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    The Green Alpha

    Hey! Here are the results since we've started this thread in March, 2013. <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...
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    The Green Alpha

    Today’s result: -0.78% For Thursday we’re long the S&P500. Happy New Year!
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    The Green Alpha

    CORRECTION: Today’s result: +0.02% For tomorrow we’re leveraged 2x short on the S&P500.
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    The Green Alpha

    Today’s result: +0.02% For tomorrow we’re short on the S&P500.
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    The Green Alpha

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

    Today’s result: -0.94% For tomorrow we’re 2x leveraged short on the S&P500.
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    The Green Alpha

    ahahah We like to defy the odds (or apparently so) :) YTD we're still outperforming the S&P, just not since March. As we've said a number of times, the S&P is just a proxy in a sense that we want to be at least as good as the S&P on the best years, but much much better during the...
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    The Green Alpha

    Today’s result: -0.29% For Thursday we’re 2x leveraged short on the S&P500. Merry Christmas!
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    The Green Alpha

    Today’s result: -0.54% For tomorrow we’re short on the S&P500. Updated results (since March): <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...
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    The Green Alpha

    Today’s result: -0.54% For Monday we’re short on the S&P500.
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    The Green Alpha

    Today’s result: +0.12% For tomorrow we’re short on the S&P500.
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    The Green Alpha

    Today’s result: +1.69% For tomorrow we’re 2x leveraged short on the S&P500.
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    The Green Alpha

    Today’s result: -0.31% For tomorrow we’re long on the S&P500.
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    The Green Alpha

    And that's the reason why the sharpe ratio is there. :) The S&P is just a proxy for the market conditions during the same period and not the strategy's benchmark, also the results are only since March 2013. On a long term basis we expect a sharpe ratio of about 1.5. If you take into...
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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

    As of today: <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...
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    The Green Alpha

    Today’s result: +0.01% For Monday we’re leveraged 2x long on the S&P500. Our max drawdown here was -6.96% and the current drawdown is -3.68%. I'll post the updated results in a moment
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    The Green Alpha

    Today’s result: -0.76% For tomorrow we’re short on the S&P500.
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    The Green Alpha

    Today’s result: -2.28% For tomorrow we’re 2x leveraged long on the S&P500.
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    The Green Alpha

    Today’s result: -0.32% For tomorrow we’re 2x leveraged long on the S&P500.
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