Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
was cash | 49.46% | 8.26% | was cash | 0.00% | 13.75% | ||
was stocks | 16.47% | 25.81% | was stocks | 0.00% | 86.25% | ||
65.93% | 34.07% | bearish | 0.00% | 100.00% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
was cash | 32.38% | 17.40% | was cash | 7.76% | 19.51% | ||
was stocks | 16.67% | 33.55% | was stocks | 0.00% | 72.72% | ||
49.05% | 50.96% | bullish | 7.76% | 92.24% | bullish | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 45.39% | 8.45% | was cash | 0.00% | 12.63% | ||
was stocks | 16.33% | 29.83% | was stocks | 7.45% | 79.93% | ||
61.73% | 38.28% | bearish | 7.45% | 92.55% | bullish | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
was cash | 27.26% | 18.55% | was cash | 76.50% | 0.00% | ||
was stocks | 8.55% | 45.63% | was stocks | 23.50% | 0.00% | ||
35.81% | 64.19% | bearish | 100.00% | 0.00% | bullish | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 54.31% | 0.00% | was cash | 8.50% | 16.20% | ||
was stocks | 37.34% | 8.34% | was stocks | 0.00% | 75.31% | ||
91.66% | 8.34% | bearish | 8.50% | 91.50% | bullish | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 14.42% | 20.74% | was cash | 66.62% | 0.00% | ||
was stocks | 16.53% | 48.31% | was stocks | 33.38% | 0.00% | ||
30.95% | 69.05% | bearish | 100.00% | 0.00% | bullish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 23.09% | 8.47% | was cash | 0.00% | 0.00% | ||
was stocks | 17.12% | 51.32% | was stocks | 0.00% | 100.00% | ||
40.21% | 59.79% | bullish | 0.00% | 100.00% | 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 | 19.24% | 18.17% | was cash | 0.00% | 0.00% | ||
was stocks | 29.47% | 33.11% | was stocks | 0.00% | 100.00% | ||
48.72% | 51.28% | bullish | 0.00% | 100.00% | 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 | 43.43% | 8.76% | was cash | 100.00% | 0.00% | ||
was stocks | 0.00% | 47.81% | was stocks | 0.00% | 0.00% | ||
43.43% | 56.57% | bearish | 100.00% | 0.00% | bullish | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 18.76% | 17.74% | was cash | 0.00% | 0.00% | ||
was stocks | 30.70% | 32.80% | was stocks | 0.00% | 100.00% | ||
49.46% | 50.54% | bullish | 0.00% | 100.00% | bullish | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
was cash | 32.47% | 17.18% | was cash | 100.00% | 0.00% | ||
was stocks | 0.00% | 50.35% | was stocks | 0.00% | 0.00% | ||
32.47% | 67.53% | bearish | 100.00% | 0.00% | 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.
Saturday, February 16, 2019
Monte Carlo Bearish, QLearning Full Blown Bull
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