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.
Absolutely agree Cjin. By focusing on time and allowing the frequency modulation to be part of the anticipated error, price takes care of itself. The results shown above are very much in line with my own experience trading for many years with this method (prior to writing about it too!), a win percentage around 60-70%.
Great improvement and good job, David! My only additional suggestion would be to have a "Portfolio" Tab where you display the current active trades on one (spread) sheet and update as trades come and go. Yes, a little extra work but would be a quick overview of all your current work, thus helpful for the readers. My two cents anyway...cheers
Hey Richard, yes I would do that if I could integrate a spreadsheet directly into the substack CMS. I will add a tab later this week that links to the current month spreadsheet and perhaps past months as a compromise for now. Probably entitled 'results' or similar.
amazing!
Great performance. Most focus on price level but we focus on time. Surely a less crowded path towards alpha.
Absolutely agree Cjin. By focusing on time and allowing the frequency modulation to be part of the anticipated error, price takes care of itself. The results shown above are very much in line with my own experience trading for many years with this method (prior to writing about it too!), a win percentage around 60-70%.
Great improvement and good job, David! My only additional suggestion would be to have a "Portfolio" Tab where you display the current active trades on one (spread) sheet and update as trades come and go. Yes, a little extra work but would be a quick overview of all your current work, thus helpful for the readers. My two cents anyway...cheers
Hey Richard, yes I would do that if I could integrate a spreadsheet directly into the substack CMS. I will add a tab later this week that links to the current month spreadsheet and perhaps past months as a compromise for now. Probably entitled 'results' or similar.