Monday, January 14, 2019

Full Frontal Bearishness

Monte Carlo QLearning
OEF to cash to stocks iShares SP100 Index OEF to cash to stocks iShares SP100 Index
was cash 25.09% 48.59%
was cash 0.00% 9.38%
was stocks 26.32% 0.00%
was stocks 87.50% 3.13%

51.41% 48.59% bearish
87.50% 12.50% bearish
QQQ to cash to stocks Invesco QQQ Trust QQQ to cash to stocks Invesco QQQ Trust
was cash 25.51% 41.93%
was cash 3.13% 12.50%
was stocks 32.56% 0.00%
was stocks 81.25% 3.13%

58.07% 41.93% bearish
84.38% 15.63% bearish
TQQQ to cash to stocks ProShares UltraPro QQQ TQQQ to cash to stocks ProShares UltraPro QQQ
was cash 28.43% 33.04%
was cash 0.00% 21.88%
was stocks 38.54% 0.00%
was stocks 78.13% 0.00%

66.96% 33.04% bearish
78.13% 21.88% bearish
SQQQ to cash to stocks ProShares UltraPro Short QQQ SQQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 22.05% 44.84%
was cash 9.38% 75.00%
was stocks 33.10% 0.00%
was stocks 15.63% 0.00%

55.16% 44.84% bullish
25.00% 75.00% bearish
QLD to cash to stocks ProShares Ultra QQQ QLD to cash to stocks ProShares Ultra QQQ
was cash 30.54% 34.00%
was cash 9.38% 9.38%
was stocks 35.46% 0.00%
was stocks 78.13% 3.13%

66.00% 34.00% bearish
87.50% 12.50% bearish
QID to cash to stocks ProShares UltraShort QQQ QID to cash to stocks ProShares UltraShort QQQ
was cash 43.93% 20.01%
was cash 3.13% 84.38%
was stocks 36.05% 0.00%
was stocks 9.38% 3.13%

79.99% 20.01% bullish
12.50% 87.50% bearish
SPY to cash to stocks SPDR SP500 SPY to cash to stocks SPDR SP500
was cash 32.03% 39.12%
was cash 3.13% 12.50%
was stocks 28.85% 0.00%
was stocks 84.38% 0.00%

60.88% 39.12% bearish
87.50% 12.50% bearish
SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares
was cash 24.06% 30.55%
was cash 3.13% 9.38%
was stocks 45.38% 0.00%
was stocks 84.38% 3.13%

69.45% 30.55% bearish
87.50% 12.50% bearish
SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares
was cash 35.03% 36.91%
was cash 6.25% 78.13%
was stocks 28.06% 0.00%
was stocks 12.50% 3.13%

63.09% 36.91% bullish
18.75% 81.25% bearish
UPRO to cash to stocks ProShares UltraPro SP500 UPRO to cash to stocks ProShares UltraPro SP500
was cash 24.64% 30.18%
was cash 6.25% 12.50%
was stocks 45.18% 0.00%
was stocks 81.25% 0.00%

69.82% 30.18% bearish
87.50% 12.50% bearish
SPXU to cash to stocks ProShares UltraPro Short SP500 SPXU to cash to stocks ProShares UltraPro Short SP500
was cash 27.27% 38.19%
was cash 3.13% 81.25%
was stocks 34.55% 0.00%
was stocks 12.50% 3.13%

61.81% 38.19% bullish
15.63% 84.38% bearish

Monday, January 7, 2019

MC Is A Mix; QL Back To Full Bull

Monte Carlo QLearning
OEF to cash to stocks iShares SP100 Index OEF to cash to stocks iShares SP100 Index
was cash 48.77% 14.89%
was cash 18.75% 37.50%
was stocks 36.34% 0.00%
was stocks 9.38% 34.38%

85.11% 14.89% bearish
28.13% 71.88% bullish
QQQ to cash to stocks Invesco QQQ Trust QQQ to cash to stocks Invesco QQQ Trust
was cash 45.73% 21.80%
was cash 9.38% 43.75%
was stocks 32.47% 0.00%
was stocks 6.25% 40.63%

78.20% 21.80% bearish
15.63% 84.38% bullish
TQQQ to cash to stocks ProShares UltraPro QQQ TQQQ to cash to stocks ProShares UltraPro QQQ
was cash 47.80% 22.44%
was cash 9.38% 40.63%
was stocks 29.76% 0.00%
was stocks 3.13% 46.88%

77.56% 22.44% bearish
12.50% 87.50% bullish
SQQQ to cash to stocks ProShares UltraPro Short QQQ SQQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 31.68% 25.69%
was cash 53.13% 18.75%
was stocks 42.63% 0.00%
was stocks 21.88% 6.25%

