Versions

models

Our models are based on psychology. They take into consideration sentiment in stock markets at various levels. The current iteration of our model is called White Chapel. The current version is 2.1 and it was last updated on 6 March 2017.

These Dutch Guys keep searching for ways to improve their models. We do so by carrying out intensive research and extensive testing. It cannot be predicted when new versions will be presented, but the rhythm of the previous years has shown that it should be once every three months on average.

Update history of our models

The update history below starts at the moment of live trading, 1 January 2016. In the years before that date, experimental versions of our models were developed, which carried various names and their version numbers ranged from 0.1 to 0.42.

Model  Date  Description
White Raven
white-raven-logo
Sentiment-based model that consists of:

  • Module Bear & Bull
  • Module Short-Term & Mid-Term Sentiment
  • Module Panic & Euphoria
  • Module Trading
1.0 1 January 2016
  • Module Trading is based on S&P 500 ETFs
  • View backtest results here
1.1  31 May 2016
  • Module Trading is based on NASDAQ ETFs
  • Backtest history is recalculated, based on new Module Trading
  • View backtest results here
White Chapel
white-chapel-logo
Sentiment-based model that consists of:

  • Module Bear & Bull
  • Module Short-Term & Mid-Term Sentiment
  • Module Panic & Euphoria
  • Module Trading
1.0 27 June 2016
  • Module Trading is based on VIX ETFs
  • Backtest history is recalculated, based on new Module Trading
  • View backtest results here
1.1 31 October 2016
  • Added Module United States Fed Funds Rate
  • Retained backtest history, based on version without new Module
  • View backtest results here
2.0 1 January 2017
  • Backtest history recalculated, based on new Module United States Fed Funds Rate
  • View backtest results here
2.1 6 March 2017
  • Minor adjustments after extensive robustness testing under market simulation conditions
  • Introduction of four models with distinct return/risk properties:
    Danny Daredevil (view here)
    Adventurous Anny (view here)
    Solid Suzy (view here)
    Lazy Larry (view here)