Solid Suzy

Characteristics · Trades · Graph · Results

Solid Suzy is a new model and can be viewed as a simplified version of Danny Daredevil and Adventurous Anny. It treats all market conditions uniformly and does not take euphoria, fear and federal funds rates into consideration. Its main drivers are swings in momentum. The model does not trade UVXY ETFs. It has the highest probability to be in line with future developments. It does this at the cost of a somewhat lower potential return than the models above.

 


Characteristics
Modules used Module Short-Term & Mid-Term Sentiment, Module Trading
Trades XIV
Average number of trades per year
7
Potential average annual return 60-80%
Sharpe ratio 1.12
Risk ++

 

 Trades

Below are this year’s trades for Solid Suzy, carried out on the basis of White Chapel’s signals. Suzy’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

$20,162

0.00%

Graph

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


 Results

Our model Solid Suzy 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 Solid Suzy 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

-19%

58%

3%

7%

30%

1997

21%

15%

23%

14%

106%

1998

32%

43%

-42%

82%

89%

1999

91%

30%

3%

67%

330%

2000

26%

50%

29%

17%

191%

2001

18%

55%

-20%

69%

158%

2002

30%

-26%

-11%

59%

52%

2003

22%

84%

6%

61%

250%

2004

32%

43%

25%

39%

191%

2005

14%

46%

15%

24%

125%

2006

28%

6%

35%

32%

113%

2007

10%

14%

15%

0%

9%

2008

34%

29%

-17%

-3%

21%

2009

13%

110%

28%

55%

310%

2010

59%

-23%

61%

28%

122%

2011

17%

25%

-65%

45%

-28%

2012

88%

-14%

56%

-3%

146%

2013

45%

-18%

45%

30%

119%

2014

-5%

40%

-9%

-16%

-17%

2015

11%

17%

-35%

12%

-14%

2016

11%

-10%

54%

28%

90%

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

2017

52%

14%

17%

38%

178%

2018

-96%

-96%

Statistics

Average

23%

27%

10%

31%

109%

Highest

91%

110%

61%

82%

330%

Lowest

-96%

-26%

-65%

-16%

-96%

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