Implausible

Research · 03

Predicting the stock market with Associative Remote Viewing_

A modern ARV study that predicted the hourly direction of the DAX at 79 per cent across 48 trials, and found that giving the viewer feedback made no difference to the result.

  • 2019
  • Maximilian Müller, Laura Müller, Marc Wittmann
  • Zeitschrift für Anomalistik
  • ARV
  • Financial markets
  • Precognition

The design

Fifteen experienced viewers made 50 short predictions of the German stock index DAX, each over a one hour window. For every prediction, two maximally distinct images were randomly associated with up and with down. The viewer, blind to both images and to the association, described the image they would later be shown. A judge decided which image the description matched, and that fixed the forecast.

Two trials were void because the index closed exactly level, leaving 48 valid trials. A small contract-for-difference stake was placed on each, so every prediction resolved against a real market, not a paper one.

The result

38 of 48 predictions were correct, a hit rate of 79.16 per cent (p = 2.3 x 10 to the minus 5, effect size 0.56). A random number generator run over the same task sat at chance, 24 of 48. The gap between the human viewers and the generator was itself significant.

The headline number is high, and the authors are clear that it comes from a small, exploratory series with one viewer per prediction. It is a feasibility result, not a trading system.

Feedback was not necessary

Half the trials showed the viewer the correct image afterwards; half never did. Both conditions were independently significant and did not differ from each other. This is the mere intention finding: the viewer did not need to see the feedback for the prediction to work, which points to intention rather than feedback as the active ingredient.

Why it matters to us

This is the closest published design to our own ARV experiment and to any applied market use. It supports two of our assumptions: that ARV can be bound to a live financial outcome, and that feedback is not the mechanism.

It also carries the honest caveats we hold ourselves to. The sessions were not double blind, the monitor knew the images even though nobody could know the future outcome, and the money made was small and not reliably better than the chance baseline, because the index moved further on the wrong predictions than on the right ones. A directional edge is not the same thing as a profitable one.

Reference: Müller, M., Müller, L. & Wittmann, M. (2019). Predicting the stock market: An associative remote viewing study. Zeitschrift für Anomalistik, 19, 326–346.

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