| Monte Carlo-Quasi | QLearning | ||||||
| OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
| was cash | 14.58% | 50.09% | was cash | 9.38% | 68.75% | ||
| was stocks | 35.33% | 0.00% | was stocks | 9.38% | 12.50% | ||
| 49.91% | 50.09% | bullish | 18.75% | 81.25% | bullish | ||
| QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
| was cash | 25.81% | 21.61% | was cash | 9.38% | 62.50% | ||
| was stocks | 52.58% | 0.00% | was stocks | 12.50% | 15.63% | ||
| 78.39% | 21.61% | bearish | 21.88% | 78.13% | bullish | ||
| TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
| was cash | 32.90% | 33.00% | was cash | 6.25% | 53.13% | ||
| was stocks | 34.10% | 0.00% | was stocks | 18.75% | 21.88% | ||
| 67.00% | 33.00% | bearish | 25.00% | 75.00% | bullish | ||
| SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
| was cash | 23.31% | 44.43% | was cash | 6.25% | 15.63% | ||
| was stocks | 32.26% | 0.00% | was stocks | 62.50% | 15.63% | ||
| 55.57% | 44.43% | bullish | 68.75% | 31.25% | bullish | ||
| QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
| was cash | 28.33% | 39.39% | was cash | 9.38% | 68.75% | ||
| was stocks | 32.28% | 0.00% | was stocks | 6.25% | 15.63% | ||
| 60.61% | 39.39% | bearish | 15.63% | 84.38% | bullish | ||
| QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
| was cash | 26.59% | 35.69% | was cash | 3.13% | 15.63% | ||
| was stocks | 37.72% | 0.00% | was stocks | 62.50% | 18.75% | ||
| 64.31% | 35.69% | bullish | 65.63% | 34.38% | bullish | ||
| SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
| was cash | 26.18% | 24.96% | was cash | 6.25% | 71.88% | ||
| was stocks | 48.86% | 0.00% | was stocks | 12.50% | 9.38% | ||
| 75.04% | 24.96% | bearish | 18.75% | 81.25% | 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 | 20.32% | 29.46% | was cash | 12.50% | 62.50% | ||
| was stocks | 50.23% | 0.00% | was stocks | 12.50% | 12.50% | ||
| 70.55% | 29.46% | bearish | 25.00% | 75.00% | 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 | 23.35% | 37.67% | was cash | 9.38% | 12.50% | ||
| was stocks | 38.98% | 0.00% | was stocks | 50.00% | 28.13% | ||
| 62.33% | 37.67% | bullish | 59.38% | 40.63% | bullish | ||
| UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
| was cash | 28.67% | 28.44% | was cash | 12.50% | 62.50% | ||
| was stocks | 42.89% | 0.00% | was stocks | 15.63% | 9.38% | ||
| 71.56% | 28.44% | bearish | 28.13% | 71.88% | bullish | ||
| SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
| was cash | 24.03% | 35.85% | was cash | 6.25% | 15.63% | ||
| was stocks | 40.12% | 0.00% | was stocks | 46.88% | 31.25% | ||
| 64.15% | 35.85% | bullish | 53.13% | 46.88% | bullish | ||
Using machine learning models, such as QLearning, and over a dozen technical analysis functions (moving averages, MACD, RSI, etc.) I am trying to pick the 5 day trend for several ETFs that follow the SP100 and SP500 indexes.
Saturday, December 29, 2018
MC Model Getting Slightly More Bearish Than Yesterday
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