The Green Alpha

Oh oh

 

You must recognize it was a noble effort!


Today’s result: -0.08%

For Monday we’re short on the S&P500.

 

Today’s result: +0.37%

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

 

Profits on the shorts and quickly reversing with the trend, nicely played.

 

Today’s result: +0.04%

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

 

Today’s result: -0.01%

For tomorrow we’re long on the S&P500 with 2x leverage.

 

Today’s result: +2.50%

For tomorrow we’re long on the S&P500 without leverage.

 

Today’s result: +0.16%

For Monday we’re short on the S&P500.

 

Today’s result: +0.15%

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


<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">17,17%</td><td class="google-visualization-table-td google-visualization-table-td-number">10,26%</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">0,75%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,59%</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">-0,68%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,67%</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">57</td><td class="google-visualization-table-td google-visualization-table-td-number">59</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">39</td><td class="google-visualization-table-td google-visualization-table-td-number">37</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">-0,11%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,15%</td></tr></tbody></table>

 

Today’s result: +0.57%

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