Pimp My Strategy: Testing the Moon-Based Trading Setup for Real Results – Bitcoin
In this episode of Pimp My Strategy, we dive deep into one of the most controversial and debated strategies on the channel: the infamous moon-based trading strategy. This time, it’s not just about anecdotal evidence or vague correlations — we’re testing it live using real historical data, examining optimizations, and letting the numbers speak for themselves.
🌕 What is the Moon-Based Strategy?
At its core, the moon strategy is based on entering and exiting trades based on the lunar cycle. It might sound like financial astrology, but many traders have been intrigued by the idea that the moon could influence human behavior and, by extension, market movements.
This test builds on a variation suggested by a community member, Saberry, who proposed specific entry and exit criteria tied to the full and new moon cycles:
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Entry: 8 days after a full moon.
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Exit: 7 days after a new moon.
No indicators, no moving averages — just moonlight and math.
📊 The OG Strategy vs. Saberry’s Twist
Original Strategy Results:
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Generally positive equity curve.
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Decent performance, but not exceptional.
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Room for optimization.
With Saberry’s Criteria:
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Total P&L: Increased from ~$3.2M to ~$11M — a massive jump.
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Profit Factor: Improved significantly.
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Hit Rate: Remained fairly constant but with better trade timing.
By implementing these entry and exit conditions using the Skeleton Key tool from Quant Prime, the performance improved dramatically.
🛠️ Optimization and Tweaks
Several optimizations were tested to refine the strategy further:
✅ No Stop-Loss Strategy Performs Best
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A fixed 10% stop-loss reduced performance across all metrics.
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The takeaway: let the strategy breathe. This setup doesn’t benefit from tight stops and seems to thrive when allowed to run.
✅ Day Filtering
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Removing Fridays and Tuesdays from trade days significantly improved overall performance:
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Profit Factor: Jumped over 3.0.
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Hit Rate: Increased close to 10%.
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Total P&L: Substantially higher.
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⚠️ Take-Profit Caps Don’t Help
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Limiting profits with a max take-profit (e.g., 10% or 14%) reduced overall gains.
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Curvature improved slightly but at the cost of raw P&L.
📅 Historical Testing and Timeframes
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Tested from 2016 to present to balance recency with a broad dataset.
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More recent periods show sideways consolidation, but this mirrors earlier behavior before past breakouts.
Trend Filters:
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Adding a daily trend filter improved hit rates.
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A 5-day trend filter increased equity curve smoothness but slightly reduced total P&L.
🧠 Key Takeaways
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Saberry’s Moon Strategy Works — When tested with proper entry/exit timing, it outperforms the vanilla version substantially.
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Don’t Over-Optimize — Simpler is better here. Stop-losses and take-profits hurt more than they help.
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Low-Leverage Recommended — Due to the lack of stops, use very low leverage or none at all.
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Use it as a Signal, Not a Solo Strategy — This can be a green-light filter for other strategies, e.g., trading hourly timeframes when this setup is active.
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Tools Matter — The Skeleton Key via Quant Prime allowed for seamless testing and real strategy insight. There’s even a free 7-day trial for those wanting to try it themselves.
🔮 Final Verdict
This isn’t just a quirky moon experiment anymore — the data validates it. While some traders may scoff at lunar-based models, the results speak clearly: when properly tuned, this moon-based strategy has significant edge potential.
For now, it goes into the “worthwhile but not overcomplicated” category. If you’re going to trade with it, keep it low leverage, and maybe even pair it with more traditional signals. But don’t be afraid to think outside the box — even if that box is orbiting the Earth once a month.
💡 Want to test your own strategies?
Check out Quant Prime — includes 7-day free access and an AI chatbot trained to help you test, refine, and improve any trading strategy.
🚀 Until next time — keep your equity curves up and your moon charts glowing.
“If it ain’t broke, don’t fix it. Just ride it through the moonlight.”
— Pimp My Strategy Team