Saturday, December 29, 2018

MC Model Getting Slightly More Bearish Than Yesterday

Monte Carlo-Quasi QLearning
OEF to cash to stocks iShares SP100 Index OEF to cash to stocks iShares SP100 Index
was cash 14.58% 50.09%
was cash 9.38% 68.75%
was stocks 35.33% 0.00%
was stocks 9.38% 12.50%

49.91% 50.09% bullish
18.75% 81.25% bullish








QQQ to cash to stocks Invesco QQQ Trust QQQ to cash to stocks Invesco QQQ Trust
was cash 25.81% 21.61%
was cash 9.38% 62.50%
was stocks 52.58% 0.00%
was stocks 12.50% 15.63%

78.39% 21.61% bearish
21.88% 78.13% bullish








TQQQ to cash to stocks ProShares UltraPro QQQ TQQQ to cash to stocks ProShares UltraPro QQQ
was cash 32.90% 33.00%
was cash 6.25% 53.13%
was stocks 34.10% 0.00%
was stocks 18.75% 21.88%

67.00% 33.00% bearish
25.00% 75.00% bullish








SQQQ to cash to stocks ProShares UltraPro Short QQQ SQQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 23.31% 44.43%
was cash 6.25% 15.63%
was stocks 32.26% 0.00%
was stocks 62.50% 15.63%

55.57% 44.43% bullish
68.75% 31.25% bullish








QLD to cash to stocks ProShares Ultra QQQ QLD to cash to stocks ProShares Ultra QQQ
was cash 28.33% 39.39%
was cash 9.38% 68.75%
was stocks 32.28% 0.00%
was stocks 6.25% 15.63%

60.61% 39.39% bearish
15.63% 84.38% bullish








QID to cash to stocks ProShares UltraShort QQQ QID to cash to stocks ProShares UltraShort QQQ
was cash 26.59% 35.69%
was cash 3.13% 15.63%
was stocks 37.72% 0.00%
was stocks 62.50% 18.75%

64.31% 35.69% bullish
65.63% 34.38% bullish








SPY to cash to stocks SPDR SP500 SPY to cash to stocks SPDR SP500
was cash 26.18% 24.96%
was cash 6.25% 71.88%
was stocks 48.86% 0.00%
was stocks 12.50% 9.38%

75.04% 24.96% bearish
18.75% 81.25% bullish








SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares SPXL to cash to stocks Direxion Daily SP500 Bull 3X Shares
was cash 20.32% 29.46%
was cash 12.50% 62.50%
was stocks 50.23% 0.00%
was stocks 12.50% 12.50%

70.55% 29.46% bearish
25.00% 75.00% bullish








SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares SPXS to cash to stocks Direxion Daily SP500 Bear 3X Shares
was cash 23.35% 37.67%
was cash 9.38% 12.50%
was stocks 38.98% 0.00%
was stocks 50.00% 28.13%

62.33% 37.67% bullish
59.38% 40.63% bullish








UPRO to cash to stocks ProShares UltraPro SP500 UPRO to cash to stocks ProShares UltraPro SP500
was cash 28.67% 28.44%
was cash 12.50% 62.50%
was stocks 42.89% 0.00%
was stocks 15.63% 9.38%

71.56% 28.44% bearish
28.13% 71.88% bullish








SPXU to cash to stocks ProShares UltraPro Short SP500 SPXU to cash to stocks ProShares UltraPro Short SP500
was cash 24.03% 35.85%
was cash 6.25% 15.63%
was stocks 40.12% 0.00%
was stocks 46.88% 31.25%

64.15% 35.85% bullish
53.13% 46.88% bullish

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