June 24 / Trade Alert For The Sigma Portfolio (Live)
Execution Date: June 24, 2025 - Market Close
With many coincident indicators pointing bullish and the market achieving the breakout that we were looking for, we are comfortable making two additions to the Sigma Portfolio at today’s market close:
These stocks are part of the Millennium Alpha strategy and both have favorable Dark Pools flows (49% and 68% monthly averages). Both stocks have corrected significantly during last week’s swoon and present favorable entry points at the moment.
Our overall equity risk allocation rises by around +8.5% from 58% presently to 67% (see Actual / Target screenshots below). This is consistent with positioning in the Enterprise Strategy, which has been quite bullish since May 13 (!).
The portfolio’s performance can be tracked via the Sigma Portfolio Strategy.