Astrology & Speculation / Market Psychology — Research Series
Cycles of Collective Risk Appetite
A Planetary–Psychological Study of Speculation
This series does not predict stock prices. It studies when crowds become brave, when they freeze, and why speculation moves in waves.
What we’re really studying
Markets don’t move because humans suddenly became logical. Markets move because collective courage and collective fear change in sync.
Behavioral finance has documented these crowd patterns for decades. Our additional hypothesis is simple:
planetary cycles may act as a timing lens for shifts in collective risk appetite.
Key idea: Prices react later. Psychology shifts first.
Research Finding #1 — Sentiment moves prices where valuation is “story-based”
Academic work on investor sentiment shows that “waves” of optimism/pessimism can influence returns—especially in areas where valuation is subjective and hard to arbitrage
(think: hype-driven sectors, small caps, narrative stocks).
Anchor references: Baker & Wurgler (Investor Sentiment, 2006/2007).
Research Finding #2 — Losses hit harder than gains (so fear spreads faster)
Prospect Theory shows people experience losses more intensely than equivalent gains. In markets, this becomes a fuel for panic exits, regret trades, and “I’ll just recover my loss” behavior.
Anchor references: Kahneman & Tversky (Prospect Theory, 1979).
Research Finding #3 — Bubbles are feedback loops (not spreadsheets)
Bubbles often grow through social reinforcement: rising prices strengthen belief, belief attracts new buyers, and the narrative becomes “obvious truth.”
The crowd doesn’t need certainty—only a compelling story.
Anchor references: Shiller (Irrational Exuberance; narrative/feedback loop framing).
Research Finding #4 — A “calendar effect” exists in some studies (moon phase)
Some empirical finance research has reported a lunar-cycle pattern in returns across long samples and multiple markets. This is controversial and not universally accepted,
but it’s a useful signal that “human mood + time cycles” is a testable idea.
Anchor references: Dichev & Janes (Lunar Cycle Effects in Stock Returns, early 2000s).
So where does Astrology fit?
Not as a price predictor. Not as “buy/sell calls.”
Astrology is treated here as a timing lens for collective psychology shifts. The hypothesis we test is:
During certain planetary phases, risk appetite (bravery) and risk aversion (fear) shift at scale—creating recognizable market behavior patterns.
Astrology is treated here as a timing lens for collective psychology shifts. The hypothesis we test is:
During certain planetary phases, risk appetite (bravery) and risk aversion (fear) shift at scale—creating recognizable market behavior patterns.
Risk-on vs Risk-off
Crowd emotion
Narratives & hype
Timing windows
Research Framework (so skeptics can’t bully us)
We don’t “believe.” We test. Each cycle is treated like a research variable:
A) Market Psychology Metrics (Data)
- Sentiment proxies: news tone, social buzz, retail activity, put/call ratio (where available)
- Fear gauges: volatility index behavior (e.g., VIX-style), drawdowns, panic volume spikes
- Speculation intensity: leverage / derivatives chatter, euphoric breakouts, “story stocks” rallies
B) Planetary Timing Layer (Hypothesis)
- Slow cycles: long “emotional climate” shifts (risk appetite expansion vs contraction)
- Fast triggers: short mood spikes (hype/panic days) layered on the longer climate
- Outcome we track: not price targets—behavior signatures (FOMO, freezing, whipsaw)
C) What counts as a “match”?
A match is when a timing window repeatedly aligns with the same behavior pattern:
risk-on rallies, narrative manias, defensive rotations, or confusion/whipsaw zones.
What this series will NOT do
- No “tomorrow market up/down” claims.
- No buy/sell recommendations.
- No fake certainty.
We study crowd psychology cycles. If a reader wants tips, they can go to Telegram—this isn’t that circus.
Research Anchors & Academic–Behavioral Foundations
- Baker, M. & Wurgler, J. — Investor Sentiment and stock market behavior (2006/2007)
- Kahneman, D. & Tversky, A. — Prospect Theory (1979)
- Shiller, R. — Irrational Exuberance / feedback loops & narratives
- Dichev, I. & Janes, T. — Lunar cycle effects in stock returns (early 2000s)
Series Note: This is a research lens combining behavioral finance + cyclical timing. Treat it as analysis, not advice.
— Compiled & Interpreted by Dr. A. Shanker
Mobile: 9818733000
“When the sky becomes a mirror, the mind finds a language for its silence.”
#MarketPsychology #AstrologyAndMarkets #SpeculationCycles #RiskAppetite #BehavioralFinance #CrowdPsychology #AstroResearch #MarketSentiment #FinancialBehavior
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