The Green Alpha

Today’s result: +1.08%

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

 

Today’s result: -0.52%

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

 

Today’s result: -0.14%

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 the most losing days you had in a row?

thx

 

Hi! Here it was 5 down days in a row.

-0,072%
-0,237%
-0,810%
-0,484%
-0,422%

 

<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">YTD </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">-0,25%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Cum Perf</td><td class="google-visualization-table-td google-visualization-table-td-number">14,94%</td><td class="google-visualization-table-td google-visualization-table-td-number">19,08%</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">15,03%</td><td class="google-visualization-table-td google-visualization-table-td-number">11,3%</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">1,23</td><td class="google-visualization-table-td google-visualization-table-td-number">1,33</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">0,07%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,08%</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">0,68%</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">-0,64%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,54%</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">114</td><td class="google-visualization-table-td google-visualization-table-td-number">120</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">98</td><td class="google-visualization-table-td google-visualization-table-td-number">92</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">-3,81%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,25%</td></tr></tbody></table>


Today’s result: +0.28%

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

 

Today’s result: -0.06%

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

 

Today’s result: +0.88%

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

 

Based on current pre-market action looks like today could hurt.