Saturday, November 16, 2019

Both Models Are Very Bullish

Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto stocks
was cash:8%33.5%
was cash:8.4%15.6%
was stocks:8.2%50.3%
was stocks:6.7%69.3%
16.2%83.8%bullish 15.1%84.9%bullish
QQQ
Invesco QQQ
to cashto stocks
QQQ
Invesco QQQ
to cashto stocks
was cash:24.5%8.5%
was cash:0%7.8%
was stocks:17.4%49.6%
was stocks:0%92.2%
41.9%58.1%bullish 0%100%bullish
TQQQ
ProShr UltraPro QQQ
to cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:14.8%17.5%
was cash:0%8.4%
was stocks:17.6%50.1%
was stocks:7.4%84.2%
32.4%67.6%bullish 7.4%92.6%bullish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:53.3%0%
was cash:48.7%27.6%
was stocks:16.5%30.1%
was stocks:23.7%0%
69.9%30.1%bullish 72.4%27.6%bullish
QLD
ProShr Ultra QQQ
to cashto stocks
QLD
ProShr Ultra QQQ
to cashto stocks
was cash:24.3%0%
was cash:0%15.8%
was stocks:17.2%58.5%
was stocks:0%84.2%
41.5%58.5%bullish 0%100%bullish
QID
ProShr UltraShort QQQ
to cashto stocks
QID
ProShr UltraShort QQQ
to cashto stocks
was cash:34.1%0%
was cash:73.1%5.9%
was stocks:32.9%33%
was stocks:21%0%
67%33%bullish 94.1%5.9%bullish
SPY
SPDR SP500
to cashto stocks
SPY
SPDR SP500
to cashto stocks
was cash:41%0%
was cash:7.7%23.2%
was stocks:0%59%
was stocks:0%69.1%
41%59%bullish 7.7%92.3%bullish
SPXL
Drxn SP500 Bull 3X
to cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:31.5%0%
was cash:0%19%
was stocks:0%68.5%
was stocks:7.8%73.1%
31.5%68.5%bullish 7.8%92.2%bullish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:68.2%9%
was cash:58.3%5.5%
was stocks:15.2%7.6%
was stocks:36.2%0%
83.4%16.6%bullish 94.5%5.5%bullish
UPRO
ProShr UltraPro SP500
to cashto stocks
UPRO
ProShr UltraPro SP500
to cashto stocks
was cash:30.8%0%
was cash:0%17.4%
was stocks:0%69.2%
was stocks:8.1%74.6%
30.8%69.2%bullish 8.1%91.9%bullish
SPXU
ProShr UltraPro Short SP500
to cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:61.4%0%
was cash:76.6%14.5%
was stocks:7.1%31.5%
was stocks:8.8%0%
68.5%31.5%bullish 85.5%14.5%bullish

Tuesday, November 12, 2019

Looking For A Downturn in Asian Markets?!?

Every evening I run a scan for MACD and RSI cross-overs for over 200 ETFs. Usually the scan finds 2 to 3 cross-overs. This evening the scan kicked out a whole bunch cross-over calls.

What caught my eye, besides the number of calls, is that the BUY calls are for inverse ETFs while the SELL calls are for their opposites.

Most of the calls are for Chinese or Korean ETFs while a few are for emerging markets.

Take a look.



Buy Sell
$dpk $edc
$edz $eem
$eev $eet
$eum $eurl
$fxp $ewg
$yang $ewt
  $ewy
  $fxi
  $iemg
  $indl
  $koru
  $sdyl
  $vgk
  $yinn


Wednesday, October 30, 2019

Models Remain Bullish

The bear calls are few and weak. While the bull calls are numerous with high percentages.
Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto stocks
was cash:42.2%0%
was cash:0%14.2%
was stocks:8.6%49.2%
was stocks:7.5%78.3%
50.8%49.2%bearish7.5%92.5%bullish
QQQ
Invesco QQQ
to cashto stocks
QQQ
Invesco QQQ
to cashto stocks
was cash:41.7%8.7%
was cash:0%7.1%
was stocks:0%49.6%
was stocks:6.9%86%
41.7%58.3%bullish6.9%93.1%bullish
TQQQ
ProShr UltraPro QQQ
to cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:41.9%17.4%
was cash:0%6.4%
was stocks:0%40.7%
was stocks:5.7%87.9%
41.9%58.1%bullish5.7%94.3%bullish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:25.6%15.9%
was cash:93.1%0%
was stocks:18.4%40%
was stocks:0%6.9%
44.1%55.9%bearish93.1%6.9%bullish
QLD
ProShr Ultra QQQ
to cashto stocks
QLD
ProShr Ultra QQQ
to cashto stocks
was cash:42.5%9%
was cash:0%6.8%
was stocks:0%48.5%
was stocks:0%93.2%
42.5%57.5%bullish0%100%bullish
QID
ProShr UltraShort QQQ
to cashto stocks
QID
ProShr UltraShort QQQ
to cashto stocks
was cash:26.6%8.4%
was cash:79.4%13.4%
was stocks:8.9%56%
was stocks:0%7.3%
35.6%64.4%bearish79.4%20.6%bullish
SPY
SPDR SP500
to cashto stocks
SPY
SPDR SP500
to cashto stocks
was cash:41.9%0%
was cash:0%14.7%
was stocks:8.5%49.6%
was stocks:7.2%78.1%
50.4%49.6%bearish7.2%92.8%bullish
SPXL
Drxn SP500 Bull 3X
to cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:43.4%0%
was cash:0%6.9%
was stocks:8.7%47.8%
was stocks:14.5%78.6%
52.2%47.8%bearish14.5%85.5%bullish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:34.1%9.4%
was cash:86.7%13.3%
was stocks:15.4%41%
was stocks:0%0%
49.5%50.5%bearish86.7%13.3%bullish
UPRO
ProShr UltraPro SP500
to cashto stocks
UPRO
ProShr UltraPro SP500
to cashto stocks
was cash:42%0%
was cash:0%7.1%
was stocks:7.5%50.6%
was stocks:0%92.9%
49.4%50.6%bullish0%100%bullish
SPXU
ProShr UltraPro Short SP500
to cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:42.7%9%
was cash:78.1%14.3%
was stocks:7.6%40.6%
was stocks:0%7.6%
50.4%49.6%bullish78.1%21.9%bullish

Thursday, October 17, 2019

The Monte Carlo Method Slipping Back to Bearishness While QLearning Remains in Bull Camp.

Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto stocks
was cash:57.4%17.3%
was cash:0%14.2%
was stocks:0%25.4%
was stocks:7.2%78.6%
57.4%42.6%bearish 7.2%92.8%bullish
QQQ
Invesco QQQ
to cashto stocks
QQQ
Invesco QQQ
to cashto stocks
was cash:74.5%9%
was cash:14.1%7.1%
was stocks:0%16.5%
was stocks:0%78.8%
74.5%25.5%bearish 14.1%85.9%bullish
TQQQ
ProShr UltraPro QQQ
to cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:89.9%10.1%
was cash:0%6.2%
was stocks:0%0%
was stocks:20.7%73.2%
89.9%10.1%bearish 20.7%79.3%bullish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:19.4%0%
was cash:85.7%7.5%
was stocks:14.9%65.7%
was stocks:0%6.8%
34.3%65.7%bearish 85.7%14.3%bullish
QLD
ProShr Ultra QQQ
to cashto stocks
QLD
ProShr Ultra QQQ
to cashto stocks
was cash:73.1%18.1%
was cash:0%6.8%
was stocks:8.7%0%
was stocks:0%93.2%
81.9%18.1%bearish 0%100%bullish
QID
ProShr UltraShort QQQ
to cashto stocks
QID
ProShr UltraShort QQQ
to cashto stocks
was cash:17.6%0%
was cash:85.3%7.6%
was stocks:8.6%73.9%
was stocks:0%7.2%
26.1%73.9%bearish 85.3%14.7%bullish
SPY
SPDR SP500
to cashto stocks
SPY
SPDR SP500
to cashto stocks
was cash:49.7%0%
was cash:0%21.7%
was stocks:17.4%33%
was stocks:7.5%70.8%
67%33%bearish 7.5%92.5%bullish
SPXL
Drxn SP500 Bull 3X
to cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:39.8%8.4%
was cash:6.3%6.8%
was stocks:8.1%43.7%
was stocks:7.4%79.4%
47.9%52.1%bullish 13.7%86.3%bullish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:34.5%16.7%
was cash:72.1%0%
was stocks:0%48.8%
was stocks:21.4%6.4%
34.5%65.5%bearish 93.6%6.4%bullish
UPRO
ProShr UltraPro SP500
to cashto stocks
UPRO
ProShr UltraPro SP500
to cashto stocks
was cash:31.8%17.3%
was cash:0%13.8%
was stocks:16.7%34.2%
was stocks:13.6%72.6%
48.5%51.5%bullish 13.6%86.4%bullish
SPXU
ProShr UltraPro Short SP500
to cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:26.2%16%
was cash:70.4%0%
was stocks:0%57.9%
was stocks:22.3%7.3%
26.2%73.8%bearish 92.7%7.3%bullish

Tuesday, October 15, 2019

Both Models Are Bullish for SP100 & 500 ETFs.

Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto stocks
was cash:33%16.7%
was cash:7.1%21.1%
was stocks:0%50.3%
was stocks:7.5%64.4%
33%67%bullish 14.6%85.4%bullish
QQQ
Invesco QQQ
to cashto stocks
QQQ
Invesco QQQ
to cashto stocks
was cash:59.6%0%
was cash:7.3%7.1%
was stocks:7.7%32.6%
was stocks:15.1%70.6%
67.4%32.6%bearish 22.4%77.6%bullish
TQQQ
ProShr UltraPro QQQ
to cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:60%0%
was cash:0%11.8%
was stocks:7.3%32.7%
was stocks:12.8%75.4%
67.3%32.7%bearish 12.8%87.2%bullish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:25.3%0%
was cash:55.4%37.7%
was stocks:9.5%65.3%
was stocks:0%6.9%
34.7%65.3%bearish 55.4%44.6%bullish
QLD
ProShr Ultra QQQ
to cashto stocks
QLD
ProShr Ultra QQQ
to cashto stocks
was cash:57.1%0%
was cash:0%13.3%
was stocks:10.1%32.8%
was stocks:14.1%72.6%
67.2%32.8%bearish 14.1%85.9%bullish
QID
ProShr UltraShort QQQ
to cashto stocks
QID
ProShr UltraShort QQQ
to cashto stocks
was cash:24.2%9.4%
was cash:62.3%22.9%
was stocks:0%66.4%
was stocks:0%14.9%
24.2%75.8%bearish 62.3%37.7%bullish
SPY
SPDR SP500
to cashto stocks
SPY
SPDR SP500
to cashto stocks
was cash:41.6%17.5%
was cash:0%36.1%
was stocks:0%40.9%
was stocks:6.9%57%
41.6%58.4%bullish 6.9%93.1%bullish
SPXL
Drxn SP500 Bull 3X
to cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:24.3%9.3%
was cash:7.5%29.5%
was stocks:14.7%51.7%
was stocks:14.1%48.9%
39%61%bullish 21.5%78.5%bullish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:40.6%0%
was cash:66%12.4%
was stocks:0%59.4%
was stocks:7.3%14.3%
40.6%59.4%bearish 73.3%26.7%bullish
UPRO
ProShr UltraPro SP500
to cashto stocks
UPRO
ProShr UltraPro SP500
to cashto stocks
was cash:23.9%8%
was cash:0%28.9%
was stocks:8.3%59.9%
was stocks:21.5%49.6%
32.2%67.8%bullish 21.5%78.5%bullish
SPXU
ProShr UltraPro Short SP500
to cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:50.1%0%
was cash:56.9%27.8%
was stocks:16.3%33.6%
was stocks:7.8%7.5%
66.4%33.6%bullish 64.7%35.3%bullish

Saturday, October 12, 2019

Split Decision on SP100 & 500s.

