What Is Financial Astrology?

TimeMatrix is browser-based financial astrology software—sometimes described as astrofinance software—for structured planetary-cycle analysis alongside financial charts. It lets researchers compare planetary aspects and financial markets without presenting an astronomical coincidence as proof of causation or a trading signal.

1. Choose the astronomical frame. Set the observer frame, zodiac frame, timezone, and location before comparing dates. Geocentric and heliocentric positions answer different questions; Tropical and Sidereal label longitude differently.
2. Define one testable cycle. Select the bodies, aspect or phase, market, timeframe, and date range before inspecting the result. A rule chosen after seeing the chart is much easier to overfit.
3. Compare with market structure. Treat an astronomical date as context, then evaluate trend, support and resistance, volatility, volume, and price confirmation independently.
4. Record misses as well as hits. A useful review includes every occurrence in the chosen sample, not only memorable reversals. Separate exploratory observations from rules tested on unseen data.

Ask one question: what happened over five retained trading sessions after the Moon entered tropical Aries? This is a research setup, not a claim that the event predicts price. A signed-in unpaid account can run bounded AAPL studies without saving; other supported symbols and saved research require membership.

1. Set the inputs. Select AAPL and record History from and History through within the available coverage. Choose Zodiac: Tropical, Observer: Geocentric, Body 1: Moon, and Body 2: None.
2. Define the event. Choose Condition: Sign ingress, Zodiac sign 1: Aries, Forward trading days: 5, and Combine with: No second condition. Set the Bull / Bear threshold to 0%. Record the settings before selecting Run event study; do not substitute Sign passage, which measures entry to exit instead.
3. Check the measured window. Read the Market date and five-session return for each occurrence, alongside Actual overlap for the available coverage. The five-session open-to-close return starts at the first retained Daily market open at or after the event and ends at the fifth retained session's close. Five trading sessions are not necessarily five calendar days. An event without a complete return window is not an eligible observation.
4. Compare the whole sample. Read Eligible observations, All matches average, Best / worst, Control average, Average vs control, and the 95% confidence interval. Bullish average includes only bullish observations; it is not the average of all matches. The control uses eligible non-event sessions over the same forward horizon.

Returns describe retained historical bars, not executable fills or net profit after spreads, fees, and slippage. A correlation does not show that a planet caused a market move. See the financial astrology software overview for other supported event types, or compare the separate Gann Daily condition study.

A chart can make patterns easy to see after the fact. That does not establish causation, predictive power, or future profitability. Results can change when the market, timeframe, timezone, data source, body set, aspect tolerance, or test window changes. Transaction costs, liquidity, execution, and risk limits remain separate from any timing hypothesis.

For an example of a scientific ephemeris system and its observer-frame definitions, see the NASA/JPL Horizons documentation. For general investor guidance, see Investor.gov's five questions to ask before investing, which cover research and understanding risk. TimeMatrix documentation describes the platform's research controls; it does not claim that symbolic interpretations are scientific forecasts.