in chapter 8 (p49) of:

http://www.co-ops.nos.noaa.gov/publications/Understanding_Tides_by_Steacy_finalFINAL11_30.pdf

As I understand it Chris’ Solunar model uses a subset of these harmonic effects to select equivalent time periods lunar calendar-wise, and the market prices for those selected periods are averaged to produce the solunar line.

I think for market prediction based on gravity we can ignore the local geographic effects (shoreline shape etc) but maybe not ignore location (lat/long) since there are large variations depending on your location on the earth. Can we assume that harmonic extremes occur over most of the globe on the same day? If not do we assume most market participants are in New York City or do we need to account for participants in London, Tokyo, Shanghai and so on? Practically we probably are stuck with a one-world approach that ignores lat/long.

So which harmonic components are important and do they show up in a Fourier plot of market prices? See:

http://www.dailyspeculations.com/prof/moongazing.html

which demonstrates there is no significant 28-day periodicity in market prices.
Presumably there might be 29.53 (synodic month) and 27.55 (anomalistic month) and other (N-)day periodicities
that while individually small (in the noise) add up to significance.

Dave

The neaps (smallest tidal swings) were said by Taylor, early on at his original chat site, to be likely stock market highs and the springs (largest tidal swings) are said to be stock market lows. On most days there is one of each. (There is one tidal “prediction” method based on the days when the second complete tidal swing doesn’t end until shortly afetr midnight.)

What I have been doing since January 2007 is to make a monthly table of the daily highest tides, lowest low tides, greatest daily swings, lowest high tides, highest low tide, and smallest daily swing. Then I look for when each of these six measures makes its extreme, measured in centimeters. This seems better to me than simply the tidal swing amplitudes.

Each day can have between 0 and 6 extreme highs or lows in these six measures. Three or more extremes on a day I consider a possible turn date, and four or more seem more certain.

The first table shows the spring tide’s measurements and the second table the neap tide’s. The daily numbers of short term (4-11 day) extremes are marked in the left hand-most column of the first table.

Not shown is the November 21th market low with a 4/6 rating and the November 28th market high (with Thanksgiving Day being November 27th) with a 4/6 rating. The December 4-5th market low had a marginal rating of 3/6, 2/6. December 14-15th were weekend dates making the 12th or 15th the applicable market dates. The highs of both days were higher than the lows of December 4-5th, so Taylor would judge this a successful high. Then we have December 21st-22nd, both 4/6′s as a low, and yesterday December 29th, a 4/6, was to be a high, unless it was what I call a “dump and pump back into the trend” move. I would give it until tomorrow to be certain. I have come to believe this pattern is what is ordinarily called a cycle inversion.

For January I have Sunday January 4th as 4/6, Monday January 12th as 5/6, Tuesday January 20th as 6/6, and Tuesday-Wednesday January 27-28th as 4/6, 3/6.

This is all fairly subtle and subjective, of course, but what can you expect from the moon which, due to the inverse square of distance law, makes for ~2/3 of the tidal pull power?

The left hand-most column of the first table has some simple lunar notations for the quarter moon phases and several others I’ll leave to your imagination or knowledge. I too haven’t found them very helpful. The analyst at CXOAG has done a statistical study of lunar effects on markets. Although he doesn’t find it to be strong, his next top last graph shows a change around the new moon: http://cxoadvisory.com/blog/internal/blog11-06-08/

http://screencast.com/t/zOnX3gc8
http://screencast.com/t/IUqxNKxl7u

Taylor incorporates market data into his commercial brew in an elaborate proprietary mathematical manner which is explained somwewhat both in the novel and on the addenda to Paradigm.

Chris’s finding reported here is important corroboration of this general soli-lunar/tidal method. Of course I don’t know what’s in his model.

Tom D

As I’ve mentioned here previously, I’ve been doing the Taylor tides for several years now, and I find them very useful for short term curves in the road (beach). (I haven’t seen Taylor’s own work since my free one year subscription ran out 18 months ago.)

Today was a reasonably classic dump and pump low. Taylor keeps saying there are no “inversions”, or, better said, no two in a row highs or lows, but in very rapid moves like we’ve had this year, there clearly are such. When they have occurred they were clearly discernable on the charts “afterwards”.

I keep SPX, long bond, yen, and gold four or five charts on top of each other and find that all four register the tidal extremes albeit in different ways.

Given that tides are entirely soli-lunar in driver origin, but with hydrological time lags and geological amplifications or damping (narrows or roads, etc.), tides should approximate other soli-lunar measures.

Tom D

I have ordered Paradigm, but reading between the lines it seems like the tidal tops are the neaps (lowest tidal range) and the tidal bottoms occur during springs (greatest tidal range). Not sure if the absolute tide height matters. Maybe it’s not that simple.

I have looked at market correlations with lunar phase and found nothing major – a slight tendency for market lows between last quarter and New moon, so it seems likely there is something else going on, perhaps apogee /perigee and/or earth’s inclination to the ecliptic.