The Green Alpha

And it did.

Today’s result: -4.12%

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

 

Today s result: -0.98%

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

 

Today’s result: +0.61%

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

 

Today s result: -1,02%

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

 

Today s result: +2,26%

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

 

Today s result: -0.65%

For Monday we’re long on the S&P500.

 

Todays result: -2.28%

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

 

Today s result: +1,52%

For tomorrow we’re long 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">YTD </td><td class="google-visualization-table-td google-visualization-table-td-number">-3,95%</td><td class="google-visualization-table-td google-visualization-table-td-number">-5,23%</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">10,29%</td><td class="google-visualization-table-td google-visualization-table-td-number">13,13%</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">15,96%</td><td class="google-visualization-table-td google-visualization-table-td-number">11,79%</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">0,75</td><td class="google-visualization-table-td google-visualization-table-td-number">1,35</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">0,05%</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">0,57%</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">-0,69%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,58%</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">119</td><td class="google-visualization-table-td google-visualization-table-td-number">124</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">104</td><td class="google-visualization-table-td google-visualization-table-td-number">99</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">-8,9%</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">-7,7%</td><td class="google-visualization-table-td google-visualization-table-td-number">-5,23%</td></tr></tbody></table>


Today s result: -0.20%

For tomorrow we&#8217;re long on the S&P500

 

Today's result: +1,24%

For tomorrow we&#8217;re short on the S&P500.