Anyone ever consistently employ a strategy based on seasonality? Things like going long two days before a holiday and then selling at the close. The end of the month effect and first five trading days. Or shorting September/October. Or how about SAD and how daylight affects mood across the world? Like going long on the Swedish index during the fall/winter and then moving to Australia for the Southern Hemipshere's fall/winter.
I split my earnings seasons into two equal parts. The dividing line is Labor Day. It comes right after Summer Time is over. Good luck.
The New Moon occurs on May 30 PST, the Last Quarter was this last Friday, 23rd. Interesting seasonality phenomenom: lows have a tendency to occur a few days (like 4 days) before the New Moon; panics especially in the October lunar cycle (ie the autumunal panic 58-year cycle).
Aside from the lunar cycles you mention above, there is a very logical seasonality that occurs with good predictability and that simply has to do with End of Quarter, Beginning of Quarter positioning combined with pre-earnings "position squaring" near the middle of January, April, July, October. Many longer term inflection points(multi-month) are made around these key dates. Obviously, many people are aware of this, but its easy to forget at times that the bigger funds are positioning in and out of various commodities, sectors and "chasing" based on how the first few days or weeks of any given quarter react in relation to the end of a previous quarter, etc...
I was checking the "Delta Phenomenon" course junk mail in the net, have fount this site for the cycle: http://www.davidmcminn.com/index.htm It looks very interesting.