74.31% 25.69% bullish
75.00% 25.00% bullish
QLD to cash to stocks ProShares Ultra QQQ QLD to cash to stocks ProShares Ultra QQQ
was cash 35.14% 33.84%
was cash 12.50% 40.63%
was stocks 31.03% 0.00%
was stocks 3.13% 43.75%

66.16% 33.84% bearish
15.63% 84.38% bullish
QID to cash to stocks ProShares UltraShort QQQ QID to cash to stocks ProShares UltraShort QQQ
was cash 26.75% 29.48%
was cash 71.88% 6.25%
was stocks 43.77% 0.00%
was stocks 15.63% 6.25%

70.52% 29.48% bullish
87.50% 12.50% bullish
SPY to cash to stocks SPDR SP500 SPY to cash to stocks SPDR SP500
was cash 48.96% 18.09%
was cash 12.50% 50.00%
was stocks 32.95% 0.00%
was stocks 12.50% 25.00%

81.91% 18.09% bearish
25.00% 75.00% bullish
SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares
was cash 53.57% 26.55%
was cash 9.38% 53.13%
was stocks 19.88% 0.00%
was stocks 12.50% 25.00%

73.45% 26.55% bearish
21.88% 78.13% bullish
SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares
was cash 22.05% 29.54%
was cash 65.63% 9.38%
was stocks 48.41% 0.00%
was stocks 18.75% 6.25%

70.46% 29.54% bullish
84.38% 15.63% bullish
UPRO to cash to stocks ProShares UltraPro SP500 UPRO to cash to stocks ProShares UltraPro SP500
was cash 46.06% 30.93%
was cash 9.38% 56.25%
was stocks 23.01% 0.00%
was stocks 6.25% 28.13%

69.07% 30.93% bearish
15.63% 84.38% bullish
SPXU to cash to stocks ProShares UltraPro Short SP500 SPXU to cash to stocks ProShares UltraPro Short SP500
was cash 27.18% 37.23%
was cash 75.00% 9.38%
was stocks 35.59% 0.00%
was stocks 12.50% 3.13%

62.77% 37.23% bullish
87.50% 12.50% bullish

Thursday, January 3, 2019

QL Model Now Bearish Too (A Little Late I'd Say)

The Monte Carlo model gets contrary calls with the Inverse ETFs.

MC QL
OEF to cash to stocks iShares SP100 Index OEF to cash to stocks iShares SP100 Index
was cash 32.89% 37.23%
was cash 56.25% 37.50%
was stocks 29.89% 0.00%
was stocks 3.13% 3.13%

62.77% 37.23% bearish
59.38% 40.63% bearish








QQQ to cash to stocks Invesco QQQ Trust QQQ to cash to stocks Invesco QQQ Trust
was cash 37.55% 33.50%
was cash 53.13% 34.38%
was stocks 28.95% 0.00%
was stocks 12.50% 0.00%

66.50% 33.50% bearish
65.63% 34.38% bearish








TQQQ to cash to stocks ProShares UltraPro QQQ TQQQ to cash to stocks ProShares UltraPro QQQ
was cash 31.18% 32.62%
was cash 53.13% 28.13%
was stocks 36.20% 0.00%
was stocks 12.50% 6.25%

67.38% 32.62% bearish
65.63% 34.38% bearish








SQQQ to cash to stocks ProShares UltraPro Short QQQ SQQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 33.27% 38.73%
was cash 25.00% 25.00%
was stocks 28.00% 0.00%
was stocks 15.63% 34.38%

61.27% 38.73% bullish
40.63% 59.38% bearish








QLD to cash to stocks ProShares Ultra QQQ QLD to cash to stocks ProShares Ultra QQQ
was cash 31.41% 33.08%
was cash 53.13% 34.38%
was stocks 35.52% 0.00%
was stocks 12.50% 0.00%

66.92% 33.08% bearish
65.63% 34.38% bearish








QID to cash to stocks ProShares UltraShort QQQ QID to cash to stocks ProShares UltraShort QQQ
was cash 24.21% 41.09%
was cash 12.50% 31.25%
was stocks 34.70% 0.00%
was stocks 21.88% 34.38%

58.91% 41.09% bullish
34.38% 65.63% bearish








SPY to cash to stocks SPDR SP500 SPY to cash to stocks SPDR SP500
was cash 22.22% 33.80%
was cash 50.00% 46.88%
was stocks 43.98% 0.00%
was stocks 0.00% 3.13%

