The Green Alpha

TheGreenAlpha · Jun 3, 2013

Todayâs result: +1.16%

For tomorrow weâre short on the S&P500 without leverage.

This is a trading journal and not a recommendation.

TheGreenAlpha · Jun 4, 2013

Todayâs result: +0.50%

For tomorrow weâre long on the S&P500 without leverage.

This is a trading journal and not a recommendation.

frostengine · Jun 5, 2013

What do you base your decision to be long/short and leverage/not leveraged on? Is it TA, fundamental, or gut feeling?

Did you backtest this method prior to posting here?

TheGreenAlpha · Jun 5, 2013

Todayâs result: -1.38%

For tomorrow weâre long on the S&P500 with 2x leverage.

This is a trading journal and not a recommendation

TheGreenAlpha · Jun 5, 2013

Quote from frostengine:

What do you base your decision to be long/short and leverage/not leveraged on? Is it TA, fundamental, or gut feeling?

Did you backtest this method prior to posting here?

Our strategy is based mainly on algorithms. They take decisions based on technical analysis, the exchange's fundamentals and based on macroeconomic data. We're currently trying to find the time to finish the stock picking part of this strategy (we've been developing it for more than 2 years now) and we hope to start posting it during the summer.

Regarding the backtest we did more than 10 years with a "sharpe ratio" above 1.5 but with more volatility than the index.

TheGreenAlpha · Jun 6, 2013

Todayâs result: +1.68%

For tomorrow weâre short on the S&P500 without leverage.

This is a trading journal and not a recommendation.

TheGreenAlpha · Jun 7, 2013

Todayâs result: -1.28%

For Monday weâre short on the S&P500 without leverage.

This is a trading journal and not a recommendation.

TheGreenAlpha · Jun 10, 2013

Todayâs result: +0.04%

For tomorrow weâre long on the S&P500.

This is a trading journal and not a recommendation.

TheGreenAlpha · Jun 11, 2013

Todayâs result: -1.01%

For tomorrow weâre long on the S&P500.

This is a trading journal and not a recommendation.

TheGreenAlpha · Jun 12, 2013

Todayâs result: -0.84%

For tomorrow weâre long on the S&P500 with 2x leverage.

This is a trading journal and not a recommendation.