June 11 / Trade Alert For The Sigma Portfolio (Live)

Execution Date: June 11, 2025 - Market Close

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In today’s Portfolio Rebalancing process, we’ll focus on bringing our portfolio in alignment with our benchmark in terms of equity exposure (from 53% to 60%), as well as swapping out positions in accordance with their rank in Millennium Alpha screened by Dark Pools Index and GEX values.

Also adding Gold on the dip, but otherwise this is pretty much a garden variety rebalancing process, in preparation for the summer months.

Buys:

• NVDA: BUY, 0.97% (Adjust Position)

• APP: BUY, 2.21% (Adjust Position)

• KLAC: BUY, 1.66% (Adjust Position)

• CF: BUY, 1.69% (Adjust Position)

• CME: BUY, 4.82% (Initiate Position)

• FTDR: BUY, 4.96% (Initiate Position)

• VRSK: BUY, 4.76% (Initiate Position)

• GLD: BUY, 4.71% (Initiate Position)

• LRCX: BUY, 3.95% (Initiate Position)

• EXEL: BUY, 4.99% (Initiate Position)

Sells:

• FICO: SELL, -3.47% (Close Position)

• MCO: SELL, -1.87% (Close Position)

• MA: SELL, -6.81% (Close Position)

• FTNT: SELL, -5.46% (Close Position)

• MELI: SELL, -4.57% (Close Position)

• COKE: SELL, -0.53% (Close Position)

The portfolio’s performance can be tracked via the Sigma Portfolio Strategy.