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    The Green Alpha

    Today s result: -0.98% For tomorrow we’re long on the S&P500.
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    The Green Alpha

    And it did. :) Today’s result: -4.12% For Monday we’re leveraged 2x long on the S&P500.
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    The Green Alpha

    Today’s result: +0.88% For tomorrow we’re leveraged 2x long on the S&P500.
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    The Green Alpha

    Today’s result: -0.06% For tomorrow we’re short on the S&P500.
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    The Green Alpha

    <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...
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    The Green Alpha

    Hi! Here it was 5 down days in a row. -0,072% -0,237% -0,810% -0,484% -0,422%
  7. T

    The Green Alpha

    Today’s result: -0.41% For Monday we’re long on the S&P500.
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    The Green Alpha

    Today’s result: -0.14% For tomorrow we’re long on the S&P500.
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    The Green Alpha

    Today’s result: -0.52% For tomorrow we’re long on the S&P500.
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    The Green Alpha

    Today’s result: +1.08% For tomorrow we’re short on the S&P500.
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    The Green Alpha

    Today’s result: +1.26% For tomorrow we’re long on the S&P500.
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    The Green Alpha

    Here's a performance update: (there was a slight change on the sharpe ratio calculation that is now based on annualized performance instead of cumulative performance) <table class="google-visualization-table-table" cellspacing="0" style="width: 260px; "><tbody><tr...
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    The Green Alpha

    Today’s result: -0.23% For Monday we’re short on the S&P500.
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    The Green Alpha

    Today’s result: -0.04% For tomorrow we’re short on the S&P500.
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    The Green Alpha

    Sorry, for tomorrow :cool:
  16. T

    The Green Alpha

    Today’s result: +0.03% For Monday we’re short on the S&P500.
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    The Green Alpha

    Today’s result: -0.60% For tomorrow we’re short on the S&P500.
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    The Green Alpha

    @tradingjournals: I think you're missing the point, this is an absolute return strategy and being 5% shy of a 30% orderly upside move with this kind of long/short approach is (for us) satisfactory. (I agree with you that it's not remarkable though :) ) Today’s result: +0.25% For...
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    The Green Alpha

    Today’s result: +0.04% For Monday we’re short on the S&P500.
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    The Green Alpha

    Today’s result: -0.88% For tomorrow we’re short on the S&P500.
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