Algorithm Performance: 11/08/2022
Performance Rankings
Base Algorithm: +0.34%
Variable Market Neutral: +0.25%
The Market: +0.23%
Long Term Portfolio: +0.04%
Variable Sector Neutral: +0.02%
Market Neutral: -0.01%
Sector Neutral: -0.33%
What Happened And Why?
This was a good day for us. Only SN underperformed its baseline, giving us a solid 2/3 win rate today. The variables also didn’t do anything crazy today. Not much to look into with this, but great to see.
Tomorrow’s Outlook
The full algorithm reports will be published tomorrow morning, once Allen has had a chance to vet its recommendations. In the meantime, here are our tentative exposures for the trading day tomorrow:
That’s all for tonight. Thank you for reading, and congrats to everyone who made money today. Let’s keep it going tomorrow.
-Asher
