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



Wednesday, March 4, 2020

Pretty Bullish Outlook Even If The WAEVE Tables Don't Fully Agree.

WAEVE Charts for $SPY

Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto stocks
was cash:17.1%17.3%
was cash:21.6%7.4%
was stocks:23.6%41.9%
was stocks:14%57%
40.7%59.3%bullish35.6%64.4%bullish
QQQ
Invesco QQQ
to cashto stocks
QQQ
Invesco QQQ
to cashto stocks
was cash:7.9%8.6%
was cash:22.5%15.8%
was stocks:16.5%67.1%
was stocks:6.9%54.8%
24.3%75.7%bullish29.4%70.6%bullish
TQQQ
ProShr UltraPro QQQ
to cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:8.2%0%
was cash:26.2%7.9%
was stocks:7.6%84.1%
was stocks:20.5%45.5%
15.9%84.1%bullish46.6%53.4%bullish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:52.6%15.1%
was cash:47.7%6%
was stocks:7.7%24.6%
was stocks:17.9%28.4%
60.3%39.7%bullish65.6%34.4%bullish
QLD
ProShr Ultra QQQ
to cashto stocks
QLD
ProShr Ultra QQQ
to cashto stocks
was cash:7.8%8.5%
was cash:24.8%7.8%
was stocks:23%60.7%
was stocks:26.4%41.1%
30.8%69.2%bullish51.1%48.9%bearish
QID
ProShr UltraShort QQQ
to cashto stocks
QID
ProShr UltraShort QQQ
to cashto stocks
was cash:59.6%25.3%
was cash:43.9%12.6%
was stocks:0%15.1%
was stocks:26.8%16.7%
59.6%40.4%bullish70.7%29.3%bullish
SPY
SPDR SP500
to cashto stocks
SPY
SPDR SP500
to cashto stocks
was cash:8.5%0%
was cash:13.9%29%
was stocks:15.9%75.6%
was stocks:14.2%42.9%
24.4%75.6%bullish28.1%71.9%bullish
SPXL
Drxn SP500 Bull 3X
to cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:17.8%0%
was cash:7.5%14.6%
was stocks:22.4%59.8%
was stocks:13.1%64.8%
40.2%59.8%bullish20.6%79.4%bullish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:34.5%39.9%
was cash:68.9%6.3%
was stocks:0%25.6%
was stocks:7.8%16.9%
34.5%65.5%bearish76.7%23.3%bullish
UPRO
ProShr UltraPro SP500
to cashto stocks
UPRO
ProShr UltraPro SP500
to cashto stocks
was cash:28.1%0%
was cash:14.6%14.3%
was stocks:15.1%56.8%
was stocks:20.5%50.7%
43.2%56.8%bullish35%65%bullish
SPXU
ProShr UltraPro Short SP500
to cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:35.8%39.2%
was cash:71.2%13.6%
was stocks:8.8%16.3%
was stocks:8%7.2%
44.5%55.5%bearish79.2%20.8%bullish

Friday, February 21, 2020

And Just Like That The Models Get Bearish



Today's SPY Chart

Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto stocks
was cash:32.3%8.2%
was cash:0%0%
was stocks:16.5%43.1%
was stocks:86.2%13.8%
48.8%51.2%bullish86.2%13.8%bearish
QQQ
Invesco QQQ
to cashto stocks
QQQ
Invesco QQQ
to cashto stocks
was cash:23.7%7.7%
was cash:0%0%
was stocks:34.7%33.9%
was stocks:71.4%28.6%
58.4%41.6%bearish71.4%28.6%bearish
TQQQ
ProShr UltraPro QQQ
to cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:22.2%7.8%
was cash:0%0%
was stocks:33.2%36.8%
was stocks:85.9%14.1%
55.4%44.6%bearish85.9%14.1%bearish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:31.1%36.2%
was cash:31.2%68.8%
was stocks:0%32.7%
was stocks:0%0%
31.1%68.9%bearish31.2%68.8%bearish
QLD
ProShr Ultra QQQ
to cashto stocks
QLD
ProShr Ultra QQQ
to cashto stocks
was cash:23.3%7.9%
was cash:0%0%
was stocks:33.3%35.4%
was stocks:86.2%13.8%
56.7%43.3%bearish86.2%13.8%bearish
QID
ProShr UltraShort QQQ
to cashto stocks
QID
ProShr UltraShort QQQ
to cashto stocks
was cash:40.4%26.7%
was cash:15.3%84.7%
was stocks:0%33%
was stocks:0%0%
40.4%59.6%bearish15.3%84.7%bearish
SPY
SPDR SP500
to cashto stocks
SPY
SPDR SP500
to cashto stocks
was cash:24.9%7.9%
was cash:7.9%15%
was stocks:24.3%42.9%
was stocks:77.2%0%
49.2%50.8%bullish85%15%bearish
SPXL
Drxn SP500 Bull 3X
to cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:23.1%7.8%
was cash:0%0%
was stocks:32.7%36.4%
was stocks:94.1%5.9%
55.8%44.2%bearish94.1%5.9%bearish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:25.6%26.5%
was cash:0%68.9%
was stocks:0%48%
was stocks:10.6%20.4%
25.6%74.4%bearish10.6%89.4%bearish
UPRO
ProShr UltraPro SP500
to cashto stocks
UPRO
ProShr UltraPro SP500
to cashto stocks
was cash:24.1%7.7%
was cash:0%0%
was stocks:40.9%27.3%
was stocks:86.2%13.8%
65%35%bearish86.2%13.8%bearish
SPXU
ProShr UltraPro Short SP500
to cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:32.9%26.8%
was cash:21%67.2%
was stocks:0%40.3%
was stocks:0%11.9%
32.9%67.1%bearish21%79%bearish

