Algorithm Performance: 11/14/2022
Daily Performance
The Market: -0.39%
Market Neutral: -0.49%
Variable Market Neutral: -0.55%
Base Algorithm: -0.64%
Variable Sector Neutral: -0.66%
Sector Neutral: -0.74%
Long Term Portfolio: -0.77%
Today was another weak day for us. I suspect this will continue for the remainder of this present dead cat bounce. We took an early exit on the pilot account for this reason.
It’s good to see the base algorithm doing well, but with the market still outperforming everything we put out, it’s not much consolation.
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. Best of luck tomorrow.
-Asher
