Todayâs result: +0.08%
For Friday weâre long on the S&P500.
For Friday weâre long on the S&P500.
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The Green Alpha
- Thread starter TheGreenAlpha
- Start date
Todayâs result: +1.02%
For Monday weâre short on the S&P500.
For Monday weâre short on the S&P500.
Very good performance Green Alpha.
Quote from Trader.Fighter:
Very good performance Green Alpha.
Thanks Trader.Fighter, although we achieved a decent outperformance it was due to a very very good performance during the first couple of months and an ok performance since then (as you can see on the attached graph). But we're within the expected returns and volatility.
Here the weekly update:
<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&P<span class="google-visualization-table-sortind"> </span></td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td">Cum Perf</td><td class="google-visualization-table-td google-visualization-table-td-number">11,83%</td><td class="google-visualization-table-td google-visualization-table-td-number">5,4%</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">0,15%</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">0,82%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,65%</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">-0,79%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,75%</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">44</td><td class="google-visualization-table-td google-visualization-table-td-number">44</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">31</td><td class="google-visualization-table-td google-visualization-table-td-number">31</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">-6,96%</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">-4,67%</td><td class="google-visualization-table-td google-visualization-table-td-number">-2,24%</td></tr></tbody></table><br></br>Last update:6th Jul, 2013<br></br>
Attachments
Todayâs result: -0.53%
For Monday weâre long on the S&P500.
For Monday weâre long on the S&P500.
Todayâs result: +0.72%
For tomorrow weâre short on the S&P500.
For tomorrow weâre short on the S&P500.
Todayâs result: -0.02%
For tomorrow weâre long on the S&P500.
For tomorrow weâre long on the S&P500.
Todayâs result: 1.36%
For tomorrow weâre short on the S&P500.
For tomorrow weâre short on the S&P500.
Todayâs result: -0.30%
For Monday weâre long on the S&P500.
For Monday weâre long on the S&P500.
Todayâs result: +0.14%
For tomorrow weâre long on the S&P500.
Updated results:
<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&P<span class="google-visualization-table-sortind"> </span></td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td">Cum Perf</td><td class="google-visualization-table-td google-visualization-table-td-number">14,09%</td><td class="google-visualization-table-td google-visualization-table-td-number">8,66%</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">0,17%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,1%</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">0,79%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,64%</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">-0,78%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,75%</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">49</td><td class="google-visualization-table-td google-visualization-table-td-number">50</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">32</td><td class="google-visualization-table-td google-visualization-table-td-number">31</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">-6,96%</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">-2,74%</td><td class="google-visualization-table-td google-visualization-table-td-number">0%</td></tr></tbody></table><br></br>Last update:15th Jul, 2013<br></br>
For tomorrow weâre long on the S&P500.
Updated results:
<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&P<span class="google-visualization-table-sortind"> </span></td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td">Cum Perf</td><td class="google-visualization-table-td google-visualization-table-td-number">14,09%</td><td class="google-visualization-table-td google-visualization-table-td-number">8,66%</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">0,17%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,1%</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">0,79%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,64%</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">-0,78%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,75%</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">49</td><td class="google-visualization-table-td google-visualization-table-td-number">50</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">32</td><td class="google-visualization-table-td google-visualization-table-td-number">31</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">-6,96%</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">-2,74%</td><td class="google-visualization-table-td google-visualization-table-td-number">0%</td></tr></tbody></table><br></br>Last update:15th Jul, 2013<br></br>