The Green Alpha

Today’s result: 0.71%

For Monday we’re short on the S&P500.

 

Wow !

 

Today’s result: +0.91%

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

 

Today’s result: -1.23%

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

 

Today’s result: +0.12%

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

 

Today’s result: +2.17%

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

 

Here are the 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">16,12%</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">StdDev</td><td class="google-visualization-table-td google-visualization-table-td-number">15,87%</td><td class="google-visualization-table-td google-visualization-table-td-number">12,14%</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">1,02</td><td class="google-visualization-table-td google-visualization-table-td-number">0,77</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">0,11%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,06%</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">0,7%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,58%</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">-0,63%</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">83</td><td class="google-visualization-table-td google-visualization-table-td-number">82</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">60</td><td class="google-visualization-table-td google-visualization-table-td-number">61</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">-1,47%</td><td class="google-visualization-table-td google-visualization-table-td-number">-1,91%</td></tr></tbody></table>

 

Today’s result: -0.62%

For Monday we’re short on the S&P500.

 

Today’s result: -0.41%

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

 

Today’s result: +0.71%

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