Sigma-L - Market Cycles

Sigma-L - Market Cycles

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Sigma-L - Market Cycles
Sigma-L - Market Cycles
ΣL Bitcoin Composite - 26th January 2024 | @ 87 Days | + 8.06%
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Cryptocurrency

ΣL Bitcoin Composite - 26th January 2024 | @ 87 Days | + 8.06%

Last trade: + 8.06% | 'B' class signal detected in Sigma-L Bitcoin Composite (BTC vs USD/EUR/GBP). Average wavelength of 87 days over 11 iterations since April 2021. Currently hard down

David F's avatar
David F
Jan 26, 2024
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Sigma-L - Market Cycles
Sigma-L - Market Cycles
ΣL Bitcoin Composite - 26th January 2024 | @ 87 Days | + 8.06%
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ΣL Cycle Summary

This component has likely peaked within the last couple of weeks as we catch it’s phase in the hard down status. There is a longer wave which has also peaked mid-late December, around the 170 day wavelength mark and which we retired last year due to a lack of amplitude. This longer signal will be evaluated again in full around it’s next trough (mid February - early March) but we have included a time frequency analysis of it below for subscribers. The shorter wave detailed here has it’s next low due mid-late February, this will likely co-incide with the 170 day wave trough, forming a phase cluster, or, as Hurst may have simply indicated, a synchronised trough. Amongst the composite, which has very minimal variance over major currencies, BTCEUR outperformed.


Trade Update

See also: Live ΣL Portfolio & History

Summary of the most recent trade enacted with this signal and according to the time prediction detailed in the previous post for this instrument, linked below.

Type: Early Buy - ΣL Bitcoin Composite 27th November 2023
Entry: 27th November, 2023
Exit: 26th January, 2024

For a composite analysis, each constituent’s respective gain over the period is displayed, in descending order. The average of the constituent gain is also shown.

Constituent Gain:
BTCEUR (9.09%)
BTCUSD (7.87%)
BTCGBP (7.21%)

Composite Average Gain:
8.06%


Current Signal Status

Defining characteristics of the component detected over the sample period.

Detected Signal Class: B - learn more
Average Wavelength: 86.76 Days
Completed Iterations: 11

Time Frequency Analysis

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