The Green Alpha

T

TheGreenAlpha

Hi guys,

I'm pleased to finally start this trading journal. We've been working on this for the last few years and we hope you'll find it useful.
We plan to have always an open position on the S&P500 (long or short) and we'll do our best to post it on the closing bell of the previous day.

Our objective is to obtain yearly returns above 20% with the minimum volatility possible. We'll expand soon to specific stocks.

We'll post more details about our approach as we go but for now here is the first position for tomorrow.



Disclaimer:
This is a trading journal and it is not in any case a recommendation.
 
Nice day today! Keeping the long position on the S&P500 for tomorrow.


Disclaimer:
This is a trading journal and it is not in any case a recommendation.
 
Today's result: -0,83% We'll keep the long position on the S&P 500 for tomorrow.

Disclaimer:
This is a trading journal and it is not in any case a recommendation.
 
Good day today. For Monday (25th March, 2013) we'll open a short position on the S&P500.

Disclaimer:
This is a trading journal and it is not in any case a recommendation.
 
The short position for monday is a 2x leveraged short position. (it is the maximum leverage of this strategy)

Disclaimer:
This is a trading journal and it is not in any case a recommendation.
 
The first week has passed and the results were not bat, we’ve had a 3 day long position on the S&P500 which we closed on the closing bell of Friday.

During this week, we’ve open the only trade on the closing of Tuesday, had a decent profit on Wednesday, lost it on Thursday and regain it on Friday.

For the week the returns were:

S&P500: -0,244%

The Green Alpha: +0,552%

Our strategy may use leverage up to 2x when all of our signals point in the same direction.

Have a great weekend!
 

Attachments

Hi guys,

Nice turnaround today to lock a profit of +0,66% on the S&P 500 (we were 2 times leveraged). For tomorrow, we'll keep the short position with no leverage.

Since 20th March, 2013:

The Green Alpha: <font color="green">+1,224%</font>

S&P 500: <font color="red">-0,218%</font>


Disclaimer:
This is a trading journal and it is not a recommendation.
 
Today we were against the S&P :( For tomorrow, we'll keep the short but with 2x leverage.


Today's result: <font color="red">-0,78%</font>


The Green Alpha: <font color="green">+0,437%</font>

S&P 500: <font color="green">+0,996%</font>


Disclaimer:
This is a trading journal and it is not a recommendation.
 
Today we've started pretty well but the market was against us all day.
We still managed to make a profit though.

Today's result: <font color="green">+0,10%</font>


Since the beginning:

The Green Alpha: <font color="green">+0,551%</font>

S&P 500: <font color="green">+0,938%</font>


For tomorrow we keep the short position without leverage.


This is a trading journal and it not a recommendation.
 
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