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Identify financial market turning points with the power of signal processing and wavelet analysis. Expertly crafted time series decomposition of stock markets, cryptocurrency, energy, metals, foreign exchange and more.

Cryptocurrency

ΣL Crypto Composite - 12th May 2023 | @ 89 Days

'C' class signal detected: Sigma-L Crypto Composite (BTC/ETH/LTC/SOL/XMR vs USD). Average wavelength of 89 days over 7 completed sample iterations since April 2021. Currently moving down.

May 12, 2023

Signal Class & Attributes

Defining characteristics of the component detected over the sample period.

Detected Signal Class: C - learn more
Average Wavelength: 88.93 Days
Completed Iterations: 7

Time Frequency Analysis

Time frequency charts (learn more) below will typically show the cycle of interest against price, the bandpass output alone and the bandwidth of the component in the time frequency heatmap, framed in white. If a second chart is displayed it will usually show highpassed price with the extracted signal overlaid for visual clarity.

This component, notionally the 80 day ‘nominal’ wave has been attenuated somewhat in the move down since 2021 and suffers from a degree of frequency modulation over time. This is shown by the white line within the bandwidth box of the signal (instantaneous frequency). It has recently stabilised slightly.

Signal Detail & Targets

Here we give more detail on the signal relative to speculative price, given the detected attributes of the component. In most cases the time target to hold a trade for is more important, given we focus on cycles in financial markets. Forthcoming trough and peak ranges are based upon the frequency modulation in the sample.

Phase: Hard Down1
FM: +- 17 Days2
AM: N/A (Composite)3
Next Trough Range: May 21st - June 24th, 2023
Next Peak Range: June 20th - July 24th, 2023

Sigma-L Recommendation: Late Sell
Time Target: ~ 7th June, 2023
Price Target: N/A (Composite)

Bitcoin Market Cycles - 17th April 2023

David F

Apr 17

Essentials: Nominal Model | FLD | FLD Trading Strategy | FLD Trading Strategy (Advanced) | Underlying Trend | Time Frequency Analysis Analysis Summary The 18 month ‘nominal’ component low in cryptocurrency and, more specifically, Bitcoin was established in November 2022

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DISCLAIMER: This website/newsletter and the charts/projections contained within it are intended for educational purposes only. Results and projections are hypothetical. We accept no liability for any losses incurred as a result of assertions made due to the information contained within Sigma-L. This report is not intended to instruct investment or purchase of any financial instrument, derivative or asset connected to the information conveyed in the report. Trade and invest at your own risk.

Signal Phase: This is ‘how far along’ the cycle is in it’s period at nowtime and is related to the predicted price action direction.

Signal Frequency Modulation: This is how much, on average, the signal detected varies in frequency (or wavelength) over the whole sample. A lower variance is better and implies better profitability for the component. Frequency usually modulates relatively slowly and over several iterations.

Signal Amplitude Modulation: This is how much the component gains or loses power (price influence) across the sample, on average. Amplitude modulation can happen quite quickly and certainly is more evident than frequency modulation in financial markets. The more stable the modulation the better.