	The practice was used by Goldman Sachs in a paper released in 1999, focusing specifically on the correlation between eclipses and the state of the financial market at that time. Though floated as an idea by the company at the time, analysis showed that random data produced similar results. A 2007 study by The British Association for the Advancement of Science conducted an experiment wherein a financial astrologer, professional investor, and five-year-old child, were asked to invest £5,000 on the FTSE100. The child earned the most money, with the financial astrologer taking the heaviest losses.