The Green Alpha

Today’s result: -0.37%

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

 

Today’s result: +0.27%

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

 

Today’s result: +0.50%

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

 

Today’s result: +0.16%

For Monday we’re short on the S&P500.

 

Today’s result: -0.18%

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

 

You must cringe whenever your system signals a short in this market

Glad you are long for tomorrow, so am i

 

ahahah That's true, it seems we're on a full bull mode

 

Update:

Today’s result: -0.18%

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


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">13,55%</td><td class="google-visualization-table-td google-visualization-table-td-number">9,31%</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">0,1%</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">0,61%</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">-0,71%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,72%</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">50</td><td class="google-visualization-table-td google-visualization-table-td-number">54</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">37</td><td class="google-visualization-table-td google-visualization-table-td-number">33</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">-3,2%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,18%</td></tr></tbody></table>

 

Today’s result: -0.38%

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

 

Today’s result: +0.26%

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