The Green Alpha

Today’s result: -0.54%

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

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">14,18%</td><td class="google-visualization-table-td google-visualization-table-td-number">9,33%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">StdDev</td><td class="google-visualization-table-td google-visualization-table-td-number">15,95%</td><td class="google-visualization-table-td google-visualization-table-td-number">11,86%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Sharpe R.</td><td class="google-visualization-table-td google-visualization-table-td-number">0,89</td><td class="google-visualization-table-td google-visualization-table-td-number">0,79</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">0,1%</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">0,69%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,56%</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">-0,62%</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">77</td><td class="google-visualization-table-td google-visualization-table-td-number">77</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">55</td><td class="google-visualization-table-td google-visualization-table-td-number">55</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">-3,11%</td><td class="google-visualization-table-td google-visualization-table-td-number">-1,9%</td></tr></tbody></table><br></br>Last update:25th Sep, 2013

 

Today’s result: +0.35%

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

 

Today’s result: -0.41%

For Monday we’re long on the S&P500.

 

what's new? lol

 

not exactly a great week for the "green machine"...are you thinking of tweeking it a bit?

 

He must be basing the trend on very large timeframes and using overbought conditions for shorts as he never shorts otherwise.

 

Today’s result: -0.59%

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

 

Today’s result: +0.80%

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

 

Today’s result: -0.18%

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

 

Today’s result: -0.90%

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