Lazy Larry

Characteristics · Trades · Graph · Results

Lazy Larry is a very basic model and its strategy is very plain: buy XIV ETNs and stick to those, whatever happens. This model will steadily make substantial returns in bull markets and will lose substantially in bear markets.

 


Characteristics
Modules used Module Trading
Trades XIV
Average number of trades per year
0
Potential average annual return 30-50%
Sharpe ratio 1.09
Risk ++


 Trades

Below are this year’s trades for Lazy Larry, carried out on the basis of White Chapel’s signals. Larry’s trades for 2017 can be found here.

Date

Trade made

Details

Value of
portfolio

Return
for 2018

Latest trade:

6 March 2017

Bought XIV

149.97@$66.68

$10,000

0.00%

Value at the end of most recent trading week:

9 February 2018

Holds XIV

149.97@$5.38

$807

-96.00%


All trades in chronological order:

1 January 2018

 XIV in portfolio

149.97@$134.44

$20,161

0.00%

Graph

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


 Results

Our model Lazy Larry has been thoroughly backtested before we put it to use in live trading, that started 6 March 2017. Below are the quarterly and yearly results of Lazy Larry for the backtest period of 1 January 1995 – 31 December 2016 (under ‘Backtested’). The results for the period of live trading (6 March 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 2.1

1995

21%

43%

10%

35%

131%

1996

-22%

58%

3%

7%

26%

1997

21%

23%

17%

3%

89%

1998

24%

50%

-32%

123%

116%

1999

34%

25%

-2%

33%

105%

2000

17%

48%

21%

-6%

100%

2001

13%

73%

-27%

79%

170%

2002

36%

-26%

-11%

62%

62%

2003

22%

84%

6%

61%

250%

2004

32%

41%

25%

39%

188%

2005

14%

46%

15%

24%

125%

2006

28%

6%

35%

32%

113%

2007

-4%

14%

15%

7%

2%

2008

20%

29%

-17%

8%

22%

2009

14%

110%

28%

55%

316%

2010

50%

-38%

85%

28%

94%

2011

17%

25%

-68%

21%

-45%

2012

88%

-14%

56%

-3%

146%

2013

45%

-18%

45%

30%

119%

2014

-5%

41%

-9%

-9%

-9%

2015

11%

17%

-43%

12%

-24%

2016

3%

-10%

54%

28%

77%

Live trading
Model: White Chapel 2.1
(starting 6 March 2017)

2017

52%

14%

17%

38%

178%

2018

-96%

-96%

Statistics

Average

18%

28%

10%

31%

94%

Highest

88%

110%

85%

123%

316%

Lowest

-22%

-38%

-68%

-9%

-96%

 

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