Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
was cash | 39.40% | 9.60% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 51.01% | was stocks | 41.73% | 58.27% | ||
39.40% | 60.61% | bullish | 41.73% | 58.27% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
was cash | 49.95% | 21.28% | was cash | 7.92% | 8.58% | ||
was stocks | 9.56% | 19.22% | was stocks | 32.93% | 50.58% | ||
59.50% | 40.50% | bearish | 40.85% | 59.15% | bullish | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 80.16% | 10.10% | was cash | 9.69% | 0.00% | ||
was stocks | 0.00% | 9.73% | was stocks | 30.43% | 59.89% | ||
80.16% | 19.84% | bearish | 40.12% | 59.89% | bullish | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
was cash | 31.27% | 0.00% | was cash | 57.49% | 24.81% | ||
was stocks | 10.06% | 58.68% | was stocks | 17.70% | 0.00% | ||
41.33% | 58.68% | bearish | 75.19% | 24.81% | bullish | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 68.71% | 0.00% | was cash | 0.00% | 7.81% | ||
was stocks | 9.92% | 21.37% | was stocks | 49.77% | 42.42% | ||
78.63% | 21.37% | bearish | 49.77% | 50.23% | bullish | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 43.84% | 0.00% | was cash | 66.72% | 24.57% | ||
was stocks | 9.03% | 47.13% | was stocks | 8.72% | 0.00% | ||
52.87% | 47.13% | bullish | 75.44% | 24.57% | bullish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 28.81% | 10.71% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 60.48% | was stocks | 32.91% | 67.09% | ||
28.81% | 71.19% | bullish | 32.91% | 67.09% | 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 | 24.72% | 12.84% | was cash | 0.00% | 0.00% | ||
was stocks | 20.69% | 41.75% | was stocks | 38.49% | 61.51% | ||
45.41% | 54.59% | bullish | 38.49% | 61.51% | 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 | 39.40% | 0.00% | was cash | 56.64% | 43.36% | ||
was stocks | 0.00% | 60.60% | was stocks | 0.00% | 0.00% | ||
39.40% | 60.60% | bearish | 56.64% | 43.36% | bullish | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 24.67% | 12.92% | was cash | 0.00% | 0.00% | ||
was stocks | 20.68% | 41.73% | was stocks | 47.67% | 52.33% | ||
45.35% | 54.65% | bullish | 47.67% | 52.33% | bullish | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
was cash | 38.61% | 0.00% | was cash | 32.47% | 67.53% | ||
was stocks | 0.00% | 61.39% | was stocks | 0.00% | 0.00% | ||
38.61% | 61.39% | bearish | 32.47% | 67.53% | 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.
Thursday, January 24, 2019
Very Little Change In Market Call
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