The Sigma-L portfolio saw a nominal gain of 53.83% (normalised -19.57%) in November 2023, across 42 trades. In this report we examine the results and look forward to a packed December schedule
Thanks very much Andre. I don't track corn but if you give me the ticker or a related ETF I can look at it and assess whether there is any periodicity worth adding to the site.
There is an ETF but its poorly designed imo. The ideal way is to use corn futures, ticker ZC traded on the CBOT. I asked about corn because it has strong seasonals tendencies, and starting now in early december in theory is the low of the season, so thought it might have an interesting cycle to track
Thanks for sharing, David! Good stuff. Do you track corn? If yes, could you share it?
Thanks very much Andre. I don't track corn but if you give me the ticker or a related ETF I can look at it and assess whether there is any periodicity worth adding to the site.
There is an ETF but its poorly designed imo. The ideal way is to use corn futures, ticker ZC traded on the CBOT. I asked about corn because it has strong seasonals tendencies, and starting now in early december in theory is the low of the season, so thought it might have an interesting cycle to track
Yes I can look at the futures for sure. If there is anything of note worth posting, it will appear on site in due course.