The Green Alpha

Today’s result: -0.38%

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

 

Today’s result: -0.65%

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

 

Today’s result: +0.81%

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

 

Today’s result: -0.48%

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

 

Today’s result: -0.4%

For Monday we’re short on the S&P500.

 

Today’s result: -0.60%

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

 

Today’s result: -0.11%

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

 

Been a long ass time since the Green Alpha posted a summary of performance

 

You're absolutely right, we'll update it in a few moments.


Today’s result: +0.54%

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

 

Hi,

After a while since our last update, here are the results of a not so pretty (so far) 2014:

<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">-6,05%</td><td class="google-visualization-table-td google-visualization-table-td-number">3,88%</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">7,89%</td><td class="google-visualization-table-td google-visualization-table-td-number">24,01%</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">15,38%</td><td class="google-visualization-table-td google-visualization-table-td-number">11,49%</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">1,34</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">0,68%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,55%</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">-0,67%</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">156</td><td class="google-visualization-table-td google-visualization-table-td-number">172</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">145</td><td class="google-visualization-table-td google-visualization-table-td-number">129</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">-9,71%</td><td class="google-visualization-table-td google-visualization-table-td-number">0%</td></tr></tbody></table>

We're still positioned for a significant correction this year and, as mentioned earlier, we're being crushed every time we take a short position.