Monte Carlo | QLearing | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
was cash | 28.81% | 10.52% | was cash | 32.58% | 16.10% | ||
was stocks | 30.78% | 29.89% | was stocks | 16.50% | 34.82% | ||
59.59% | 40.41% | bearish | 49.08% | 50.92% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
was cash | 59.60% | 0.00% | was cash | 30.72% | 25.40% | ||
was stocks | 0.00% | 40.40% | was stocks | 8.16% | 35.72% | ||
59.60% | 40.40% | bearish | 38.88% | 61.12% | bullish | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 59.16% | 21.14% | was cash | 18.59% | 12.97% | ||
was stocks | 9.95% | 9.76% | was stocks | 13.76% | 54.69% | ||
69.11% | 30.89% | bearish | 32.35% | 67.65% | bullish | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
was cash | 8.65% | 32.61% | was cash | 36.17% | 21.48% | ||
was stocks | 0.00% | 58.74% | was stocks | 7.24% | 35.11% | ||
8.65% | 91.35% | bearish | 43.41% | 56.59% | bearish | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 78.64% | 0.00% | was cash | 39.60% | 7.19% | ||
was stocks | 0.00% | 21.37% | was stocks | 24.17% | 29.05% | ||
78.64% | 21.37% | bearish | 63.76% | 36.24% | bearish | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 18.55% | 34.28% | was cash | 26.56% | 16.27% | ||
was stocks | 0.00% | 47.16% | was stocks | 7.32% | 49.85% | ||
18.55% | 81.45% | bearish | 33.88% | 66.13% | bearish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 28.78% | 0.00% | was cash | 32.69% | 16.54% | ||
was stocks | 10.26% | 60.96% | was stocks | 7.89% | 42.88% | ||
39.04% | 60.96% | bullish | 40.58% | 59.42% | 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 | 45.42% | 0.00% | was cash | 14.66% | 23.14% | ||
was stocks | 10.18% | 44.40% | was stocks | 26.47% | 35.73% | ||
55.60% | 44.40% | bearish | 41.13% | 58.87% | 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 | 39.50% | 0.00% | was cash | 31.98% | 6.53% | ||
was stocks | 0.00% | 60.50% | was stocks | 16.79% | 44.70% | ||
39.50% | 60.50% | bearish | 48.77% | 51.23% | bearish | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 45.36% | 0.00% | was cash | 30.46% | 15.31% | ||
was stocks | 0.00% | 54.64% | was stocks | 7.60% | 46.63% | ||
45.36% | 54.64% | bullish | 38.06% | 61.94% | bullish | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
was cash | 38.65% | 0.00% | was cash | 32.72% | 24.66% | ||
was stocks | 0.00% | 61.35% | was stocks | 17.24% | 25.37% | ||
38.65% | 61.35% | bearish | 49.97% | 50.04% | 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.
Friday, January 25, 2019
Getting More Bearish - Ever So Slightly
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