The Green Alpha

Today’s result: +0.42%

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

 

Today’s result: +1.32%

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

 

Today’s result: +2.68%

For Monday we’re short on the S&P500.

 

Today’s result: -0.07%

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

 

Today’s result: -0.24%

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

 

Today’s result: -0.80%

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

 

Today’s result: -0.48%

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

 

Today’s result: -0.42%

For Monday we’re leveraged 2x short on the S&P500.

 

Today’s result: +0.74%

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

 

Today’s result: +0.21%

For tomorrow we’re short 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">18,19%</td><td class="google-visualization-table-td google-visualization-table-td-number">15,47%</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">15,77%</td><td class="google-visualization-table-td google-visualization-table-td-number">11,77%</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">1,15</td><td class="google-visualization-table-td google-visualization-table-td-number">1,31</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">0,1%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,09%</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">0,73%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,57%</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">-0,66%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,61%</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">94</td><td class="google-visualization-table-td google-visualization-table-td-number">101</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">77</td><td class="google-visualization-table-td google-visualization-table-td-number">70</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">-1,08%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,57%</td></tr></tbody></table>