Tuesday, August 6, 2019

Very Confused - Both Models Make A Case for Either Direction.

Remember both of these models are short term related - 3 to 7 days.  The Monte Carlo model tends to be more short-term than the QLearning.

Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto stocks
was cash:0%8.4%
was cash:86%0%
was stocks:0%91.6%
was stocks:14%0%
0%100%bullish 100%0%bearish
QQQ
Invesco QQQ
to cashto stocks
QQQ
Invesco QQQ
to cashto stocks
was cash:17.3%0%
was cash:79.3%7%
was stocks:0%82.7%
was stocks:13.7%0%
17.3%82.7%bullish 93%7%bearish
TQQQ
ProShr UltraPro QQQ
to cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:0%18.9%
was cash:82.5%0%
was stocks:0%81.1%
was stocks:17.5%0%
0%100%bullish 100%0%bearish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:69.5%8.4%
was cash:0%18.2%
was stocks:8.2%13.9%
was stocks:0%81.8%
77.7%22.3%bullish 0%100%bearish
QLD
ProShr Ultra QQQ
to cashto stocks
QLD
ProShr Ultra QQQ
to cashto stocks
was cash:0%18.2%
was cash:80.2%0%
was stocks:0%81.8%
was stocks:19.8%0%
0%100%bullish 100%0%bearish
QID
ProShr UltraShort QQQ
to cashto stocks
QID
ProShr UltraShort QQQ
to cashto stocks
was cash:67%0%
was cash:0%20%
was stocks:24.6%8.4%
was stocks:7%73.1%
91.6%8.4%bullish 7%93%bearish
SPY
SPDR SP500
to cashto stocks
SPY
SPDR SP500
to cashto stocks
was cash:0%24.2%
was cash:85.6%0%
was stocks:0%75.8%
was stocks:7.2%7.2%
0%100%bullish 92.8%7.2%bearish
SPXL
Drxn SP500 Bull 3X
to cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:0%15.7%
was cash:85.7%0%
was stocks:8.3%76%
was stocks:14.3%0%
8.3%91.7%bullish 100%0%bearish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:76.8%15.8%
was cash:0%6.5%
was stocks:0%7.4%
was stocks:0%93.5%
76.8%23.2%bullish 0%100%bearish
UPRO
ProShr UltraPro SP500
to cashto stocks
UPRO
ProShr UltraPro SP500
to cashto stocks
was cash:0%24.6%
was cash:86%0%
was stocks:0%75.4%
was stocks:14%0%
0%100%bullish 100%0%bearish
SPXU
ProShr UltraPro Short SP500
to cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:84.3%7.8%
was cash:0%19.5%
was stocks:0%7.9%
was stocks:0%80.5%
84.3%15.7%bullish 0%100%bearish

No comments:

Post a Comment