Monday, January 14, 2019

Full Frontal Bearishness

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

2 comments:

  1. 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

    ReplyDelete
    Replies
    1. Michael,

      As you can see the background is now white. Thank you for the input.

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