This is the most tested hypothesis. Multiple PDF studies indicate that the S&P 500 and Bitcoin show a statistically significant decline or increased volatility during Mercury retrograde periods (three times a year). While not causal, the is uncanny: reversals often occur on the day Mercury turns direct or stationary.
This is the most tested hypothesis. Multiple PDF studies indicate that the S&P 500 and Bitcoin show a statistically significant decline or increased volatility during Mercury retrograde periods (three times a year). While not causal, the is uncanny: reversals often occur on the day Mercury turns direct or stationary.