Sigma-L - Market Cycles

Sigma-L - Market Cycles

Share this post

Sigma-L - Market Cycles
Sigma-L - Market Cycles
DAX - 17th January 2024 | @ 77 Days | + 2.36%
Copy link
Facebook
Email
Notes
More
Stockmarkets

DAX - 17th January 2024 | @ 77 Days | + 2.36%

Last trade: + 2.36% | 'B' class signal detected in the German DAX. Running at an average wavelength of 77 days over 13 iterations since July 2021. Currently troughing

David F's avatar
David F
Jan 17, 2024
∙ Paid
3

Share this post

Sigma-L - Market Cycles
Sigma-L - Market Cycles
DAX - 17th January 2024 | @ 77 Days | + 2.36%
Copy link
Facebook
Email
Notes
More
1
Share

ΣL Cycle Summary

The main german equity measure moved up strongly, in concert with other global indices, through the latter part of 2023, culminating in a peak early December. That peak has produced a very mild sideways move in the majority of stock markets, the DAX being no different here. At the current wavelength of this prominent component we can expect the next peak mid-late February. Probably accompanied by some increased volatility as we approach it.


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: Sell - DAX 11th December 2023
Entry: 11th December 2023 @ 16794.43
Exit: 17th January 2024 @ 16398.50
Gain: 2.36%


Current Signal Status

Defining characteristics of the component detected over the sample period.

Detected Signal Class: B - learn more
Average Wavelength: 76.85 Days
Completed Iterations: 13
Component Yield Over Sample: 74.97% - learn more

Time Frequency Analysis

This post is for paid subscribers

Already a paid subscriber? Sign in
© 2025 Sigma-L
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share

Copy link
Facebook
Email
Notes
More