The Green Alpha

Today’s result: +0.08%

For Friday we’re long on the S&P500.

 

Today’s result: +1.02%

For Monday we’re short on the S&P500.

 

Very good performance Green Alpha.

 

Thanks Trader.Fighter, although we achieved a decent outperformance it was due to a very very good performance during the first couple of months and an ok performance since then (as you can see on the attached graph). But we're within the expected returns and volatility.

Here the weekly update:

<table class="google-visualization-table-table" cellspacing="0" style="width: 260px; "><tbody><tr class="google-visualization-table-tr-head"><td class="google-visualization-table-th google-visualization-table-sorthdr"><span class="google-visualization-table-sortind">&#8195;</span></td><td class="google-visualization-table-th google-visualization-table-sorthdr">TGA<span class="google-visualization-table-sortind">&#8195;</span></td><td class="google-visualization-table-th google-visualization-table-sorthdr">S&amp;P<span class="google-visualization-table-sortind">&#8195;</span></td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td">Cum Perf</td><td class="google-visualization-table-td google-visualization-table-td-number">11,83%</td><td class="google-visualization-table-td google-visualization-table-td-number">5,4%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Avg Perf</td><td class="google-visualization-table-td google-visualization-table-td-number">0,15%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,07%</td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td">Avg W</td><td class="google-visualization-table-td google-visualization-table-td-number">0,82%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,65%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Avg L</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,79%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,75%</td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td"># W</td><td class="google-visualization-table-td google-visualization-table-td-number">44</td><td class="google-visualization-table-td google-visualization-table-td-number">44</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td"># L</td><td class="google-visualization-table-td google-visualization-table-td-number">31</td><td class="google-visualization-table-td google-visualization-table-td-number">31</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Max DD</td><td class="google-visualization-table-td google-visualization-table-td-number">-6,96%</td><td class="google-visualization-table-td google-visualization-table-td-number">-5,76%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Curr DD</td><td class="google-visualization-table-td google-visualization-table-td-number">-4,67%</td><td class="google-visualization-table-td google-visualization-table-td-number">-2,24%</td></tr></tbody></table><br></br>Last update:6th Jul, 2013<br></br>

 

Today’s result: -0.53%

For Monday we’re long on the S&P500.

 

Today’s result: +0.72%

For tomorrow we’re short on the S&P500.

 

Today’s result: -0.02%

For tomorrow we’re long on the S&P500.

 

Today’s result: 1.36%

For tomorrow we’re short on the S&P500.

 

Today’s result: -0.30%

For Monday we’re long on the S&P500.

 

Today’s result: +0.14%

For tomorrow we’re long on the S&P500.


Updated results:

<table class="google-visualization-table-table" cellspacing="0" style="width: 260px; "><tbody><tr class="google-visualization-table-tr-head"><td class="google-visualization-table-th google-visualization-table-sorthdr"><span class="google-visualization-table-sortind">&#8195;</span></td><td class="google-visualization-table-th google-visualization-table-sorthdr">TGA<span class="google-visualization-table-sortind">&#8195;</span></td><td class="google-visualization-table-th google-visualization-table-sorthdr">S&amp;P<span class="google-visualization-table-sortind">&#8195;</span></td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td">Cum Perf</td><td class="google-visualization-table-td google-visualization-table-td-number">14,09%</td><td class="google-visualization-table-td google-visualization-table-td-number">8,66%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Avg Perf</td><td class="google-visualization-table-td google-visualization-table-td-number">0,17%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,1%</td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td">Avg W</td><td class="google-visualization-table-td google-visualization-table-td-number">0,79%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,64%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Avg L</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,78%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,75%</td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td"># W</td><td class="google-visualization-table-td google-visualization-table-td-number">49</td><td class="google-visualization-table-td google-visualization-table-td-number">50</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td"># L</td><td class="google-visualization-table-td google-visualization-table-td-number">32</td><td class="google-visualization-table-td google-visualization-table-td-number">31</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Max DD</td><td class="google-visualization-table-td google-visualization-table-td-number">-6,96%</td><td class="google-visualization-table-td google-visualization-table-td-number">-5,76%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Curr DD</td><td class="google-visualization-table-td google-visualization-table-td-number">-2,74%</td><td class="google-visualization-table-td google-visualization-table-td-number">0%</td></tr></tbody></table><br></br>Last update:15th Jul, 2013<br></br>