Wednesday, October 31, 2018

QLearning Model Generally Bullish for SP500 ETFs. Not So for SP100s

The percentages are an average ( 1 for a buy , -1 for a sell) across the dozen or so technical model indicators. In the past the average was weighted, the weight being how much money each model  generated over a trial period. The averages below are not weighted.

OEF to cash to stocks iShares SP100 Index
was cash 23.33% 43.33%
was stocks 26.67% 6.67%

50.00% 50.00% toss up




QQQ to cash to stocks Invesco QQQ Trust
was cash 10.00% 43.33%
was stocks 40.00% 6.67%

50.00% 50.00% toss up




TQQQ to cash to stocks ProShares UltraPro QQQ
was cash 10.00% 33.33%
was stocks 40.00% 16.67%

50.00% 50.00% toss up




SQQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 33.33% 16.67%
was stocks 46.67% 3.33%

80.00% 20.00% bullish




QLD to cash to stocks ProShares Ultra QQQ
was cash 23.33% 26.67%
was stocks 40.00% 10.00%

63.33% 36.67% bearish




QID to cash to stocks ProShares UltraShort QQQ
was cash 33.33% 23.33%
was stocks 40.00% 3.33%

73.33% 26.67% bullish




SPY to cash to stocks SPDR SP500
was cash 10.00% 46.67%
was stocks 26.67% 16.67%

36.67% 63.33% bullish




SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares
was cash 3.33% 36.67%
was stocks 43.33% 16.67%

46.67% 53.33% bullish




SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares
was cash 26.67% 33.33%
was stocks 33.33% 6.67%

60.00% 40.00% bullish




UPRO to cash to stocks ProShares UltraPro SP500
was cash 6.90% 48.28%
was stocks 24.14% 20.69%

31.03% 68.97% bullish




SPXU to cash to stocks ProShares UltraPro Short SP500
was cash 20.00% 40.00%
was stocks 36.67% 3.33%

56.67% 43.33% bullish

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