OEF | to cash | to stocks | iShares SP100 Index |
was cash | 45.30% | 8.72% | |
was stocks | 18.33% | 27.65% | |
63.63% | 36.37% | ||
QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 55.78% | 22.77% | |
was stocks | 12.79% | 8.66% | |
68.58% | 31.43% | ||
QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 6.31% | 14.62% | |
was stocks | 22.59% | 56.48% | |
28.90% | 71.10% | ||
QQQ | to cash | to stocks | PowerShares Nasdaq-100 QQQ |
was cash | 26.14% | 4.89% | |
was stocks | 17.90% | 51.08% | |
44.04% | 55.96% | ||
SPXL | to cash | to stocks | Direxion Large Cap Bull 3X Shares |
was cash | 41.79% | 7.57% | |
was stocks | 18.21% | 32.44% | |
59.99% | 40.01% | ||
SPXS | to cash | to stocks | Direxion Daily SP500 Bear 3X Shares |
was cash | 35.68% | 30.27% | |
was stocks | 0.00% | 34.05% | |
35.68% | 64.32% | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
was cash | 45.74% | 8.48% | |
was stocks | 4.00% | 41.79% | |
49.73% | 50.27% | ||
SPY | to cash | to stocks | SPDR SP500 |
was cash | 45.72% | 8.25% | |
was stocks | 8.99% | 37.04% | |
54.71% | 45.29% | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
was cash | 55.32% | 20.00% | |
was stocks | 12.22% | 12.47% | |
67.53% | 32.47% | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 10.50% | 9.66% | |
was stocks | 18.83% | 61.02% | |
29.33% | 70.68% | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 45.90% | 7.42% | |
was stocks | 13.81% | 32.87% | |
59.71% | 40.29% |
Using machine learning models, such as QLearning, and over a dozen technical analysis functions (moving averages, MACD, RSI, etc.) I am trying to pick the 5 day trend for several ETFs that follow the SP100 and SP500 indexes.
Tuesday, September 18, 2018
A Slow Migration to a Market Sell Signal
Labels:
etf,
reinforced learning,
stock pick
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