Saturday, December 1, 2018

SP100&500 ETFs - Monte Carlo Flips to Bearish while QLearing Still Bullish

Monte Carlo Full Bearish (with small percentage differences); QLearing Still Bullish (with stronger differences.   Is there a market reversal coming?  The monte carlo model started going bearish around Nov 6 and QL followed on the 7th (see previous blog postings).  This was followed by the mid-November bear market.  Will it repeat?

Symbol Monte Carlo QLearning
OEF to cash to stocks iShares SP100 Index to cash to stocks iShares SP100 Index
was cash 28.57% 3.57% 17.86% 25.00%
was stocks 28.57% 39.29% 14.29% 42.86%
57.14% 42.86% bearish 32.14% 67.86% bullish
QQQ to cash to stocks Invesco QQQ Trust to cash to stocks Invesco QQQ Trust
was cash 28.57% 7.14% 10.71% 39.29%
was stocks 28.57% 35.71% 21.43% 28.57%
57.14% 42.86% bearish 32.14% 67.86% bullish
TQQQ to cash to stocks ProShares UltraPro QQQ to cash to stocks ProShares UltraPro QQQ
was cash 25.00% 14.29% 7.14% 35.71%
was stocks 25.00% 35.71% 21.43% 35.71%
50.00% 50.00% n/a 28.57% 71.43% bullish
SQQQ to cash to stocks ProShares UltraPro Short QQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 32.14% 17.86% 53.57% 10.71%
was stocks 10.71% 39.29% 28.57% 7.14%
42.86% 57.14% bearish 82.14% 17.86% bullish
QLD to cash to stocks ProShares Ultra QQQ to cash to stocks ProShares Ultra QQQ
was cash 28.57% 10.71% 14.29% 39.29%
was stocks 25.00% 35.71% 14.29% 32.14%
53.57% 46.43% bearish 28.57% 71.43% bullish
QID to cash to stocks ProShares UltraShort QQQ to cash to stocks ProShares UltraShort QQQ
was cash 32.14% 17.86% 32.14% 3.57%
was stocks 7.14% 42.86% 53.57% 10.71%
39.29% 60.71% bearish 85.71% 14.29% bullish
SPY to cash to stocks SPDR SP500 to cash to stocks SPDR SP500
was cash 21.43% 3.57% 17.86% 46.43%
was stocks 28.57% 46.43% 10.71% 25.00%
50.00% 50.00% n/a 28.57% 71.43% bullish
SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares to cash to stocks Direxion Daily SP500 Bull 3X Shares
was cash 28.57% 3.57% 14.29% 42.86%
was stocks 21.43% 46.43% 14.29% 28.57%
50.00% 50.00% n/a 28.57% 71.43% bullish
SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares to cash to stocks Direxion Daily SP500 Bear 3X Shares
was cash 35.71% 17.86% 42.86% 7.14%
was stocks 3.57% 42.86% 42.86% 7.14%
39.29% 60.71% bearish 85.71% 14.29% bullish
UPRO to cash to stocks ProShares UltraPro SP500 to cash to stocks ProShares UltraPro SP500
was cash 28.57% 3.57% 7.14% 32.14%
was stocks 25.00% 42.86% 21.43% 39.29%
53.57% 46.43% bearish 28.57% 71.43% bullish
SPXU to cash to stocks ProShares UltraPro Short SP500 to cash to stocks ProShares UltraPro Short SP500
was cash 39.29% 17.86% 28.57% 3.57%
was stocks 7.14% 35.71% 60.71% 7.14%
46.43% 53.57% bearish 89.29% 10.71% bullish

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