QLearning Run With 1 Day Look-ahead Is A Tad Bullish.

In previous versions of the QLearning algo (see previous blog post) I used a 5 day look ahead of the last 5 day trend (simple moving average) . Last night whilst tossing and turning in bed and bothering the wife I thought about the look ahead part and figured that maybe that's cheating a bit. So the database was rebuilt using only a one day look ahead of the next day price. Here are the results of that change.

OEF	to cash	to stocks	iShares SP100 Index
was cash	17.86%	46.43%
was stocks	35.71%	0.00%
	53.57%	46.43%	bearish
QQQ	to cash	to stocks	Invesco QQQ Trust
was cash	35.71%	25.00%
was stocks	32.14%	7.14%
	67.86%	32.14%	bearish
TQQQ	to cash	to stocks	ProShares UltraPro QQQ
was cash	25.00%	46.43%
was stocks	17.86%	10.71%
	42.86%	57.14%	bullish
SQQQ	to cash	to stocks	ProShares UltraPro Short QQQ
was cash	32.14%	39.29%
was stocks	21.43%	7.14%
	53.57%	46.43%	bullish
QLD	to cash	to stocks	ProShares Ultra QQQ
was cash	21.43%	39.29%
was stocks	25.00%	14.29%
	46.43%	53.57%	bullish
QID	to cash	to stocks	ProShares UltraShort QQQ
was cash	35.71%	32.14%
was stocks	28.57%	3.57%
	64.29%	35.71%	bullish
SPY	to cash	to stocks	SPDR SP500
was cash	32.14%	50.00%
was stocks	17.86%	0.00%
	50.00%	50.00%	toss up
SPXL	to cash	to stocks	Direxion Daily SP500 Bull 3X Shares
was cash	25.00%	39.29%
was stocks	32.14%	3.57%
	57.14%	42.86%	bearish
SPXS	to cash	to stocks	Direxion Daily SP500 Bear 3X Shares
was cash	21.43%	42.86%
was stocks	32.14%	3.57%
	53.57%	46.43%	bullish
UPRO	to cash	to stocks	ProShares UltraPro SP500
was cash	28.57%	35.71%
was stocks	32.14%	3.57%
	60.71%	39.29%	bearish
SPXU	to cash	to stocks	ProShares UltraPro Short SP500
was cash	17.86%	46.43%
was stocks	32.14%	3.57%
	50.00%	50.00%	toss up