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 |
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, February 7, 2019
Both Models Flip to the Bear Side
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment