Delta Phenomenon
Content
The Delta Phenomenon is based on the lunar cycle and the rhythm of the tides. It
was discovered by Jim Sloman who then sold his insights to Welles Wilder, inven
tor of technical analysis indicators such as Relative Strength Index (RSI), para
bolic SAR, and ATR.
Basically, Jim Sloman claimed that financial markets behave according to a predi
ctable repeating order and patterns having roughly the same number of major high
and low turning points in specific time frames.
Unlike most other trading systems, the Delta Phenomenon places emphasis on time
rather than price. It is essentially a swing trading system focusing on time, a
cycle system, where markets make highs and lows based on pre-determined solunar
cycles. Delta does not attempt to forecast exact price levels, but a combination
with price-focused approaches such as Fibonacci, trend lines, Elliot Waves is r
ecommended. Read Wilder's book on the Delta Phenomenon e.g. HERE
The basic assumptions of the Delta Phenomenon are that all freely traded financi
al markets repeat directly or inversely . . .
every 4 revolutions of the Earth = every 4 Days = Short Term Delta (STD)
every 4 revolutions of the Moon around the Earth = every 4 Lunar Months = 118.12
CD = Intermediate Term Delta (ITD)
every complete Tidal Cycle = every Lunar Year = 354.36 CD = Medium Term Delta (M
TD)
every 4 revolutions of the Earth around the Sun = every 4 Solar Years = 1416 CD
= Long Term Delta (LTD)
every complete total interaction of the Sun, Moon and Earth = every 19 Years and
5 Hours = Super Long Term Delta (SLTD)
Inversions = change of Delta high/low or low/high rotation = can only occur in t
he Inversion Time Window (ITW).
Inversion Time Window (ITW) = period of time repeating with exact frequency. The
ITW begins with last Delta turning point in previous series and continues until
the second turning point in the new series. The ITW is the only place in time t
hat inversion can occur. A common ITD-solution for the S&P 500 is a series with
12 turning points within 4 Lunar Months.
In-Between Point (IBP) = extra point in series may occur only in ITW = IBP may
occur on either side of Point #1 thus causing an inversion resulting in change o
f rotation = IBP may also occur on both sides of Point #1 thus causing two inver
sions which result in no change of rotation. Hence for example the above mention
ed ITD-solution for the S&P 500 may have up to 14 turning points.
The peaks in the diagram of a spectrum analysis based on the Moon phases corresp
ond to the most powerful cycles that exist in the Moon phase metrics. This is wh
y the period of these cycles is shown in degrees of the Moon phase. In this part
icular case, there is the highest peak of 1440.5 degrees of the Moon phases cycl
e. In other words, according to the spectrogram, the stock market tends to repea
t its pattern every time when the Moon changes its phase on 1440.5 degrees. This
approximately corresponds to a 118.19 days (approximately because this is a sli
ghtly irregular cycle).
http://time-price-research-astrofin.blogspot.in/p/delta.html
was discovered by Jim Sloman who then sold his insights to Welles Wilder, inven
tor of technical analysis indicators such as Relative Strength Index (RSI), para
bolic SAR, and ATR.
Basically, Jim Sloman claimed that financial markets behave according to a predi
ctable repeating order and patterns having roughly the same number of major high
and low turning points in specific time frames.
Unlike most other trading systems, the Delta Phenomenon places emphasis on time
rather than price. It is essentially a swing trading system focusing on time, a
cycle system, where markets make highs and lows based on pre-determined solunar
cycles. Delta does not attempt to forecast exact price levels, but a combination
with price-focused approaches such as Fibonacci, trend lines, Elliot Waves is r
ecommended. Read Wilder's book on the Delta Phenomenon e.g. HERE
The basic assumptions of the Delta Phenomenon are that all freely traded financi
al markets repeat directly or inversely . . .
every 4 revolutions of the Earth = every 4 Days = Short Term Delta (STD)
every 4 revolutions of the Moon around the Earth = every 4 Lunar Months = 118.12
CD = Intermediate Term Delta (ITD)
every complete Tidal Cycle = every Lunar Year = 354.36 CD = Medium Term Delta (M
TD)
every 4 revolutions of the Earth around the Sun = every 4 Solar Years = 1416 CD
= Long Term Delta (LTD)
every complete total interaction of the Sun, Moon and Earth = every 19 Years and
5 Hours = Super Long Term Delta (SLTD)
Inversions = change of Delta high/low or low/high rotation = can only occur in t
he Inversion Time Window (ITW).
Inversion Time Window (ITW) = period of time repeating with exact frequency. The
ITW begins with last Delta turning point in previous series and continues until
the second turning point in the new series. The ITW is the only place in time t
hat inversion can occur. A common ITD-solution for the S&P 500 is a series with
12 turning points within 4 Lunar Months.
In-Between Point (IBP) = extra point in series may occur only in ITW = IBP may
occur on either side of Point #1 thus causing an inversion resulting in change o
f rotation = IBP may also occur on both sides of Point #1 thus causing two inver
sions which result in no change of rotation. Hence for example the above mention
ed ITD-solution for the S&P 500 may have up to 14 turning points.
The peaks in the diagram of a spectrum analysis based on the Moon phases corresp
ond to the most powerful cycles that exist in the Moon phase metrics. This is wh
y the period of these cycles is shown in degrees of the Moon phase. In this part
icular case, there is the highest peak of 1440.5 degrees of the Moon phases cycl
e. In other words, according to the spectrogram, the stock market tends to repea
t its pattern every time when the Moon changes its phase on 1440.5 degrees. This
approximately corresponds to a 118.19 days (approximately because this is a sli
ghtly irregular cycle).
http://time-price-research-astrofin.blogspot.in/p/delta.html