The Models Say Buy.

2020-02-20
Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto stocks
was cash:40.3%0%
was cash:0%15.9%
was stocks:0%59.7%
was stocks:13.9%70.2%
40.3%59.7%bullish 13.9%86.1%bullish
QQQ
Invesco QQQ
to cashto stocks
QQQ
Invesco QQQ
to cashto stocks
was cash:23.6%17.4%
was cash:0%7.8%
was stocks:7.9%51.1%
was stocks:14%78.2%
31.5%68.5%bullish 14%86%bullish
TQQQ
ProShr UltraPro QQQ
to cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:30%23.7%
was cash:0%0%
was stocks:0%46.3%
was stocks:13.5%86.5%
30%70%bullish 13.5%86.5%bullish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:52.2%0%
was cash:65.3%34.7%
was stocks:15.1%32.8%
was stocks:0%0%
67.2%32.8%bullish 65.3%34.7%bullish
QLD
ProShr Ultra QQQ
to cashto stocks
QLD
ProShr Ultra QQQ
to cashto stocks
was cash:31.2%24.3%
was cash:0%0%
was stocks:0%44.4%
was stocks:14.2%85.8%
31.2%68.8%bullish 14.2%85.8%bullish
QID
ProShr UltraShort QQQ
to cashto stocks
QID
ProShr UltraShort QQQ
to cashto stocks
was cash:43.4%0%
was cash:73.3%26.7%
was stocks:23.6%33%
was stocks:0%0%
67%33%bullish 73.3%26.7%bullish
SPY
SPDR SP500
to cashto stocks
SPY
SPDR SP500
to cashto stocks
was cash:24.8%8%
was cash:0%15.1%
was stocks:8%59.2%
was stocks:28.1%56.8%
32.8%67.2%bullish 28.1%71.9%bullish
SPXL
Drxn SP500 Bull 3X
to cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:30.9%15.9%
was cash:9.5%17.8%
was stocks:0%53.2%
was stocks:19.3%53.4%
30.9%69.1%bullish 28.8%71.2%bullish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:36.8%8.5%
was cash:45.1%33.3%
was stocks:15.1%39.7%
was stocks:11.1%10.6%
51.9%48.1%bullish 56.1%43.9%bullish
UPRO
ProShr UltraPro SP500
to cashto stocks
UPRO
ProShr UltraPro SP500
to cashto stocks
was cash:31.6%8%
was cash:0%28.3%
was stocks:0%60.4%
was stocks:33.4%38.3%
31.6%68.4%bullish 33.4%66.6%bullish
SPXU
ProShr UltraPro Short SP500
to cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:44.5%8.7%
was cash:60.6%18.9%
was stocks:15%31.8%
was stocks:0%20.6%
59.5%40.5%bullish 60.6%39.4%bullish

Saturday, February 15, 2020

Bulls and Bears Stil The Same Though $OEF & $SPY Bull Calls from Both Models.



Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto stocks
was cash:40.5%0%
was cash:0%0%
was stocks:8.2%51.3%
was stocks:7.2%92.8%
48.7%51.3%bullish 7.2%92.8%bullish
QQQ
Invesco QQQ
to cashto stocks
QQQ
Invesco QQQ
to cashto stocks
was cash:48.9%0%
was cash:0%7.8%
was stocks:16.7%34.4%
was stocks:7.4%84.8%
65.6%34.4%bearish 7.4%92.6%bullish
TQQQ
ProShr UltraPro QQQ
to cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:53.8%8.3%
was cash:0%0%
was stocks:7.9%30%
was stocks:14.9%85.1%
61.7%38.3%bearish 14.9%85.1%bullish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:44%7.8%
was cash:85.8%14.2%
was stocks:0%48.2%
was stocks:0%0%
44%56%bearish 85.8%14.2%bullish
QLD
ProShr Ultra QQQ
to cashto stocks
QLD
ProShr Ultra QQQ
to cashto stocks
was cash:56%8.2%
was cash:0%0%
was stocks:8%27.8%
was stocks:0%100%
64%36%bearish 0%100%bullish
QID
ProShr UltraShort QQQ
to cashto stocks
QID
ProShr UltraShort QQQ
to cashto stocks
was cash:27%15.9%
was cash:86%14%
was stocks:0%57.1%
was stocks:0%0%
27%73%bearish 86%14%bullish
SPY
SPDR SP500
to cashto stocks
SPY
SPDR SP500
to cashto stocks
was cash:49%8.1%
was cash:0%15.1%
was stocks:0%42.9%
was stocks:0%84.9%
49%51%bullish 0%100%bullish
SPXL
Drxn SP500 Bull 3X
to cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:56%8.1%
was cash:0%8.6%
was stocks:0%35.9%
was stocks:0%91.4%
56%44%bearish 0%100%bullish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:35%6.9%
was cash:75.4%13.1%
was stocks:9.9%48.2%
was stocks:11.5%0%
44.9%55.1%bearish 86.9%13.1%bullish
UPRO
ProShr UltraPro SP500
to cashto stocks
UPRO
ProShr UltraPro SP500
to cashto stocks
was cash:63.6%7.9%
was cash:0%8.3%
was stocks:0%28.5%
was stocks:0%91.7%
63.6%36.4%bearish 0%100%bullish
SPXU
ProShr UltraPro Short SP500
to cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:35.6%0%
was cash:93.8%6.2%
was stocks:0%64.4%
was stocks:0%0%
35.6%64.4%bearish 93.8%6.2%bullish

Saturday, February 8, 2020

Models Are Split - WAEVE Ensemble Chart Still Positive for $SPY for Next 30 Days

$SPY Estimated 30 Day Trend

$QQQ is the only symbol on Buy side for both models.  $SPY is very positive in QLearning.

Monte CarloQlearning
OEF
iShares SP100
to cashto stocksOEF
iShares SP100
to cashto stocks
was cash:49.3%8.5%was cash:0%7.8%
was stocks:8.3%33.9%was stocks:14.6%77.6%
57.6%42.4%bearish14.6%85.4%bullish
QQQ
Invesco QQQ
to cashto stocksQQQ
Invesco QQQ
to cashto stocks
was cash:41%0%was cash:0%7.8%
was stocks:0%59%was stocks:14.6%77.6%
41%59%bullish14.6%85.4%bullish
TQQQ
ProShr UltraPro QQQ
to cashto stocksTQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:56.8%0%was cash:0%0%
was stocks:16.2%27%was stocks:15.4%84.6%
73%27%bearish15.4%84.6%bullish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocksSQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:44.9%0%was cash:77.5%22.5%
was stocks:0%55.1%was stocks:0%0%
44.9%55.1%bearish77.5%22.5%bullish
QLD
ProShr Ultra QQQ
to cashto stocksQLD
ProShr Ultra QQQ
to cashto stocks
was cash:48.7%8.8%was cash:0%10.2%
was stocks:8.2%34.3%was stocks:14.6%75.2%
56.9%43.1%bearish14.6%85.4%bullish
QID
ProShr UltraShort QQQ
to cashto stocksQID
ProShr UltraShort QQQ
to cashto stocks
was cash:34.6%0%was cash:84.7%15.3%
was stocks:8.6%56.8%was stocks:0%0%
43.2%56.8%bearish84.7%15.3%bullish
SPY
SPDR SP500
to cashto stocksSPY
SPDR SP500
to cashto stocks
was cash:57.4%0%was cash:7.6%7.6%
was stocks:0%42.6%was stocks:0%84.9%
57.4%42.6%bearish7.6%92.4%bullish
SPXL
Drxn SP500 Bull 3X
to cashto stocksSPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:48.4%0%was cash:0%8.6%
was stocks:0%51.6%was stocks:22.4%69%
48.4%51.6%bullish22.4%77.6%bullish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocksSPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:44.6%7.3%was cash:74.7%13.8%
was stocks:0%48.1%was stocks:0%11.5%
44.6%55.4%bearish74.7%25.3%bullish
UPRO
ProShr UltraPro SP500
to cashto stocksUPRO
ProShr UltraPro SP500
to cashto stocks
was cash:58.9%0%was cash:0%8.4%
was stocks:0%41.1%was stocks:14.8%76.8%
58.9%41.1%bearish14.8%85.2%bullish
SPXU
ProShr UltraPro Short SP500
to cashto stocksSPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:43.6%0%was cash:83.3%7%
was stocks:0%56.4%was stocks:0%9.6%
43.6%56.4%bearish83.3%16.7%bullish


Monday, January 27, 2020

Based On Today's Market It Isn't Surprising That There Is Only 1 Model On The Buy Side

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.

Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto 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 cashto stocks
QQQ
Invesco QQQ
to cashto 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 cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto 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 cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto 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 cashto stocks
QLD
ProShr Ultra QQQ
to cashto 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 cashto stocks
QID
ProShr UltraShort QQQ
to cashto 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 cashto stocks
SPY
SPDR SP500
to cashto 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 cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto 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 cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto 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 cashto stocks
UPRO
ProShr UltraPro SP500
to cashto 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 cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto 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