Discover more from Sigma-L
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.
Last Update: 1st September, 2023
ΣL Portfolio Return
Since July 2023: 92.07%
Current & Schedule
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.