ΣL July 2023 Results & August Preview
The Sigma-L portfolio saw a nominal gain of 114.54% (normalised 18.27%) in July 2023 from 46 trades. We also preview the August schedule and identify some crucial highlights.
ΣL July 2023 Performance
Covering trade reports posted in July 2023 on Sigma-L.
View the full trade list and details in Google Sheets
Headline Numbers
Sigma-L Nominal vs Benchmarks - July 2023
S&P 500 (2.99%): +111.55%
Gold (2.29%): +112.25%
WTI Crude Oil (16.80%): +97.74%
Bitcoin (-4.44%): +118.98%
![](https://substackcdn.com/image/fetch/w_1456,c_limit,f_auto,q_auto:good,fl_progressive:steep/https%3A%2F%2Fsubstack-post-media.s3.amazonaws.com%2Fpublic%2Fimages%2F8adb45d3-6322-4fb6-a87a-884a5d32bd91_2621x1621.png)
Total Gain: 114.54% / Total Trades: 46 / Win:Loss Ratio: 1.71:1 (29:17)
Average Gain Per Trade: 2.49%
Win Percentage: 63%
Average Win: 6.07% / Average Loss: -3.62%
Average Duration: 51 Days