Monday, October 29, 2018

Two Models - Semi-Monte Carlo and QLearning - Both Bullish For SP100 & 500 ETFs; QLearning Not So Much

Semi - Monte Carlo

OEF to cash to stocks iShares SP100 Index
was cash 11.51% 7.00%
was stocks 14.97% 66.52%

26.47% 73.53% bullish




QQQ to cash to stocks Invesco QQQ Trust
was cash 0.00% 9.73%
was stocks 15.62% 74.65%

15.62% 84.38% bullish




TQQQ to cash to stocks ProShares UltraPro QQQ
was cash 9.88% 10.96%
was stocks 11.49% 67.68%

21.37% 78.63% bullish




SQQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 56.64% 10.34%
was stocks 23.26% 9.77%

79.90% 20.10% bullish




QLD to cash to stocks ProShares Ultra QQQ
was cash 8.70% 9.42%
was stocks 7.67% 74.21%

16.36% 83.64% bullish




QID to cash to stocks ProShares UltraShort QQQ
was cash 61.28% 6.71%
was stocks 18.95% 13.06%

80.23% 19.77% bullish




SPY to cash to stocks SPDR SP500
was cash 10.70% 14.28%
was stocks 12.06% 62.95%

22.77% 77.23% bullish




SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares
was cash 10.97% 17.87%
was stocks 0.00% 71.16%

10.97% 89.03% bullish




SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares
was cash 57.29% 11.12%
was stocks 21.02% 10.57%

78.31% 21.69% bullish




UPRO to cash to stocks ProShares UltraPro SP500
was cash 11.33% 13.07%
was stocks 5.04% 70.57%

16.36% 83.64% bullish




SPXU to cash to stocks ProShares UltraPro Short SP500
was cash 65.70% 4.01%
was stocks 16.53% 13.76%

82.23% 17.77% bullish

QLearning 

OEF to cash to stocks iShares SP100 Index
was cash 22.48% 41.40%
was stocks 28.02% 8.11%

50.49% 49.51% bearish




QQQ to cash to stocks Invesco QQQ Trust
was cash 7.65% 44.85%
was stocks 31.54% 15.96%

39.19% 60.81% bullish




TQQQ to cash to stocks ProShares UltraPro QQQ
was cash 9.76% 53.29%
was stocks 27.47% 9.49%

37.22% 62.78% bullish




SQQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 33.04% 41.66%
was stocks 20.00% 5.30%

53.04% 46.96% bullish




QLD to cash to stocks ProShares Ultra QQQ
was cash 11.07% 54.71%
was stocks 25.77% 8.45%

36.84% 63.16% bullish




QID to cash to stocks ProShares UltraShort QQQ
was cash 24.31% 47.27%
was stocks 25.01% 3.41%

49.31% 50.69% bearish




SPY to cash to stocks SPDR SP500
was cash 11.50% 44.75%
was stocks 28.04% 15.71%

39.54% 60.46% bullish




SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares
was cash 15.08% 37.08%
was stocks 31.47% 16.36%

46.55% 53.45% bullish




SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares
was cash 18.00% 49.29%
was stocks 29.46% 3.25%

47.46% 52.54% bearish




UPRO to cash to stocks ProShares UltraPro SP500
was cash 13.21% 27.69%
was stocks 34.35% 24.75%

47.56% 52.44% bullish




SPXU to cash to stocks ProShares UltraPro Short SP500
was cash 23.13% 32.00%
was stocks 41.77% 3.11%

64.89% 35.11% bullish

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