Sigma-L

Share this post

ΣL Portfolio

www.sigma-l.net

Discover more from Sigma-L

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.
Continue reading
Sign in
Performance

ΣL Portfolio

Overall: + 92.07% | September 2023: - 8.16% | View our portfolio of completed trades this month and previous months. All based upon signals specified in our bespoke reports to subscribers.

Jul 31, 2023
4
Share this post

ΣL Portfolio

www.sigma-l.net
Share

Last Update: 1st September, 2023

ΣL Portfolio Return

Since July 2023: 92.07%

Current & Schedule

September 2023: - 8.16%
Schedule | Report | Current Trade by Trade (Google Sheets)

September’s packed reporting schedule on Sigma-L

History

August 2023: -14.31%
Schedule | Report | Trade by Trade (Google Sheets)

July 2023: 114.54%
Schedule | Report | Trade by Trade (Google Sheets)


A Quick Note on Strategy Optimisation

The time based signals and analysis we give on Sigma-L, grounded in our time frequency analysis, are deliberately under optimised. When proposing a trading strategy with a anticipated statistical edge, the analyst must be extremely careful to not overfit (curve fitting) and subsequently be fooled by randomness. In our case the error terms in the predictions are defined by modulation characteristics of the signal identified. It is these modulation ‘ranges’ which can possibly be further optimised to increase the already excellent edge this approach has.

Readers are, of course, free to add additional filters, time or price based, to optimise entry. One time based example might be to only enter trades which also have a larger, with trend, periodic component providing additional impetus. One price based example might be to use a momentum indicator as a signal for peak or trough occurrence.


Thank you for reading Sigma-L. This post is public so feel free to share it.

Share


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.
4
Share this post

ΣL Portfolio

www.sigma-l.net
Share
Previous
Next
Comments
Top
New
Community

No posts

Ready for more?

© 2023 Sigma-L
Privacy ∙ Terms ∙ Collection notice
Start WritingGet the app
Substack is the home for great writing