Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
was cash | 25.35% | 42.00% | was cash | 18.75% | 75.00% | ||
was stocks | 32.65% | 0.00% | was stocks | 6.25% | 0.00% | ||
58.00% | 42.00% | bearish | 25.00% | 75.00% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
was cash | 39.25% | 24.86% | was cash | 12.50% | 78.13% | ||
was stocks | 35.89% | 0.00% | was stocks | 3.13% | 6.25% | ||
75.14% | 24.86% | bearish | 15.63% | 84.38% | bullish | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 34.02% | 23.93% | was cash | 6.25% | 78.13% | ||
was stocks | 42.05% | 0.00% | was stocks | 9.38% | 6.25% | ||
76.08% | 23.93% | bearish | 15.63% | 84.38% | bullish | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
was cash | 25.24% | 32.25% | was cash | 34.38% | 15.63% | ||
was stocks | 42.51% | 0.00% | was stocks | 40.63% | 9.38% | ||
67.76% | 32.25% | bullish | 75.00% | 25.00% | bullish | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 37.43% | 17.85% | was cash | 18.75% | 75.00% | ||
was stocks | 44.72% | 0.00% | was stocks | 6.25% | 0.00% | ||
82.15% | 17.85% | bearish | 25.00% | 75.00% | bullish | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 26.57% | 27.67% | was cash | 31.25% | 18.75% | ||
was stocks | 45.76% | 0.00% | was stocks | 46.88% | 3.13% | ||
72.33% | 27.67% | bullish | 78.13% | 21.88% | bullish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 29.14% | 28.00% | was cash | 25.00% | 71.88% | ||
was stocks | 42.87% | 0.00% | was stocks | 0.00% | 3.13% | ||
72.01% | 28.00% | bearish | 25.00% | 75.00% | 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 | 23.23% | 20.02% | was cash | 12.50% | 71.88% | ||
was stocks | 56.75% | 0.00% | was stocks | 6.25% | 9.38% | ||
79.98% | 20.02% | bearish | 18.75% | 81.25% | 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 | 22.75% | 39.33% | was cash | 25.00% | 28.13% | ||
was stocks | 37.92% | 0.00% | was stocks | 40.63% | 6.25% | ||
60.67% | 39.33% | bullish | 65.63% | 34.38% | bullish | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 33.60% | 20.78% | was cash | 15.63% | 71.88% | ||
was stocks | 45.62% | 0.00% | was stocks | 3.13% | 9.38% | ||
79.22% | 20.78% | bearish | 18.75% | 81.25% | bullish | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
was cash | 23.97% | 23.91% | was cash | 28.13% | 21.88% | ||
was stocks | 52.13% | 0.00% | was stocks | 34.38% | 15.63% | ||
76.10% | 23.91% | bullish | 62.50% | 37.50% | bullish |
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, January 1, 2019
MC Adds One More Bearish Signal, QL Remains Fully Bullish
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment