SOLAR-LUNAR REVERSALS IN XLY
XLY的日月逆转
This study begins with the ETF XLY first trade date December 22, 1998. We will utilize the 15 years of daily data available for the study utilizing the moon’s signs to focus upon short term changes in trend. In “ The Ultimate Book On Stock Market Timing Vol. 4 Solar / Lunar Correlations To Short-Term Trading Reversals“ by Raymond Merriman the DJIA is analyzed from November 10, 1942 – May 13, 2002. Our work is patterned around similar studies utilizing XLY data from December 22, 1998 through December 31, 2013.
本研究从 ETF XLY 的首个交易日 1998 年 12 月 22 日开始。 在 雷蒙德-梅里曼（Raymond Merriman）所著的《股市时机终极宝典第 4 卷--短期交易 反转的太阳/月亮相关性》 （The Ultimate Book On Stock Market Timing Vol. 4Solar/ Lunar Correlations To Short-TermTrading Reversals） 一书中 ，我们 分析了道琼斯工业平均指数（DJIA）从 1942 年 11 月 10 日至 2002 年 5 月 13 日的 走势。 我们的 研究以类似的研究 为模式 ，利用 1998 年 12 月 22 日至 2013 年 12 月 31 日 的 XLY 数据 。
Our goal is to determine the correlations between solar lunar sign combinations and 4% or greater swings in XLY. The correlations to 3.5% or greater “Big Range Days” between solar lunar combinations will also be studied. The MMA studies within the “Far for the Galactic Trader” software program are to be the primary tools used to generate these correlations
我们的目标是确定日月星座组合与 XLY 4% 或更大波动之间的相关性。我们还将研究日月星座组合与 3.5% 或更大 "大波动日 "之间的相关性。银河交易者之远 "软件程序中的 MMA 研究将是生成这些相关性的主要工具.
XLY is an ETF that is designed to closely match the returns and characteristics of the S&P Consumer Discretionary Select Sector index (index ticker; IXY). The nature of XLY, representing a cyclical component of the broader stock market, lends itself as a leading indicator and, on occasions, a divergent indicator at cycle trend changes. We continue our research by applying the MMA Solar Lunar studies to the ETF XLY. RM – very good!
XLY 是一种 ETF， 旨在密切匹配标准普尔消费类精选行业指数（指数代码；IXY）的回报和特征。 XLY 代表 更广泛股票市场的 周期性 成分股，其 性质 使其成为 周期 趋势变化 时的领先指标 和 发散指标 。我们继续进行研究，将 MMA 日月研究应用于 ETF XLY.RM - 非常好！
In these studies Weighted Value scores above 100 will imply the signature has a higher than average correlation to a 4% or greater reversal. Anything above 120 is worth considering, and above 150 is considered critical. Anything above 200 is considered to be an extreme critical level. One would look for greater price swings than usual to commence during these periods. Anything below 100 means the signature has a less than average correlation to a 4 % or greater reversal. Anything below 83 is worth considering, and below 66.7 is considered critical. Any value below 50 is considered to be at an extreme critical level of non-volatility. It suggests the market will mostly trade within a small trading range, or trend without many significant corrections during the time in which this signature is in effect.
在这些研究中， 加权值超过 100 分将意味着该特征与 4% 或更大反转的相关性高于平均水平。超过 120 分就值得考虑，超过 150 分则 被视为 临界水平。超过 200 则 被 视为 极端临界水平。在这些时期，价格波动会比平时更大。低于 100 意味着该特征与 4% 或更大反转的相关性低于平均水平。任何低于 83 的值都值得考虑，而低于 66.7 则被视为 临界值。任何低于 50 的值 都被认为 处于非波动性的极端临界水平。这表明，在这一特征有效期间，市场将主要在一个较小的交易区间内交易，或在没有许多重大修正的情况下呈现趋势。
In the study of 4% or greater reversals, the FAR program isolates those that were crests from those that were troughs. Each of these is then examined to see if certain solar lunar combinations occurred much more or much less frequently than the norm. Crest signatures and Trough signatures can be identified
在研究 4% 或以上的逆转时，FAR 程序会将波峰和波谷分开。然后对其中的每一个进行研究，看某些日月组合出现的频率是否比正常情况高得多或低得多。可以识别波峰和波谷特征.
To be considered specifically a Crest signature, there had to be at least twice as many instances of crests than troughs, and a weighted value of greater than 150, preferably, greater than 200.
波峰特征的数量必须至少是波谷的两倍，加权值必须大于 150，最好是大于 200，才能 被认为是 波峰特征。
To be considered specifically a Trough signature, there had to be at least twice as many instances of troughs than crests, and a weighted value of greater than 150, preferably, greater than 200.
要 被认定为 "波谷特征"，波谷的数量必须至少是波峰的两倍，加权值必须大于 150，最好大于 200。
Each sign will also contain a study of “Big Range Days”. A breakdown of all the days in which XLY had a range of at least 3.5% of the value of the low of that day are examined. Those combinations that result in unusually large scores are noted as high probability “Big Range Days” for day trade considerations. RM – excellent intro.
每个标志还将包含对 "大区间日 "的研究。 我们会对XLY 波动范围至少为当日最低值 3.5% 的所有日子进行细分 。那些导致异常大分数的组合 被 记为高概率的 "大区间日"，供日内交易考虑。 RM - 精彩的介绍。
XLY Base Line & Big Range Days
XLY 基准线和大区间日
XLY Crests & Troughs
XLY 波峰和波谷
The baseline group for XLY shows 3774 trading days in effect between December 22, 1998 through December 31, 2013. Of these , 417 contained a high or low from which prices reversed at least 4%. The rate of frequency of a 4% or greater reversal was 11% or approximately once every 9 trading days (approximately once every 2 weeks).
XLY 的基线组显示 1998 年 12 月 22 日至 2013 年 12 月 31 日期间有效的3774 个交易日 。其中 ， 417 个交易日的最高价或最低价至少反转了 4%。出现 4% 或更大反转的频率为 11%，即大约每 9 个交易日出现一次（大约每两周一次）。
The only sun sign that stands out with a weighted value score of over 120 is Scorpio. The Sun in Scorpio had a weighted value of (126.00 *). The weighted values of Sagittarius and Capricorn were (71.27 #) and (77.64 #) respectively, below the “worth noting” level of 83 for low volatility.
唯一一个加权值超过 120 分的太阳星座是天蝎座。太阳在天蝎座的加权值为（126.00 *）。射手座和摩羯座的加权值分别为（71.27 #）和（77.64 #），低于 "值得注意 "的 83 低波动水平。
The highest weighted values for moon signs are Libra and Aries with scores of (133.85 *) and (121.21 *) respectively. The moon signs least likely to correlate with 4% reversals in XLY would be Leo and Virgo with scores of (76.96 #) and (75.48 #) respectively.
月亮星座加权值最高的是天秤座和白羊座，分别为 (133.85 *) 和 (121.21 *)。最不可能与 XLY 的 4% 反转相关的月亮星座是狮子座和处女座，其得分分别为（76.96 #）和（75.48 #）。
From the results of Mercury we can see that 4 % or greater reversals have a greater probability of occurrence when Mercury is in sign of Taurus ( 127.81*), Libra ( 141.58*) or Aquarius ( 141.31*). RM = this is interesting and different than DJIA study I think. That’s useful!
从水星的结果我们可以看出，当水星位于金牛座 （127.81*）、天秤座（141.58*）或水瓶座（141.31*）时，出现 4 % 或更大反转 的 概率更大 。 这很 有用！
From the results of Venus we can conclude that 4 % or greater reversals have a greater probability of occurrence when Venus is in Aries ( 131.99*).
从金星的结果中我们可以得出结论，当金星位于白羊座时，发生 4% 或更大逆转的概率更高 （131.99*）。
In the study of crests the following combinations had a weighted value score of over 120: Sun in Scorpio (120.62*), Moon in Aries ( 146.96*) and Libra ( 163.34**), Mercury in Taurus ( 121.36*), Gemini (133.48*), Libra ( 155.82**) and Aquarius ( 144.69*), Venus in Aries ( 146.44*) and Pisces ( 120.91*).
在徽章研究中，以下组合的加权值超过 120 分：太阳位于天蝎座（120.62*），月亮位于 白羊座（146.96*）和天秤座（163.34**），水星位于金牛座（121.36*）、双子座（133.48*）、天秤座（155.82**）和水瓶座（144.69*），金星位于白羊座（146.44*）和双鱼座（120.91*）。
In the study of troughs the following combinations had a weighted value score of over 120: Sun in Scorpio ( 131.37*) and Pisces ( 121.57*), Moon in Cancer ( 138.86*) and Sagittarius ( 150.48**), Mercury in Taurus ( 134.26*), Libra ( 127.34*) and Aquarius ( 137.92*), Venus had no weighted values above 120 for troughs.
在对低谷的研究中，以下组合的加权值超过了 120 分：太阳位于天蝎座 （131.37*）和双鱼座（121.57*），月亮位于巨蟹座（138.86*）和射手座（150.48**），水星位于金牛座（134.26*）、天秤座（127.34*）和水瓶座（137.92*），金星的波谷加权值没有超过 120 的。
The study of volatility known as “Big Range Days” are days in which the range of XLY was at least 3.5% of the value of the low of the day. The following combinations had a weighted value score of over 120: Sun in Libra ( 178.15**), Scorpio ( 124.21*) and Pisces ( 149.99**), Moon in Capricorn ( 125.40*), Mercury in Libra ( 250.06***) and Aquarius ( 145.44*), Venus in Aries ( 184.77**), Scorpio ( 127.46*) and Sagittarius (148.00*). We would like to draw attention, also to Mars as it transits the consecutive signs of Scorpio (172.15**), Sagittarius ( 133.20*), Capricorn (172.15**) and Aquarius ( 145.66*) with reference to “Big Range Days”.
被称为 "大范围日 "的波动研究是指 XLY 的范围至少是当天最低值的 3.5%。 以下组合的加权值得分超过 120：太阳位于天秤座 （178.15**）、天蝎座（124.21*）和双鱼座（149.99**），月亮位于摩羯座（125.40*），水星位于天秤座（250.06***）和水瓶座（145.44*），金星位于白羊座（184.77**）、天蝎座（127.46*）和射手座（148.00*）。我们还想提请大家注意，火星在 连续经过 天蝎座(172.15**)、射手座(133.20*)、摩羯座(172.15**)和水瓶座(145.66*) 时 ，会出现 "大范围日"。
Sun in Aries Base Line & Big Range Days
太阳在白羊座底线和大范围日
Sun in Aries Crests & Troughs
太阳在白羊座的波峰与波谷
SUN IN ARIES
太阳星座
The baseline of our study shows that Sun was in Aries 315 trading days during the study.
我们的研究基线显示，在研究期间，太阳位于白羊座的交易日为 315 天。
From the results of the Mercury signs we can see that 4 % or greater reversals when the Sun is in Aries have a greater probability of occurrence when Mercury is in Taurus ( 129.56*).
从水星星座的结果中我们可以看出，当太阳位于 白羊座 时， 水星位于金牛座 时发生4% 或更大逆转的概率更大 （129.56*）。
From the results of the Venus signs we can conclude that 4 % or greater reversals when the Sun is in Aries have a greater probability of occurrence when Venus is in Pisces ( 133.02*) and a low probability of occurrence with Venus in Aquarius (44.82###), Taurus (71.16#) or Gemini (86.90)
从金星星座的结果中我们可以得出结论，当太阳位于白羊座时，金星位于双鱼座（133.02*）时发生 4 % 或更大逆转的概率较大，而当金星位于水瓶座（44.82###）、金牛座（71.16#）或双子座（86.90）时发生的概率较低。.
High Probability Reversals: From the results of the Moon signs we can conclude that 4 % or greater reversals when the Sun is in Aries have a greater probability of occurrence when the Moon is also in Aries (182.3 **), and Sagittarius ( 164.0 **). Both are fire signs and their weighted value is above the critical 150.0 level. The Moon in Libra (128.47 *), Scorpio (128.47*) and Aquarius (123.11 *) are worth noting, above 120.0 level.
高概率逆转：从月亮星座的结果我们可以得出结论，当太阳位于白羊座（182.3 **）和射手座 （164.0 * * ） 时，月亮也位于白羊座时，发生 4% 或更大逆转的概率更大 。这两个星座都是火象星座，它们的加权值都高于 150.0 的临界值。 值得注意的 是 ， 月亮位于 天秤座（128.47 *）、 天蝎座（128.47 *）和水瓶座（123.11 *）的概率也高于120.0。
Low Probabilities Reversals: from the results of the Moon sign with the Sun in Aries we can conclude that 4 % or greater reversals have the least probability of occurrence when the Moon is in Taurus (35.21###), Virgo ( 41.8 ###), less than 50 - extreme critical importance, Capricorn ( 67.89 ##), and Pisces ( 67.89 ##) both very close to 67 – critical importance.
低概率逆转：从月亮星座与太阳位于白羊座的结果中，我们可以得出结论，当月亮位于 金牛座（35.21###）、 处女座（41.8### ）时，4%或更大的逆转发生概率最小 ，低于 50 - 极其重要，摩羯座（67.89###）和双鱼座（67.89###）都非常接近 67 - 极其重要。
Crest Correlations: In the table of crests we can see that the Moon in Scorpio (3 ), in Aquarius ( 3), in Aries ( 3), and in Libra ( 2 ) contained the most instances from which 4 % or greater declines commenced. The weighted value of the Moon in Scorpio (256.7 ***) did not have any trough under that signature, so we can conclude that the Moon in Scorpio is clearly crest signature. The Moon in Aquarius weighted value (246.0***) had 3 crests and no troughs whatsoever. Here again we can conclude that the Moon in Aquarius is also crest signature. The Moon in Aries has weighted value (218.75 ***) with 3 crests and 2 troughs. The Moon in Aries cannot be crest signature because it did not contained twice as many crests and troughs. It is interesting to note that we had no crests in XLY when the Moon was in Virgo, Sagittarius and Pisces.
星峰相关性：在峰值表中，我们可以看到月亮在天蝎座（3 个）、水瓶座（3 个）、白羊座（3 个）和天秤座（2 个）时，出现 4% 或更大跌幅的情况最多。月亮在天蝎座的加权值 （256.7 ****） 没有出现 任何波谷， 因此我们可以得出结论，月亮在天蝎座显然是波峰星座。月亮在水瓶座的加权值 （246.0****） 有 3 个 波峰，没有任何波谷。因此我们可以再次得出结论，位于水瓶座的月亮也是波峰特征。月亮在白羊座的加权值 （218.75 ****） 有 3 个 波峰 和 2 个波谷。白羊座的月亮不可能是波峰特征，因为它不包含两倍数量的波峰和波谷。值得注意的是，当月亮位于 处女座、 射手座和双鱼座 时，XLY 没有波峰 。
Trough Correlation: In the table of troughs we can see that the Moon in Sagittarius was present 4 times, and we did not have any crest with the Moon in Sagittarius. The weighted value of trough with the Sun in Aries and the Moon in Sagittarius is (328.13 ***), more than required 150 level. So it certainly becomes a trough signature. The Moon in Aries (145.83 *) had 2 troughs and 3 crests. It is interesting to note that there were no troughs with the Moon in Taurus, in Scorpio, and Aquarius.
波谷相关性：在 波谷表中 我们可以看到，月亮在射手座出现了 4 次，我们没有看到月亮在射手座的波峰。太阳在白羊座，月亮在射手座的波谷加权值为 （328.13 ****），超过了所需的 150 水平。 因此， 这无疑是一个低谷信号。月亮在白羊座 （145.83 *） 有 2 个 波谷和 3 个波峰。值得注意的是， 月亮在 金牛座、天蝎座和水瓶座都没有波谷 。
High Probability Big Range Days for Day Trading: The most consistent “big range” volatility days when the Sun is in Aries is when the Moon is also in Libra (256.7 ***) full Moon, Aquarius (164.0 **), and Leo (151.44**). All have weighted value more than 150. Gemini (135.78 *), and Pisces (135.78 *) are also worth noting. All air signs (Gemini, Libra, and Aquarius ) have weighted values more than 120. Therefore we can conclude that when the Sun is in Aries the probability of a “big range days” is greater when the Moon is also in air signs.
日内交易的高概率大波动日：当太阳位于白羊座时，最稳定的 "大区间 "波动日是当月亮同时位于天秤座 （256.7 ***） 满月、水瓶座（164.0 **）和狮子座（151.44**）时 。加权值均超过 150。 双子座 （135.78 *）和双鱼座 （135.78 *） 也值得注意。所有空气星座（双子座、 天秤座 和 水瓶座） 的加权值都超过了 120。 因此 ，我们可以得出结论，当太阳位于白羊座时，当月亮也位于空气星座时，出现 "大范围日 "的概率更大。
The low volatility days are Cancer ( 67.89 #), Capricorn ( 67.89 #), and Aries (72.92 #). Volatility is low, and weighted value is below required 83.
低波动日为巨蟹座 （67.89 #）、摩羯座（67.89#）和白羊座（72.92#）。波动率较低，加权值低于所需的 83。