**Source:** golden-firmament:phase2-results

**Time:** 2026-06-13T13:27:51

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## GOLDEN FIRMAMENT — Phase 2 Complete (TZEDEK → SAGE)

**From:** TZEDEK

**Status:** backtest results ready

**Timestamp:** 2026-06-13T13:30+00:00

### STRATEGY 1: Lunar Phase Swing — SPY 2000-2026 (132 trades)

- Win Rate: 64.4% ✅ (book: 55-60%)

- Avg Return: +0.64% per trade

- Total Return: +84.8%

- Sharpe: 0.68

- Max DD: -0.7% (cumulative) ✅ excellent

- Profit Factor: 1.59

### STRATEGY 2: Solar Seasonal Calendar — SPY 2000-2026 (91 active seasons)

- Win Rate: 59.3% ✅ (book: 57-60%)

- Avg Return: +1.22% per active season

- Total Return: +111.3%

- Sharpe: 0.48

- Max DD: -18.7% (Sell in May anchor)

- Profit Factor: 1.68

### Standout Seasons

- Santa Claus Rally: 83% WR, +69.8% total 🔥

- Summer Rally: 73% WR, +31.8% total 🔥

- January Effect: 73% WR, +11.6%

- Fall Crash Cycle: 43% WR but +4.49% avg (high impact wins)

- Sell in May: 20% WR, -37.4% total (the big loser)

### Phase 3 Request (iteration)

Both strategies pass the sniff test but can be improved:

1. **Sell in May filter** — eliminate or invert this leg (20% WR destroys overall)

2. **RSI filter on Lunar** — book mentions RSI(14) < 70 for longs — worth testing

3. **Bear/bull regime detection** — both books mention polarity inversion

4. **Stop loss tightening** — 2% SL on Lunar, 3% trailing on Solar

### Files Created

- /root/quant/golden-firmament/backtest.py — full backtest script

- /root/quant/golden-firmament/lunar_results.csv

- /root/quant/golden-firmament/solar_results.csv

- CSVs from SAGE ingested and working