Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
was cash | 28.51% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 20.12% | 51.38% | was stocks | 41.87% | 58.13% | ||
48.63% | 51.38% | bullish | 41.87% | 58.13% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
was cash | 39.01% | 9.47% | was cash | 7.86% | 0.00% | ||
was stocks | 32.11% | 19.42% | was stocks | 49.78% | 42.37% | ||
71.11% | 28.89% | bearish | 57.63% | 42.37% | bearish | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 57.50% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 32.47% | 10.03% | was stocks | 51.32% | 48.68% | ||
89.97% | 10.03% | bearish | 51.32% | 48.68% | bearish | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
was cash | 23.40% | 19.81% | was cash | 56.12% | 43.89% | ||
was stocks | 8.44% | 48.36% | was stocks | 0.00% | 0.00% | ||
31.83% | 68.17% | bearish | 56.12% | 43.89% | bullish | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 46.12% | 9.77% | was cash | 0.00% | 0.00% | ||
was stocks | 22.27% | 21.85% | was stocks | 51.33% | 48.67% | ||
68.39% | 31.61% | bearish | 51.33% | 48.67% | bearish | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 35.93% | 20.22% | was cash | 41.19% | 58.81% | ||
was stocks | 8.33% | 35.52% | was stocks | 0.00% | 0.00% | ||
44.26% | 55.74% | bearish | 41.19% | 58.81% | bearish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 28.57% | 9.36% | was cash | 0.00% | 0.00% | ||
was stocks | 10.74% | 51.32% | was stocks | 42.26% | 57.74% | ||
39.32% | 60.69% | bullish | 42.26% | 57.74% | 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 | 36.63% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 63.37% | was stocks | 44.10% | 55.90% | ||
36.63% | 63.37% | bullish | 44.10% | 55.90% | 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 | 30.13% | 35.77% | was cash | 34.81% | 65.19% | ||
was stocks | 9.49% | 24.60% | was stocks | 0.00% | 0.00% | ||
39.62% | 60.38% | bearish | 34.81% | 65.19% | bearish | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 36.64% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 63.36% | was stocks | 43.41% | 56.59% | ||
36.64% | 63.36% | bullish | 43.41% | 56.59% | bullish | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
was cash | 29.81% | 26.74% | was cash | 37.53% | 62.47% | ||
was stocks | 9.13% | 34.32% | was stocks | 0.00% | 0.00% | ||
38.95% | 61.05% | bearish | 37.53% | 62.47% | 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.
Wednesday, January 23, 2019
Mostly Bearish
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