Sigma-L - Market Cycles

Sigma-L - Market Cycles

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Sigma-L - Market Cycles
Sigma-L - Market Cycles
US Dollar Index - 15th January 2024 | @ 77 Days | - 0.41%
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Forex

US Dollar Index - 15th January 2024 | @ 77 Days | - 0.41%

Last trade: - 0.41% | 'C' class signal detected in US Dollar Basket / Index. Running at an average wavelength of 77 days over 13 iterations since May 2021. Currently peaking.

David F's avatar
David F
Jan 15, 2024
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Sigma-L - Market Cycles
Sigma-L - Market Cycles
US Dollar Index - 15th January 2024 | @ 77 Days | - 0.41%
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ΣL Cycle Summary

This component, now coming to be more dominated by the excellent longer wave at around 180 days, is somewhat tricky to phase. Ostensibly peaking, the amplitude has been suppressed and the aforementioned longer wave is, in contrast and out of phase, now pushing up. This could possibly imply a general flat to bullish next component of this wave as the two influences combine (not withstanding other cyclical influence). Downgraded to a ‘C’ category once again whilst retaining some historical merit, making this wave worthy of inclusion for several more iterations.


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: Buy - US Dollar Index 13th December 2023
Entry: 13th December 2023 @ 102.870
Exit: 15th January 2024 @ 102.478
Gain: - 0.41%


Current Signal Status

Defining characteristics of the component detected over the sample period.

Detected Signal Class: C - learn more
Average Wavelength: 76.89 Days
Completed Iterations: 13
Component Yield Over Sample: 28.03% - learn more

Time Frequency Analysis

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