ΣL Cycle Summary
Once again the superbly stationary component in USDCAD rotates into the latest trough with remarkable periodicity, a wave that stands out in the spectra so much that even a standard FFT would easily discern it. The latest trough is forming with a peak expected mid January at the current wavelength of around 78 days. New subscribers should note the exceptional signal strength of this wave in the time frequency plot. It is a wonderful example of amplitude stationarity (shown in consistency of colour over time) and frequency stationarity (shown with minimal ‘vertical/frequency’ variance over time).
Trade Update
See also: Live ΣL Portfolio & History
Summary of the most recent trade enacted with this signal and according to the time prediction detailed in the previous post for this instrument, linked below.
Type: Sell - USDCAD 1st November 2023
Entry: 1st November 2023 @ 1.3863
Exit: 13th December 2023 @ 1.3593
Gain: 1.95%
Current Signal Status
Defining characteristics of the component detected over the sample period.
Detected Signal Class: A - learn more
Average Wavelength: 77.58 Days
Completed Iterations: 14
Component Yield Over Sample: 54.23% - learn more