Thursday, February 7, 2019

Both Models Flip to the Bear Side

Monte Carlo QLearning
OEF to cash to stocks iShares SP100 Index OEF to cash to stocks iShares SP100 Index
was cash 58.07% 0.00%
was cash 0.00% 0.00%
was stocks 16.61% 25.32%
was stocks 57.31% 42.69%

74.68% 25.32% bearish
57.31% 42.69% bearish
QQQ to cash to stocks Invesco QQQ Trust QQQ to cash to stocks Invesco QQQ Trust
was cash 40.32% 0.00%
was cash 0.00% 0.00%
was stocks 17.93% 41.75%
was stocks 64.79% 35.21%

58.25% 41.75% bearish
64.79% 35.21% bearish
TQQQ to cash to stocks ProShares UltraPro QQQ TQQQ to cash to stocks ProShares UltraPro QQQ
was cash 63.34% 0.00%
was cash 0.00% 0.00%
was stocks 27.08% 9.58%
was stocks 51.87% 48.14%

90.42% 9.58% bearish
51.87% 48.14% bearish
SQQQ to cash to stocks ProShares UltraPro Short QQQ SQQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 28.73% 11.86%
was cash 52.60% 47.40%
was stocks 0.00% 59.41%
was stocks 0.00% 0.00%

28.73% 71.27% bearish
52.60% 47.40% bullish
QLD to cash to stocks ProShares Ultra QQQ QLD to cash to stocks ProShares Ultra QQQ
was cash 45.28% 8.53%
was cash 0.00% 0.00%
was stocks 37.94% 8.25%
was stocks 66.59% 33.41%

83.22% 16.78% bearish
66.59% 33.41% bearish
QID to cash to stocks ProShares UltraShort QQQ QID to cash to stocks ProShares UltraShort QQQ
was cash 16.21% 37.31%
was cash 40.70% 59.31%
was stocks 0.00% 46.49%
was stocks 0.00% 0.00%

16.21% 83.79% bearish
40.70% 59.31% bearish
SPY to cash to stocks SPDR SP500 SPY to cash to stocks SPDR SP500
was cash 23.16% 8.58%
was cash 0.00% 0.00%
was stocks 17.06% 51.20%
was stocks 35.39% 64.61%

40.22% 59.78% bullish
35.39% 64.61% 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 19.38% 10.06%
was cash 0.00% 0.00%
was stocks 27.98% 42.59%
was stocks 34.95% 65.06%

47.36% 52.64% bullish
34.95% 65.06% 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 26.04% 47.12%
was cash 71.54% 28.46%
was stocks 0.00% 26.84%
was stocks 0.00% 0.00%

26.04% 73.96% bearish
71.54% 28.46% bullish
UPRO to cash to stocks ProShares UltraPro SP500 UPRO to cash to stocks ProShares UltraPro SP500
was cash 19.21% 11.29%
was cash 0.00% 0.00%
was stocks 27.36% 42.14%
was stocks 42.98% 57.02%

46.57% 53.43% bullish
42.98% 57.02% bullish
SPXU to cash to stocks ProShares UltraPro Short SP500 SPXU to cash to stocks ProShares UltraPro Short SP500
was cash 24.33% 47.69%
was cash 63.98% 36.02%
was stocks 9.45% 18.53%
was stocks 0.00% 0.00%

33.78% 66.22% bearish
63.98% 36.02% bullish

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