Sigma-L - Market Cycles

Sigma-L - Market Cycles

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Sigma-L - Market Cycles
Sigma-L - Market Cycles
DJIA - 5th December 2023 | @ 77 Days | + 5.78%
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Stockmarkets

DJIA - 5th December 2023 | @ 77 Days | + 5.78%

Last trade: + 5.78% | 'B' class signal detected in the Dow Jones Industrial Average. Running at an average wavelength of 77 days over 12 iterations since May 2021. Currently peaking.

David F's avatar
David F
Dec 05, 2023
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Sigma-L - Market Cycles
Sigma-L - Market Cycles
DJIA - 5th December 2023 | @ 77 Days | + 5.78%
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ΣL Cycle Summary

First up for our reports this month on the 80 day ‘nominal’ wave, troughing back in late October, is the DJIA. Relatively late into the move up compared to the S&P 500 there was still plenty of space to run from our last 6th November report. The component is now peaking with the next trough due mid January 2024. Traders should, if they have not already, check out the VIX, which currently exhibits the inversion of this wave to a highly correlated degree.


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: Late Buy - DJIA 6th November 2023
Entry: 6th November 2023 @
Exit: 5th December 2023 @
Gain: 5.78%


Current Signal Status

Defining characteristics of the component detected over the sample period.

Detected Signal Class: B - learn more
Average Wavelength: 77.11 Days
Completed Iterations: 12
Component Yield Over Sample: 72.06% - learn more

Time Frequency Analysis

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