The Sigma-L portfolio saw a nominal gain of 114.54% (normalised 18.27%) in July 2023 from 46 trades. We also preview the August schedule and identify some crucial highlights.
Absolutely agree Cjin. By focusing on time and allowing the frequency modulation to be part of the anticipated error, price takes care of itself. The results shown above are very much in line with my own experience trading for many years with this method (prior to writing about it too!), a win percentage around 60-70%.
amazing!
Great performance. Most focus on price level but we focus on time. Surely a less crowded path towards alpha.
Absolutely agree Cjin. By focusing on time and allowing the frequency modulation to be part of the anticipated error, price takes care of itself. The results shown above are very much in line with my own experience trading for many years with this method (prior to writing about it too!), a win percentage around 60-70%.