SP100 and 500 | Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index | |
was cash | 41.22% | 16.35% | was cash | 7.23% | 0.00% | |||
was stocks | 0.00% | 42.43% | was stocks | 20.85% | 71.92% | |||
41.22% | 58.79% | bullish | 28.08% | 71.92% | bullish | |||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust | |
was cash | 42.25% | 16.11% | was cash | 0.00% | 0.00% | |||
was stocks | 7.26% | 34.38% | was stocks | 0.00% | 100.00% | |||
49.51% | 50.49% | bullish | 0.00% | 100.00% | bullish | |||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ | |
was cash | 42.50% | 7.42% | was cash | 0.00% | 0.00% | |||
was stocks | 6.40% | 43.68% | was stocks | 6.42% | 93.58% | |||
48.89% | 51.11% | bullish | 6.42% | 93.58% | bullish | |||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | |
was cash | 16.79% | 8.17% | was cash | 79.05% | 20.95% | |||
was stocks | 19.46% | 55.58% | was stocks | 0.00% | 0.00% | |||
36.25% | 63.75% | bearish | 79.05% | 20.95% | bullish | |||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ | |
was cash | 42.10% | 0.00% | was cash | 0.00% | 0.00% | |||
was stocks | 6.44% | 51.47% | was stocks | 13.23% | 86.77% | |||
48.53% | 51.47% | bullish | 13.23% | 86.77% | bullish | |||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ | |
was cash | 17.62% | 8.82% | was cash | 92.09% | 7.91% | |||
was stocks | 8.52% | 65.05% | was stocks | 0.00% | 0.00% | |||
26.14% | 73.86% | bearish | 92.09% | 7.91% | bullish | |||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 | |
was cash | 40.44% | 8.64% | was cash | 0.00% | 0.00% | |||
was stocks | 18.03% | 32.90% | was stocks | 13.59% | 86.41% | |||
58.46% | 41.54% | bearish | 13.59% | 86.41% | 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 | 29.66% | 8.68% | was cash | 0.00% | 14.83% | |||
was stocks | 9.36% | 52.29% | was stocks | 12.99% | 72.18% | |||
39.02% | 60.98% | bullish | 12.99% | 87.01% | 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 | 40.26% | 0.00% | was cash | 77.27% | 13.52% | |||
was stocks | 17.82% | 41.93% | was stocks | 9.21% | 0.00% | |||
58.07% | 41.93% | bullish | 86.48% | 13.52% | bullish | |||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 | |
was cash | 23.55% | 17.67% | was cash | 0.00% | 0.00% | |||
was stocks | 0.00% | 58.78% | was stocks | 0.00% | 100.00% | |||
23.55% | 76.45% | 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 | 32.71% | 8.62% | was cash | 85.30% | 6.35% | |||
was stocks | 9.17% | 49.49% | was stocks | 0.00% | 8.36% | |||
41.89% | 58.11% | bearish | 85.30% | 14.71% | 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, April 13, 2019
Still Bullish; Even Though The Shorts In The Monte Carlo Method Say Otherwise
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