66.20% 33.80% bearish
50.00% 50.00% toss up








SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares
was cash 29.54% 21.63%
was cash 46.88% 40.63%
was stocks 48.83% 0.00%
was stocks 9.38% 3.13%

78.37% 21.63% bearish
56.25% 43.75% bearish








SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares
was cash 25.79% 45.26%
was cash 28.13% 21.88%
was stocks 28.95% 0.00%
was stocks 9.38% 40.63%

54.74% 45.26% bullish
37.50% 62.50% bearish








UPRO to cash to stocks ProShares UltraPro SP500 UPRO to cash to stocks ProShares UltraPro SP500
was cash 30.26% 24.97%
was cash 40.63% 40.63%
was stocks 44.78% 0.00%
was stocks 12.50% 6.25%

75.03% 24.97% bearish
53.13% 46.88% bearish








SPXU to cash to stocks ProShares UltraPro Short SP500 SPXU to cash to stocks ProShares UltraPro Short SP500
was cash 28.55% 32.76%
was cash 21.88% 25.00%
was stocks 38.69% 0.00%
was stocks 21.88% 31.25%

67.24% 32.76% bullish
43.75% 56.25% bearish
























Engery


Engery


XOP to cash to stocks SPDR S&P Oil & Gas Exploration & Production ETF XOP to cash to stocks SPDR S&P Oil & Gas Exploration & Production ETF
was cash 80.37% 6.43%
was cash 25.00% 65.63%
was stocks 13.20% 0.00%
was stocks 6.25% 3.13%

93.57% 6.43% bearish
31.25% 68.75% bullish








XLE to cash to stocks Energy Select Sector SPDR Fund XLE to cash to stocks Energy Select Sector SPDR Fund
was cash 75.48% 3.11%
was cash 18.75% 62.50%
was stocks 21.41% 0.00%
was stocks 9.38% 9.38%

96.89% 3.11% bearish
28.13% 71.88% bullish








OIH to cash to stocks VanEck Vectors Oil Services ETF OIH to cash to stocks VanEck Vectors Oil Services ETF
was cash 86.86% 3.48%
was cash 18.75% 65.63%
was stocks 9.66% 0.00%
was stocks 12.50% 3.13%

96.52% 3.48% bearish
31.25% 68.75% bullish








XES to cash to stocks SPDR S&P Oil & Gas Equipment & Services ETF XES to cash to stocks SPDR S&P Oil & Gas Equipment & Services ETF
was cash 86.63% 2.75%
was cash 15.63% 65.63%
was stocks 10.62% 0.00%
was stocks 12.50% 6.25%

97.25% 2.75% bearish
28.13% 71.88% bullish








IYE to cash to stocks iShares U.S. Energy ETF IYE to cash to stocks iShares U.S. Energy ETF
was cash 71.94% 10.56%
was cash 21.88% 65.63%
was stocks 17.49% 0.00%
was stocks 9.38% 3.13%

89.44% 10.56% bearish
31.25% 68.75% bullish








FXN to cash to stocks First Trust Energy AlphaDEX Fund FXN to cash to stocks First Trust Energy AlphaDEX Fund
was cash 75.55% 10.46%
was cash 18.75% 68.75%
was stocks 13.99% 0.00%
was stocks 9.38% 3.13%

89.55% 10.46% bearish
28.13% 71.88% bullish








IXC to cash to stocks iShares Global Energy ETF IXC to cash to stocks iShares Global Energy ETF
was cash 86.35% 3.05%
was cash 12.50% 75.00%
was stocks 10.61% 0.00%
was stocks 6.25% 6.25%

96.95% 3.05% bearish
18.75% 81.25% bullish








VDE to cash to stocks Vanguard Energy ETF VDE to cash to stocks Vanguard Energy ETF
was cash 76.00% 3.10%
was cash 18.75% 71.88%
was stocks 20.90% 0.00%
was stocks 9.38% 0.00%

96.90% 3.10% bearish
28.13% 71.88% bullish








FENY to cash to stocks Fidelity MSCI Energy Index ETF FENY to cash to stocks Fidelity MSCI Energy Index ETF
was cash 79.69% 9.72%
was cash 25.00% 68.75%
was stocks 10.59% 0.00%
was stocks 6.25% 0.00%

90.28% 9.72% bearish
31.25% 68.75% bullish








FCG to cash to stocks First Trust ISE-Revere Natural Gas Index Fund FCG to cash to stocks First Trust ISE-Revere Natural Gas Index Fund
was cash 80.43% 3.15%
was cash 18.75% 68.75%
was stocks 16.42% 0.00%
was stocks 9.38% 3.13%

96.85% 3.15% bearish
28.13% 71.88% bullish