The $SPY call in Monte Carlo has a .6 differential of owning to selling stocks.
The QL model says own 100% of $SPXU which is a bearish ETF.
The QL model says own 100% of $SPXU which is a bearish ETF.
| Monte Carlo | Qlearning | ||||||
| OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
| was cash: | 41.3% | 0% | was cash: | 7.7% | 0% | ||
| was stocks: | 25.3% | 33.4% | was stocks: | 78.6% | 13.7% | ||
| 66.6% | 33.4% | bearish | 86.3% | 13.7% | bearish | ||
| QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
| was cash: | 23.8% | 0% | was cash: | 0% | 0% | ||
| was stocks: | 51.3% | 24.9% | was stocks: | 78.9% | 21.1% | ||
| 75.1% | 24.9% | bearish | 78.9% | 21.1% | bearish | ||
| TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
| was cash: | 38.5% | 0% | was cash: | 0% | 0% | ||
| was stocks: | 36.5% | 24.9% | was stocks: | 77.5% | 22.5% | ||
| 75.1% | 24.9% | bearish | 77.5% | 22.5% | bearish | ||
| SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
| was cash: | 0% | 24.9% | was cash: | 8% | 82.4% | ||
| was stocks: | 17.5% | 57.6% | was stocks: | 0% | 9.6% | ||
| 17.5% | 82.5% | bearish | 8% | 92% | bearish | ||
| QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
| was cash: | 40% | 0% | was cash: | 8.4% | 0% | ||
| was stocks: | 35.3% | 24.7% | was stocks: | 70.3% | 21.3% | ||
| 75.3% | 24.7% | bearish | 78.7% | 21.3% | bearish | ||
| QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
| was cash: | 17.5% | 33.1% | was cash: | 7.4% | 65.9% | ||
| was stocks: | 8% | 41.4% | was stocks: | 0% | 26.7% | ||
| 25.5% | 74.5% | bearish | 7.4% | 92.6% | bearish | ||
| SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
| was cash: | 41.1% | 16.7% | was cash: | 0% | 0% | ||
| was stocks: | 8.6% | 33.6% | was stocks: | 93.3% | 6.7% | ||
| 49.7% | 50.3% | bullish | 93.3% | 6.7% | bearish | ||
| SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
| was cash: | 48.2% | 8.4% | was cash: | 0% | 0% | ||
| was stocks: | 8.9% | 34.5% | was stocks: | 78.7% | 21.3% | ||
| 57.1% | 42.9% | bearish | 78.7% | 21.3% | bearish | ||
| SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
| was cash: | 0% | 24.5% | was cash: | 7.7% | 75.4% | ||
| was stocks: | 33.8% | 41.7% | was stocks: | 0% | 16.8% | ||
| 33.8% | 66.2% | bearish | 7.7% | 92.3% | bearish | ||
| UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
| was cash: | 57.1% | 16.7% | was cash: | 8.3% | 0% | ||
| was stocks: | 0% | 26.2% | was stocks: | 78.8% | 12.9% | ||
| 57.1% | 42.9% | bearish | 87.1% | 12.9% | bearish | ||
| SPXU ProShr UltraPro Short SP500 | to cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to stocks | ||
| was cash: | 0% | 14.7% | was cash: | 0% | 81.9% | ||
| was stocks: | 34.8% | 50.5% | was stocks: | 0% | 18.1% | ||
| 34.8% | 65.2% | bearish | 0% | 100% | bearish | ||
No comments:
Post a Comment