Sigma-L - Market Cycles

Sigma-L - Market Cycles

Share this post

Sigma-L - Market Cycles
Sigma-L - Market Cycles
ΣL USD Composite - 14th January 2025 | @ 81 Days
Copy link
Facebook
Email
Notes
More
Forex

ΣL USD Composite - 14th January 2025 | @ 81 Days

'B' class signal detected in Sigma-L USD Composite. Running at an average wavelength of 81 days over 13 iterations since March 2022. Currently troughing

David F's avatar
David F
Jan 14, 2025
∙ Paid
5

Share this post

Sigma-L - Market Cycles
Sigma-L - Market Cycles
ΣL USD Composite - 14th January 2025 | @ 81 Days
Copy link
Facebook
Email
Notes
More
1
Share

ΣL Cycle Summary

In this comprehensive time frequency analysis of the US Dollar against 23 global currencies at wavelengths < ~ 120 days we can discern a powerful periodic feature around 80 days. Featured previously on Sigma-L by way of the GBPUSD and EURUSD, this cycle was highly stationary in the sample until around August 2024. From this point a larger, bearish component has been in control, resulting in suppressed power for this wave but interestingly increased power at a higher frequency (namely ~ 35 days wavelength), see below.

We can reasonably extrapolate the timing of the component around 80 days however, given the historical stability and despite the recent loss of power. This gives an imminent trough at the current wavelength.

Currencies within this composite: BRL, AUD, CAD, CHF, CLP, CNY, CZK, DKK, EUR, GBP, HUF, ILS, MXN, MYR, NOK, NZD, PHP, PLN, SEK, SGD, THB ,UYU, ZAR.

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