Saturday, July 20, 2019

More Bearish Signals for the SP100 and 500.

I posted on Wednesday evening about the MACD/RSI x-overs going bearish.  And now both the Monte Carlo and QLearning algorithms are doing the same.

Monte Carlo QLearning
OEF to cash to stocks iShares SP100 OEF to cash to stocks iShares SP100
was cash 33.54% 16.38%
was cash 66.10% 0.00%
was stocks 16.18% 33.91%
was stocks 20.10% 13.80%

49.72% 50.28% bullish
86.20% 13.80% bearish
QQQ to cash to stocks Invesco QQQ QQQ to cash to stocks Invesco QQQ
was cash 49.95% 0.00%
was cash 37.30% 14.32%
was stocks 33.09% 16.96%
was stocks 41.35% 7.02%

83.04% 16.96% bearish
78.65% 21.35% bearish
TQQQ to cash to stocks ProShr UltraPro QQQ TQQQ to cash to stocks ProShr UltraPro QQQ
was cash 48.26% 0.00%
was cash 49.53% 7.48%
was stocks 26.33% 25.41%
was stocks 25.19% 17.80%

74.59% 25.41% bearish
74.72% 25.28% bearish
SQQQ to cash to stocks ProShr UltraPro Short QQQ SQQQ to cash to stocks ProShr UltraPro Short QQQ
was cash 0.00% 24.19%
was cash 17.76% 18.26%
was stocks 26.65% 49.16%
was stocks 0.00% 63.99%

26.65% 73.35% bearish
17.76% 82.24% bearish
QLD to cash to stocks ProShr Ultra QQQ QLD to cash to stocks ProShr Ultra QQQ
was cash 47.92% 0.00%
was cash 39.07% 14.74%
was stocks 42.84% 9.23%
was stocks 32.64% 13.56%

90.77% 9.23% bearish
71.71% 28.29% bearish
QID to cash to stocks ProShr UltraShort QQQ QID to cash to stocks ProShr UltraShort QQQ
was cash 8.96% 24.36%
was cash 6.45% 18.46%
was stocks 0.00% 66.68%
was stocks 22.38% 52.71%

8.96% 91.04% bearish
28.83% 71.17% bearish
SPY to cash to stocks SPDR SP500 SPY to cash to stocks SPDR SP500
was cash 57.51% 8.15%
was cash 72.26% 7.22%
was stocks 8.45% 25.90%
was stocks 0.00% 20.53%

65.96% 34.04% bearish
72.26% 27.74% bearish
SPXL to cash to stocks Drxn SP500 Bull 3X SPXL to cash to stocks Drxn SP500 Bull 3X
was cash 50.10% 7.92%
was cash 75.86% 0.00%
was stocks 15.93% 26.05%
was stocks 11.03% 13.11%

66.03% 33.97% bearish
86.89% 13.11% bearish
SPXS to cash to stocks Drxn Daily SP500 Bear 3X SPXS to cash to stocks Drxn Daily SP500 Bear 3X
was cash 8.24% 18.17%
was cash 0.00% 5.77%
was stocks 7.82% 65.76%
was stocks 7.66% 86.58%

16.06% 83.94% bearish
7.66% 92.34% bearish
UPRO to cash to stocks ProShr UltraPro SP500 UPRO to cash to stocks ProShr UltraPro SP500
was cash 58.80% 7.56%
was cash 73.86% 7.50%
was stocks 16.34% 17.30%
was stocks 5.85% 12.80%

75.14% 24.86% bearish
79.70% 20.30% bearish
SPXU to cash to stocks ProShr UltraPro Short SP500 SPXU to cash to stocks ProShr UltraPro Short SP500
was cash 8.12% 34.47%
was cash 6.48% 11.87%
was stocks 7.77% 49.64%
was stocks 0.00% 81.66%

15.89% 84.11% bearish
6.48% 93.53% bearish








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