(Answer by John MckayJohn Mckay:) That the product of two conjugate (type 2A) involutions of the monster, M lies in 9 conjugacy classes with order given by the coefficients of the highest root in affine E8, namely {1,2,3,4,5,6,4,2,3} -- and similarly for E7 and E6 with 2.Baby and 3.F24' respectively -- was experimental with very little evidence. See my note in Nature 305, 672, 20th Oct 1983 on numerology.
(GK: Indeed this is a very important example in the history of mathematics. Here is the Nature's paper)