Clear sigma has no effect on the stack on the following calculators: HP32SII, HP42S, and HP33s.
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As near as I can tell, on my HP-15C, Sigma + and Sigma - both replace X with the current value of n (number of values entered into the stat registers), but don't effect the other stack registers.
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All three of the calculators listed above treat Sigma + and Sigma - the same as the HP-15C.