August 2026: a high-fit cycle, and where the low actually formed
The August 2026 cycle was noted at the time as a high-fit cycle: a Pattern Fit
Score of about 82.6/100 before the waning leg completed, described then as
roughly the 97th historical percentile.
A note on that figure. 82.6/100 is the number recorded contemporaneously. The
scoring implemented in this codebase today produces a different figure for the
same cycle. Both are kept. Re-tuning the scoring so it reproduces a historical
number would breach the research constitution, which forbids changing scoring
weights after the fact.
What the verified market data shows:
- New Moon 12 August 2026, 17:36 UTC, close $63,402.43.
- The cycle low was $62,818.65 on 2026-08-16.
- Full Moon 28 August 2026, 04:18 UTC, close $77,830.29,
and it was strongly nodally aligned - 5.0 degrees from the lunar node. - The cycle high was $81,271.74 on 2026-09-03,
a 29.4% advance from the low.
The formal New-Moon test: a qualifying strict local low DID form, at NM+2.
Applying the pre-registered rule - a strict 7-day pivot on the daily LOW,
LOW[t] < LOW[t-1..t-3] AND LOW[t] < LOW[t+1..t+3] - to verified daily OHLC:
| Date | Daily LOW | Qualifies? |
|---|---|---|
| 12 Aug (T0) | $63,251.11 | no |
| 13 Aug (T+1) | $62,799.29 | no |
| 14 Aug (T+2) | $62,487.70 | yes |
| 15 Aug (T+3) | $62,850.96 | no |
The contemporaneous note - "12 Aug New Moon -> 14 Aug local low" - was
correct. The qualifying pivot is 14 August, NM+2.
Note that 16 August printed a lower close ($62,818.65) than 14 August.
That is irrelevant to this test. The protocol is defined on intraday lows and
asks whether a strict local low formed in T0:T+3 - not whether that day held
the lowest price of the cycle. A later, deeper low does not retract a pivot that
has already formed.
Historical high-fit cycles suggested elevated weakness in the waning leg, commonly
nearer 10-15% than a crash. That expectation is recorded here before the outcome
is discussed, and reviewed in the experiment record.