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ΣL Signal Rating System

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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.
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ΣL Signal Rating System

This article looks at how we differentiate periodic signal classes on Sigma-L. This is a helpful resource to refer to when interpreting the time frequency plots presented in our market reports.

Jul 26, 2023
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ΣL Signal Rating System

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‘A’ Class

Highly amplitude stationary for the majority of the sample
Highly frequency stationary for the majority of the sample
Maximum gain per frequency across the frequency range and within the bandwidth of the signal, within the sample timeframe
Clear spectral spacing around the signal

Copper (HG), a typical wow! signal demonstrating a beacon like quality across the time and frequency range sampled. Highly amplitude and frequency stationary with no other periodic signal of note coming anywhere near it’s clarity.

‘B’ Class

Highly amplitude stationary for at least half of the sample
Highly frequency stationary for at least half of the sample
Maximum or second highest gain per frequency across the frequency range and within the bandwidth of the signal, within the sample timeframe
Clear spectral spacing around the signal

An example of a ‘B’ class signal in XAU/XAG. Some mild frequency and amplitude modulation, the most typical signal we will likely see in the snippets - an excellent component to note for subscribers.

‘C’ Class

Highly amplitude stationary for at least half of the sample
Highly frequency stationary for at least half of the sample
Maximum or second highest gain per frequency across the frequency range and within the bandwidth of the signal, within the sample timeframe

The 80 day component in GBPUSD with a good degree of stationarity but less defined spectral spacing, a typical ‘C’ class signal

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.
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ΣL Signal Rating System

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