After doing this for more than a year it seems that the Monte Carlo method leads a little sooner than the QLearning method.  So...
Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto stocks
was cash:33.2%0%
was cash:14.2%42.9%
was stocks:16.7%50.1%
was stocks:7.5%35.4%
49.9%50.1%bullish21.7%78.3%bullish
QQQ
Invesco QQQ
to cashto stocks
QQQ
Invesco QQQ
to cashto stocks
was cash:34.9%8.3%
was cash:14.8%43%
was stocks:24.8%31.9%
was stocks:0%42.2%
59.7%40.3%bearish14.8%85.2%bullish
TQQQ
ProShr UltraPro QQQ
to cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:35.3%7.5%
was cash:0%46.5%
was stocks:25.1%32.2%
was stocks:7.5%46%
60.4%39.6%bearish7.5%92.5%bullish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:24.3%7.3%
was cash:30.4%16%
was stocks:0%68.3%
was stocks:44.2%9.4%
24.3%75.7%bearish74.6%25.4%bullish
QLD
ProShr Ultra QQQ
to cashto stocks
QLD
ProShr Ultra QQQ
to cashto stocks
was cash:15.9%0%
was cash:0%40.6%
was stocks:41.3%42.8%
was stocks:14.1%45.2%
57.2%42.8%bearish14.1%85.9%bullish
QID
ProShr UltraShort QQQ
to cashto stocks
QID
ProShr UltraShort QQQ
to cashto stocks
was cash:33%8.3%
was cash:49.3%15.4%
was stocks:0%58.7%
was stocks:29.2%6.1%
33%67%bearish78.5%21.5%bullish
SPY
SPDR SP500
to cashto stocks
SPY
SPDR SP500
to cashto stocks
was cash:33.6%8.3%
was cash:21.8%49.9%
was stocks:25.6%32.5%
was stocks:0%28.4%
59.2%40.8%bearish21.8%78.2%bullish
SPXL
Drxn SP500 Bull 3X
to cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:26.6%16.8%
was cash:6.4%49.3%
was stocks:7.5%49.1%
was stocks:7.7%36.6%
34.1%65.9%bullish14%86%bullish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:22.2%27%
was cash:28.3%0%
was stocks:18.1%32.7%
was stocks:64.2%7.5%
40.3%59.7%bearish92.5%7.5%bullish
UPRO
ProShr UltraPro SP500
to cashto stocks
UPRO
ProShr UltraPro SP500
to cashto stocks
was cash:16.1%25.9%
was cash:6.7%56.2%
was stocks:15.9%42.1%
was stocks:7.3%29.7%
32%68%bullish14.1%85.9%bullish
SPXU
ProShr UltraPro Short SP500
to cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:30.9%26.2%
was cash:21.5%0%
was stocks:19%23.9%
was stocks:78.5%0%
49.8%50.2%bearish100%0%bullish

Saturday, September 28, 2019

Mostly Bearish for SP100 & 500 ETfs.






















































































































































































































































































































Monte CarloQlearning
OEF
iShares SP100
to cashto stocksOEF
iShares SP100
to cashto stocks
was cash:26.2%8.9%was cash:85.7%14.3%
was stocks:16.1%48.8%was stocks:0%0%
42.3%57.7%bullish85.7%14.3%bearish
QQQ
Invesco QQQ
to cashto stocksQQQ
Invesco QQQ
to cashto stocks
was cash:34.3%33.4%was cash:66%14.3%
was stocks:0%32.3%was stocks:19.7%0%
34.3%65.7%bullish85.7%14.3%bearish
TQQQ
ProShr UltraPro QQQ
to cashto stocksTQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:46.9%17.4%was cash:61.9%14.9%
was stocks:0%35.7%was stocks:11.6%11.6%
46.9%53.1%bullish73.5%26.5%bearish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocksSQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:29.4%0%was cash:16.6%0%
was stocks:34.2%36.4%was stocks:23.9%59.4%
63.6%36.4%bullish40.6%59.4%bearish
QLD
ProShr Ultra QQQ
to cashto stocksQLD
ProShr Ultra QQQ
to cashto stocks
was cash:45.6%24.6%was cash:66.4%14.6%
was stocks:0%29.8%was stocks:6.7%12.2%
45.6%54.4%bullish73.2%26.8%bearish
QID
ProShr UltraShort QQQ
to cashto stocksQID
ProShr UltraShort QQQ
to cashto stocks
was cash:51.3%0%was cash:5.7%18.7%
was stocks:23.1%25.6%was stocks:7.1%68.5%
74.4%25.6%bullish12.8%87.2%bearish
SPY
SPDR SP500
to cashto stocksSPY
SPDR SP500
to cashto stocks
was cash:34.6%0%was cash:92.7%7.3%
was stocks:0%65.4%was stocks:0%0%
34.6%65.4%bullish92.7%7.3%bearish
SPXL
Drxn SP500 Bull 3X
to cashto stocksSPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:48.1%22.6%was cash:79.1%7%
was stocks:0%29.4%was stocks:13.9%0%
48.1%51.9%bullish93%7%bearish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocksSPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:14.6%11.3%was cash:11.9%5.6%
was stocks:23.1%51%was stocks:14.2%68.3%
37.7%62.3%bearish26.1%73.9%bearish
UPRO
ProShr UltraPro SP500
to cashto stocksUPRO
ProShr UltraPro SP500
to cashto stocks
was cash:61.9%22.4%was cash:72.4%14.4%
was stocks:0%15.7%was stocks:0%13.2%
61.9%38.1%bearish72.4%27.6%bearish
SPXU
ProShr UltraPro Short SP500
to cashto stocksSPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:22.5%11.2%was cash:0%25.1%
was stocks:15.3%51%was stocks:15.1%59.9%
37.8%62.2%bearish15.1%84.9%bearish