Σ Sigma FX

Calendar by biquote / MQL5 · — to —. Third-party, unverified readings and forecasts; coverage and timing may change. No speech transcript or policy-tone analysis. Missing values remain unavailable. Current calendar revisions are not used in historical backtests.

Session conventions: Tokyo 09:00–18:00 JST, London 08:00–17:00 local, New York 08:00–17:00 local; each city follows its own daylight saving. Weekdays only; broker holidays and symbol hours may differ. Opening ranges and volatility require contiguous closed 5M candles; missing history is not estimated. Volatility compares mean 5M ranges against prior complete sessions. Tests use next-bar entries, 2R targets, one trade per strategy/session, stop-first ambiguous bars and session-close exits. Overlap entries are counted separately, not again in London or New York. Spread and slippage included; financing and commissions excluded. Historical results are not a guarantee.

Checking centralized futures access…

Contract-specific futures proxy; basis and expiry differ from spot. Nearest expiry is not a verified liquidity leader.

Spot forex tick volume is not true global order flow. Quote size is resting liquidity, not aggressive traded volume. Unknown sides remain unclassified; no tick-rule estimates. Delta is ask-initiated minus bid-initiated contracts; cumulative delta starts at the sample boundary. Absorption/exhaustion are heuristics, not proof of hidden orders or guaranteed reversals. Futures flow remains separate from composite signals and backtests.

Strength: 50 common closed-candle intervals across seven USD legs, centered on an equal-weight eight-currency basket; not DXY. Correlations use actual pair log returns, exact timestamps and at least 30 observations; gaps are not bridged. Same-direction currency legs or direction-adjusted correlation ≥0.80 block additional signals. Unknown correlation fails closed when positions are open. Counts are not net notional or risk-weighted exposure. Only tracked trades and open paper signals are checked; broker positions are not synchronized. Single-pair backtests do not test portfolio protection.

No common closing time ·

No completed generated-signal outcomes yet; open positions and WAIT observations are not scored.

Every decision observed while this dashboard is open is recorded once, including WAIT. Paper executions use next available candle opens, costs and partial/trailing exits; gaps in history stay unscored. Shadow candidates build evidence without generating trades and remain separate. R is profit divided by initial risk, not cash return. Drawdown follows completed outcomes, not a funded portfolio. Stored in this browser; not continuous monitoring while closed or cross-device storage.