New models I developed over the past 2 weeks.
Combining the results from 11 different classification models for SP100 and 500 related ETFs - the results say we should expect continued "uptudiness" .Why? inverse (bearish) ETFs are in a cash position. While most bullish related ETFs are in a stock position.
Models (Best Moving Average, Double Moving Average, Triple Moving Average, MACD, RSI, MACD & RSI, Bollinger Bands, Derivative Oscillator, Stochastic, Double Stochastic, and Ultimate Oscillator).
Attributes are mostly based on cross-overs.
Expected results used either a 3 or 4 day look-ahead.
All intervals for the models are optimized based on the best return for the past 8 months.
Was cash/stocks were models position at previous day.
To cash/stocks models expected next day position.
Combining the results from 11 different classification models for SP100 and 500 related ETFs - the results say we should expect continued "uptudiness" .Why? inverse (bearish) ETFs are in a cash position. While most bullish related ETFs are in a stock position.
Models (Best Moving Average, Double Moving Average, Triple Moving Average, MACD, RSI, MACD & RSI, Bollinger Bands, Derivative Oscillator, Stochastic, Double Stochastic, and Ultimate Oscillator).
Attributes are mostly based on cross-overs.
Expected results used either a 3 or 4 day look-ahead.
All intervals for the models are optimized based on the best return for the past 8 months.
Was cash/stocks were models position at previous day.
To cash/stocks models expected next day position.
| OEF | to cash | to stocks | iShares SP 100 Index |
| was cash | 36.34% | 9.13% | |
| was stocks | 17.75% | 36.78% | |
| 54.09% | 45.91% | ||
| QID | to cash | to stocks | ProShares UltraShort QQQ |
| was cash | 69.05% | 0.00% | |
| was stocks | 9.50% | 21.45% | |
| 78.55% | 21.45% | ||
| QLD | to cash | to stocks | ProShares Ultra QQQ |
| was cash | 21.01% | 22.38% | |
| was stocks | 0.00% | 56.60% | |
| 21.01% | 78.99% | ||
| QQQ | to cash | to stocks | PowerShares Nasdaq-100 QQQ |
| was cash | 21.91% | 13.22% | |
| was stocks | 9.24% | 55.64% | |
| 31.15% | 68.86% | ||
| SPXL | to cash | to stocks | Direxion Large Cap Bull 3X Shares |
| was cash | 37.20% | 4.07% | |
| was stocks | 12.29% | 46.44% | |
| 49.49% | 50.51% | ||
| SPXS | to cash | to stocks | Direxion Daily SP500 Bear 3X Shares |
| was cash | 48.01% | 0.00% | |
| was stocks | 17.82% | 34.17% | |
| 65.83% | 34.17% | ||
| SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
| was cash | 49.77% | 8.03% | |
| was stocks | 4.33% | 37.87% | |
| 54.10% | 45.90% | ||
| SPY | to cash | to stocks | SPDR S;P 500 |
| was cash | 41.18% | 4.47% | |
| was stocks | 12.84% | 41.51% | |
| 54.02% | 45.98% | ||
| SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
| was cash | 65.78% | 0.00% | |
| was stocks | 9.54% | 24.68% | |
| 75.32% | 24.68% | ||
| TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
| was cash | 20.22% | 18.37% | |
| was stocks | 0.00% | 61.41% | |
| 20.22% | 79.78% | ||
| UPRO | to cash | to stocks | ProShares UltraPro SP500 |
| was cash | 41.32% | 3.97% | |
| was stocks | 12.14% | 42.57% | |
| 53.46% | 46.54% |
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