The Green Alpha

Today's result: -1,33%

For Monday we

 

Today’s result: -0.15%

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

 

Today’s result: -2.22%

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

 

Today’s result: +0.06%

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

 

Today’s result: -0.58%

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

 

Today’s result: -0.96%

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

 

Today’s result: -0.22%

For tomorrow we’re short 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"> </span></td><td class="google-visualization-table-th google-visualization-table-sorthdr">TGA<span class="google-visualization-table-sortind"> </span></td><td class="google-visualization-table-th google-visualization-table-sorthdr">S&amp;P<span class="google-visualization-table-sortind"> </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">-7,43%</td><td class="google-visualization-table-td google-visualization-table-td-number">-1,06%</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">6,29%</td><td class="google-visualization-table-td google-visualization-table-td-number">18,11%</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">16,01%</td><td class="google-visualization-table-td google-visualization-table-td-number">11,8%</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">0,44</td><td class="google-visualization-table-td google-visualization-table-td-number">1,36</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">0,03%</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">0,7%</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">-0,7%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,57%</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">121</td><td class="google-visualization-table-td google-visualization-table-td-number">131</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">111</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">Max DD</td><td class="google-visualization-table-td google-visualization-table-td-number">-11,62%</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">-11,04%</td><td class="google-visualization-table-td google-visualization-table-td-number">-1,06%</td></tr></tbody></table>

Today's result: +0.65%

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

 

Today’s result: +0.60%

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

 

Today’s result: +0.19%

For Monday we’re long on the S&P500.