Danny Daredevil

Characteristics · Trades · Graph · Results


Danny Daredevil
is basically the model that we have been using since 1 January 2016. It adapts itself to a variety of market conditions, detects tendencies of fear and euphoria, takes federal funds rates into consideration and is driven by swings in momentum. The model has a potential for great returns, but comes with a high level of risk. This model trades both XIV ETNs and UVXY ETFs.


Characteristics
Modules used Module Bear & Bull, Module Short-Term & Mid-Term Sentiment, Module Panic & Euphoria, Module United States Fed Funds Rate, Module Trading
Trades UVXY, XIV
Average number of trades per year
13
Potential average annual return > 125%
Sharpe ratio 0.99
Risk +++++


Trades

Below are this year’s trades for Danny Daredevil, carried out on the basis of White Chapel’s signals. Trades of previous years: 2016, 2017.

 

Date

Trade made

Details

Value of
portfolio

Return
for 2018

Latest trade:

31 January 2018

Sold UVXY;
bought XIV

998.90@$11.53;
89.62
@$128.51

$11,517

12.92%

Value at the end of most recent trading week:

9  February 2018

Holds XIV

89.62@$5.38

$482

-95.27%


All trades in chronological order:

1 January 2018

UVXY in portfolio

998.90@$10.17

$10,159

0.00%

31 January 2018

Sold UVXY;
bought XIV

998.90@$11.53;
89.62
@$128.51

$11,517

12.92%

Graph

The accumulation of the value of Danny Daredevil‘s portfolio for 2018 is shown in the graph below.

Results

Our model Danny Daredevil has been thoroughly backtested before we put it to use in live trading, that started 1 January 2016. Below are the quarterly and yearly results of Danny Daredevil for the backtest period of 1 January 1995 – 31 December 2015 (under ‘Backtested’). The results for the period of live trading (1 January 2016 – now) can be found under ‘Live trading‘. Some basic statistics for the full period (under ‘Statictics’) complete the table below.

Year

Quarterly results

Yearly results

1

2

3

4

Backtested
Model: White Chapel 2.0

1995

116%

41%

84%

50%

863%

1996

159%

28%

116%

88%

1435%

1997

66%

65%

73%

205%

1350%

1998

103%

35%

80%

73%

753%

1999

128%

72%

81%

204%

2484%

2000

20%

128%

21%

27%

338%

2001

18%

83%

-7%

94%

210%

2002

74%

13%

229%

25%

639%

2003

4%

121%

6%

61%

258%

2004

32%

39%

61%

45%

376%

2005

77%

38%

75%

63%

678%

2006

58%

202%

26%

53%

989%

2007

134%

77%

51%

295%

2969%

2008

65%

12%

0%

148%

403%

2009

13%

87%

38%

55%

295%

2010

33%

95%

87%

22%

500%

2011

90%

25%

68%

245%

1266%

2012

88%

8%

48%

-3%

194%

2013

45%

-18%

45%

30%

119%

2014

-5%

-27%

-1%

187%

63%

2015

9%

-38%

132%

47%

141%

Live trading
Models: White Chapel 1.0,1.1

2016

93%

55%

-10%

32%

303%

Model: White Chapel 2.0,2.1

2017

16%

-7%

-68%

-27%

-75%

2018

-95%

-95%

Statistics

Average

56%

49%

54%

88%

690%

Highest

159%

202%

229%

295%

2969%

Lowest

-95%

-38%

-68%

-27%

-95%

Current value, Results and Graph are updated each week after the close of Friday’s trading session.
Last update: 9 February 2018