ΣL Portfolio

Total Return

Since July 2023:
Nominal: 252.10%
Normalised: 9.85%

Note: Normalisation in the context of reporting on Sigma-L removes bias from commonality correlations across multiple instruments which feature the same or similar periodic components. An example is the 80 day ‘nominal’ wave in the S&P 500, DJIA, DAX and EUSTOXX, all of which are reported together on Sigma-L (for the benefit of subscribers in multiple locations!) and summed for the nominal figure shown. Normalisation averages the nominal gain across the total number of trades per category, smoothing outliers.

History

January 2024:
Nominal: 31.21%
Normalised: 10.76%
Schedule | Report | Trade by Trade (Google Sheets)

December 2023:
Nominal: 134.40%
Normalised: 17.74%
Schedule | Report | Trade by Trade (Google Sheets)

November 2023:
Nominal: 52.83%
Normalised: -19.57%
Schedule | Report | Trade by Trade (Google Sheets)

October 2023:
Nominal: 127.59%
Normalised: 23.42%
Schedule | Report | Trade by Trade (Google Sheets)

September 2023:
N…