A clearer view of the opening session.
Explore opening-session forecasts for at-the-money option straddles and keep a private record of your trades. SIGMA is being prepared for a limited pilot.
Forecasts are estimates, not guarantees of prices or returns, and are not personalized investment advice.
Past success is absolutely no guarantee of future success.
When selling options, each person must protect themselves as they see fit. The engine cannot predict any market movement with certainty.
How SIGMA works
Choose an underlying and forecast horizon. The service uses the listed strike closest to the spot price, then displays the forecast when the private calculation service is available.
- XSP, QQQ, IWM or GOLD.
- Every horizon counts U.S. trading sessions, not calendar days.
- Forecasts are intended for the start of a trading session. The forecast feature is not yet active in this pilot.
What do the horizons mean?
The clock starts at the U.S. market open. Endpoints refer to the close of the specified trading session. Weekends and market holidays are not counted.
- 0.5
- Market open to market close on the same trading day.
- 1.5
- Market open to the close of the next trading day.
- 2.5
- Market open to the close two trading days later (GOLD only).
- 3.5
- Market open to the close three trading days later (XSP, QQQ and IWM).
Markets and available horizons
Your trades, in one private place
Log a buy or sell, the number of straddles, entry and exit prices, and fees. Track realized profit and loss without sharing your private trading history with other users.
Create an accountOnly your personal journal is available in this pilot. Forecasts will be enabled after independent verification.
Contact us
Questions about SIGMA or the pilot? Send a message to the SIGMA team.