Algorithm Performance: 11/21/2022

Daily Performance

1. Base Algorithm: +1.14%

2. Variable Market Neutral: +1.0%

3. Market Neutral: +0.79%

4. Variable Sector Neutral: +0.75%

5. Long Term Portfolio: +0.59%

6. Sector Neutral: +0.04%

7. The Market: -0.01%

Plain and simple, today was a great day for us. Our LTP did great - playing defensive did well today, even if the market was barely red. As you can see in the performance of our sector neutral system, defensive sectors did quite well today.

We can see below that $BDX was our biggest winner today, overwhelmingly carrying our base and market neutral systems to success. It’s not the sole reason - our main algorithm was its biggest beneficiary, and would have beaten our portfolio even without it - but it’s important to note these things.