Tuesday, March 24, 2020

Going Fully to The Buy Side.

When I ran these models over the past several days they were never as bullish as today's run.

Monte CarloQlearning
OEF
iShares SP100
to cashto stocksOEF
iShares SP100
to cashto stocks
was cash:17.7%8.8%was cash:22.9%68.1%
was stocks:24.7%48.7%was stocks:9%0%
42.5%57.5%bullish31.9%68.1%bullish
QQQ
Invesco QQQ
to cashto stocksQQQ
Invesco QQQ
to cashto stocks
was cash:0%0%was cash:13.8%38.6%
was stocks:25.4%74.6%was stocks:6.6%40.9%
25.4%74.6%bullish20.4%79.6%bullish
TQQQ
ProShr UltraPro QQQ
to cashto stocksTQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:0%20.3%was cash:27.3%43.8%
was stocks:35.4%44.3%was stocks:10.2%18.7%
35.4%64.6%bullish37.5%62.5%bullish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocksSQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:45.2%4.9%was cash:13.3%21.1%
was stocks:6.7%43.2%was stocks:52.9%12.7%
51.9%48.1%bullish66.2%33.8%bullish
QLD
ProShr Ultra QQQ
to cashto stocksQLD
ProShr Ultra QQQ
to cashto stocks
was cash:0%21.1%was cash:23.6%40.8%
was stocks:15.7%63.3%was stocks:17.1%18.6%
15.7%84.3%bullish40.7%59.3%bullish
QID
ProShr UltraShort QQQ
to cashto stocksQID
ProShr UltraShort QQQ
to cashto stocks
was cash:45.9%15%was cash:5.9%7.4%
was stocks:0%39.1%was stocks:72.2%14.5%
45.9%54.1%bearish78.1%21.9%bullish
SPY
SPDR SP500
to cashto stocksSPY
SPDR SP500
to cashto stocks
was cash:8.8%8.9%was cash:21.7%53.1%
was stocks:17.6%64.7%was stocks:17%8.2%
26.3%73.7%bullish38.7%61.3%bullish
SPXL
Drxn SP500 Bull 3X
to cashto stocksSPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:0%8.6%was cash:27.7%18%
was stocks:24.3%67.1%was stocks:19.4%34.9%
24.3%75.7%bullish47.2%52.8%bullish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocksSPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:36.6%5.9%was cash:12.9%0%
was stocks:11.6%45.9%was stocks:72.7%14.4%
48.2%51.8%bearish85.6%14.4%bullish
UPRO
ProShr UltraPro SP500
to cashto stocksUPRO
ProShr UltraPro SP500
to cashto stocks
was cash:8.2%8.2%was cash:33.3%21.4%
was stocks:24.8%58.8%was stocks:24.2%21.1%
33%67%bullish57.5%42.5%bearish
SPXU
ProShr UltraPro Short SP500
to cashto stocksSPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:45.3%6%was cash:12%0%
was stocks:11.9%36.8%was stocks:73.3%14.8%
57.2%42.8%bullish85.2%14.8%bullish

And still the WAEVE ensemble sends a different message.  Here's the WAEVE graph for $QQQ



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