Autumn Panics: A Calendar Phenomenonhttp://www.calendarresearch.com/autumnpanics.html

1. 十月股災 (1997香港, 1987 & 1929 美國)

2. 單日最大跌幅: 多在秋季

Lunar cycle and Stocks
Lunar cycle and DJIA

Graph 1 reveals that the DJIA has, on average, risen from the new moon for about 7 days. The DJIA then has bottomed about 4 days before the next new moon. The price slide seems to accelerate after the occurrence of the full moon.
Summary of Findings
The study indicates that there is, on average, an upmove in the DJIA commencing in the days prior to the new moon and ending about 6 to 7 days afterward. This cycle is too weak to be relied upon solely as a trading timer.

Lunar cycle and S&P

http://www.erhvervsastrologi.dk/erhvervsastrologi/Nytdesign/Doesplanetarycycles.htm

***若要歷史資料 請到這裡*** daily, weekly, and monthly...應有盡有...
Time Series Data: Commodities, Interest Rates, Miscellaneous, Stock Market
http://www.webspace4me.net/~blhill/pages.aux/cycles/data.html

哇塞! S&P 從1871年起的月資料Excel檔!!!
http://www.econ.yale.edu/~shiller/data/ie_data.xls