| Monte Carlo | QLearning | ||||||
| OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
| was cash | 25.09% | 48.59% | was cash | 0.00% | 9.38% | ||
| was stocks | 26.32% | 0.00% | was stocks | 87.50% | 3.13% | ||
| 51.41% | 48.59% | bearish | 87.50% | 12.50% | bearish | ||
| QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
| was cash | 25.51% | 41.93% | was cash | 3.13% | 12.50% | ||
| was stocks | 32.56% | 0.00% | was stocks | 81.25% | 3.13% | ||
| 58.07% | 41.93% | bearish | 84.38% | 15.63% | bearish | ||
| TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
| was cash | 28.43% | 33.04% | was cash | 0.00% | 21.88% | ||
| was stocks | 38.54% | 0.00% | was stocks | 78.13% | 0.00% | ||
| 66.96% | 33.04% | bearish | 78.13% | 21.88% | bearish | ||
| SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
| was cash | 22.05% | 44.84% | was cash | 9.38% | 75.00% | ||
| was stocks | 33.10% | 0.00% | was stocks | 15.63% | 0.00% | ||
| 55.16% | 44.84% | bullish | 25.00% | 75.00% | bearish | ||
| QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
| was cash | 30.54% | 34.00% | was cash | 9.38% | 9.38% | ||
| was stocks | 35.46% | 0.00% | was stocks | 78.13% | 3.13% | ||
| 66.00% | 34.00% | bearish | 87.50% | 12.50% | bearish | ||
| QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
| was cash | 43.93% | 20.01% | was cash | 3.13% | 84.38% | ||
| was stocks | 36.05% | 0.00% | was stocks | 9.38% | 3.13% | ||
| 79.99% | 20.01% | bullish | 12.50% | 87.50% | bearish | ||
| SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
| was cash | 32.03% | 39.12% | was cash | 3.13% | 12.50% | ||
| was stocks | 28.85% | 0.00% | was stocks | 84.38% | 0.00% | ||
| 60.88% | 39.12% | bearish | 87.50% | 12.50% | bearish | ||
| SPXL | to cash | to stocks | Direxion Daily SP500 Bull 3X Shares | SPXL | to cash | to stocks | Direxion Daily SP500 Bull 3X Shares |
| was cash | 24.06% | 30.55% | was cash | 3.13% | 9.38% | ||
| was stocks | 45.38% | 0.00% | was stocks | 84.38% | 3.13% | ||
| 69.45% | 30.55% | bearish | 87.50% | 12.50% | bearish | ||
| SPXS | to cash | to stocks | Direxion Daily SP500 Bear 3X Shares | SPXS | to cash | to stocks | Direxion Daily SP500 Bear 3X Shares |
| was cash | 35.03% | 36.91% | was cash | 6.25% | 78.13% | ||
| was stocks | 28.06% | 0.00% | was stocks | 12.50% | 3.13% | ||
| 63.09% | 36.91% | bullish | 18.75% | 81.25% | bearish | ||
| UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
| was cash | 24.64% | 30.18% | was cash | 6.25% | 12.50% | ||
| was stocks | 45.18% | 0.00% | was stocks | 81.25% | 0.00% | ||
| 69.82% | 30.18% | bearish | 87.50% | 12.50% | bearish | ||
| SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
| was cash | 27.27% | 38.19% | was cash | 3.13% | 81.25% | ||
| was stocks | 34.55% | 0.00% | was stocks | 12.50% | 3.13% | ||
| 61.81% | 38.19% | bullish | 15.63% | 84.38% | bearish | ||
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.
Monday, January 14, 2019
Full Frontal Bearishness
Subscribe to:
Post Comments (Atom)
Hi there, interesting algo-setup you have. I decided to follow this blog. I would like to suggest a different color scheme for people like me. The greenish blue background sort of camouflages the fainter bluer text. Either a black text or a white background would be far easier to read, at least for me. Either way it would likely POP more, from a visual perspective, at least for people with similar eyes. Best wishes, MM
ReplyDeleteMichael,
DeleteAs you can see the background is now white. Thank you for the input.