Wednesday, November 28, 2018

Both Models for SP100 & 500 ETFs Are Bullish - Was That A Short Term Bear Market?

Report from quasi Monte Carlo models


OEF to cash to stocks iShares SP100 Index
was cash 10.71% 7.14%
was stocks 25.00% 57.14%

35.71% 64.29% bullish




QQQ to cash to stocks Invesco QQQ Trust
was cash 3.57% 10.71%
was stocks 14.29% 71.43%

17.86% 82.14% bullish




TQQQ to cash to stocks ProShares UltraPro QQQ
was cash 7.14% 10.71%
was stocks 25.00% 57.14%

32.14% 67.86% bullish




SQQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 60.71% 7.14%
was stocks 3.57% 28.57%

64.29% 35.71% bullish




QLD to cash to stocks ProShares Ultra QQQ
was cash 7.14% 10.71%
was stocks 25.00% 57.14%

32.14% 67.86% bullish




QID to cash to stocks ProShares UltraShort QQQ
was cash 60.71% 3.57%
was stocks 0.00% 35.71%

60.71% 39.29% bullish




SPY to cash to stocks SPDR SP500
was cash 0.00% 3.57%
was stocks 21.43% 75.00%

21.43% 78.57% bullish




SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares
was cash 10.71% 3.57%
was stocks 7.14% 78.57%

17.86% 82.14% bullish




SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares
was cash 64.29% 3.57%
was stocks 10.71% 21.43%

75.00% 25.00% bullish




UPRO to cash to stocks ProShares UltraPro SP500
was cash 10.71% 3.57%
was stocks 17.86% 67.86%

28.57% 71.43% bullish




SPXU to cash to stocks ProShares UltraPro Short SP500
was cash 60.71% 10.71%
was stocks 7.14% 21.43%

67.86% 32.14% bullish

 

And the QLearning Model

OEF to cash to stocks iShares SP100 Index
was cash 25.00% 21.43%
was stocks 25.00% 28.57%

50.00% 50.00% toss up




QQQ to cash to stocks Invesco QQQ Trust
was cash 7.14% 39.29%
was stocks 14.29% 39.29%

21.43% 78.57% bullish




TQQQ to cash to stocks ProShares UltraPro QQQ
was cash 17.86% 42.86%
was stocks 3.57% 35.71%

21.43% 78.57% bullish




SQQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 50.00% 10.71%
was stocks 17.86% 21.43%

67.86% 32.14% bullish




QLD to cash to stocks ProShares Ultra QQQ
was cash 17.86% 35.71%
was stocks 14.29% 32.14%

32.14% 67.86% bullish




QID to cash to stocks ProShares UltraShort QQQ
was cash 50.00% 14.29%
was stocks 32.14% 3.57%

82.14% 17.86% bullish




SPY to cash to stocks SPDR SP500
was cash 25.00% 32.14%
was stocks 7.14% 35.71%

32.14% 67.86% bullish




SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares
was cash 10.71% 10.71%
was stocks 35.71% 42.86%

46.43% 53.57% bullish




SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares
was cash 39.29% 21.43%
was stocks 21.43% 17.86%

60.71% 39.29% bullish




UPRO to cash to stocks ProShares UltraPro SP500
was cash 7.14% 25.00%
was stocks 35.71% 32.14%

42.86% 57.14% bullish




SPXU to cash to stocks ProShares UltraPro Short SP500
was cash 35.71% 21.43%
was stocks 28.57% 14.29%

64.29% 35.71% bullish
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