The Sigma-L portfolio saw a nominal gain of 134.40% (normalised 17.74%) in December 2023, across 35 trades. We take a look at the detail in this report and look forward to January 2024
Portfolio allocation is up to individuals to decide, I can't give advice in that regard. The reporting is based upon returns over the period (via the identified periodic component) specified from report to report, each of which is published on the site.
Very Interesting, how do you trade these? Position sizing all the same?
Portfolio allocation is up to individuals to decide, I can't give advice in that regard. The reporting is based upon returns over the period (via the identified periodic component) specified from report to report, each of which is published on the site.