ΣL August 2023 Results & September Preview

The Sigma-L portfolio saw a nominal loss of 14.31% (normalised -8.93%) in August 2023 via 39 trades. We also preview the packed September schedule and identify highlights

ΣL August 2023 Performance

Covering trade reports posted in August 2023 on Sigma-L.
View the full trade list and details in Google Sheets

Headline Numbers

Sigma-L Nominal vs Benchmarks - August 2023

S&P 500 (-1.51%): -12.8%
Gold (-0.17%): -14.14%
WTI Crude Oil (1.91%): -16.22%
Bitcoin (-11.11%): -3.20%

Monthly Breakdown

Total Gain: -14.31% / Total Trades: 39 / Win:Loss Ratio: 1.05:1 (20:19)
Average Gain Per Trade: -0.37%
Win Percentage: 51%
Average Win: 3.42% / Average Loss: -4.35%
Average Duration: 48 Days