Defeat him but make sure you do not have the arm upgrade. Keep playing until you fight Vile the second time in Sigma Palace 3. Get every upgrade for Mega Man, except for the arm upgrade. Repeat the Charge Chameleon and the Electric Spark attack until Sigma is defeated. When Sigma jumps up the wall from you, fall when he is on the other side of the wall.
When he shoots, jump up the wall and try dodging bullets like that.
To dodge his slash, try jumping up the wall. Use the purple Charge Chameleon Sting, then use the Electric Spark attack (charged or not).
