Thursday, January 3, 2019

The Monte Carlo Methods Get Even More Bearish

Monte Carlo Qlearning
OEF to cash to stocks iShares SP100 Index OEF to cash to stocks iShares SP100 Index
was cash 29.21% 29.04%
was cash 12.50% 71.88%
was stocks 41.75% 0.00%
was stocks 6.25% 9.38%

70.96% 29.04% bearish
18.75% 81.25% bullish








QQQ to cash to stocks Invesco QQQ Trust QQQ to cash to stocks Invesco QQQ Trust
was cash 47.25% 28.08%
was cash 15.63% 75.00%
was stocks 24.67% 0.00%
was stocks 3.13% 6.25%

71.92% 28.08% bearish
18.75% 81.25% bullish








TQQQ to cash to stocks ProShares UltraPro QQQ TQQQ to cash to stocks ProShares UltraPro QQQ
was cash 43.41% 33.22%
was cash 12.50% 87.50%
was stocks 23.36% 0.00%
was stocks 0.00% 0.00%

66.78% 33.22% bearish
12.50% 87.50% bullish








SQQQ to cash to stocks ProShares UltraPro Short QQQ SQQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 36.13% 30.72%
was cash 50.00% 18.75%
was stocks 33.16% 0.00%
was stocks 28.13% 3.13%

69.28% 30.72% bullish
78.13% 21.88% bullish








QLD to cash to stocks ProShares Ultra QQQ QLD to cash to stocks ProShares Ultra QQQ
was cash 48.85% 33.59%
was cash 15.63% 75.00%
was stocks 17.56% 0.00%
was stocks 0.00% 9.38%

66.41% 33.59% bearish
15.63% 84.38% bullish








QID to cash to stocks ProShares UltraShort QQQ QID to cash to stocks ProShares UltraShort QQQ
was cash 35.04% 36.77%
was cash 59.38% 9.38%
was stocks 28.19% 0.00%
was stocks 25.00% 6.25%

63.23% 36.77% bullish
84.38% 15.63% bullish








SPY to cash to stocks SPDR SP500 SPY to cash to stocks SPDR SP500
was cash 29.03% 43.12%
was cash 9.38% 71.88%
was stocks 27.85% 0.00%
was stocks 12.50% 6.25%

56.88% 43.12% bearish
21.88% 78.13% 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 34.01% 46.33%
was cash 25.00% 71.88%
was stocks 19.66% 0.00%
was stocks 3.13% 0.00%

53.67% 46.33% bearish
28.13% 71.88% 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 28.80% 31.31%
was cash 50.00% 15.63%
was stocks 39.89% 0.00%
was stocks 25.00% 9.38%

68.70% 31.31% bullish
75.00% 25.00% bullish








UPRO to cash to stocks ProShares UltraPro SP500 UPRO to cash to stocks ProShares UltraPro SP500
was cash 37.26% 42.26%
was cash 25.00% 71.88%
was stocks 20.48% 0.00%
was stocks 3.13% 0.00%

57.74% 42.26% bearish
28.13% 71.88% bullish








SPXU to cash to stocks ProShares UltraPro Short SP500 SPXU to cash to stocks ProShares UltraPro Short SP500
was cash 34.68% 40.98%
was cash 59.38% 15.63%
was stocks 24.34% 0.00%
was stocks 25.00% 0.00%

59.02% 40.98% bullish
84.38% 15.63% bullish








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