Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
was cash | 48.77% | 14.89% | was cash | 18.75% | 37.50% | ||
was stocks | 36.34% | 0.00% | was stocks | 9.38% | 34.38% | ||
85.11% | 14.89% | bearish | 28.13% | 71.88% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
was cash | 45.73% | 21.80% | was cash | 9.38% | 43.75% | ||
was stocks | 32.47% | 0.00% | was stocks | 6.25% | 40.63% | ||
78.20% | 21.80% | bearish | 15.63% | 84.38% | bullish | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 47.80% | 22.44% | was cash | 9.38% | 40.63% | ||
was stocks | 29.76% | 0.00% | was stocks | 3.13% | 46.88% | ||
77.56% | 22.44% | bearish | 12.50% | 87.50% | bullish | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
was cash | 31.68% | 25.69% | was cash | 53.13% | 18.75% | ||
was stocks | 42.63% | 0.00% | was stocks | 21.88% | 6.25% | ||
74.31% | 25.69% | bullish | 75.00% | 25.00% | bullish | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 35.14% | 33.84% | was cash | 12.50% | 40.63% | ||
was stocks | 31.03% | 0.00% | was stocks | 3.13% | 43.75% | ||
66.16% | 33.84% | bearish | 15.63% | 84.38% | bullish | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 26.75% | 29.48% | was cash | 71.88% | 6.25% | ||
was stocks | 43.77% | 0.00% | was stocks | 15.63% | 6.25% | ||
70.52% | 29.48% | bullish | 87.50% | 12.50% | bullish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 48.96% | 18.09% | was cash | 12.50% | 50.00% | ||
was stocks | 32.95% | 0.00% | was stocks | 12.50% | 25.00% | ||
81.91% | 18.09% | 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 | 53.57% | 26.55% | was cash | 9.38% | 53.13% | ||
was stocks | 19.88% | 0.00% | was stocks | 12.50% | 25.00% | ||
73.45% | 26.55% | bearish | 21.88% | 78.13% | 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 | 22.05% | 29.54% | was cash | 65.63% | 9.38% | ||
was stocks | 48.41% | 0.00% | was stocks | 18.75% | 6.25% | ||
70.46% | 29.54% | bullish | 84.38% | 15.63% | bullish | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 46.06% | 30.93% | was cash | 9.38% | 56.25% | ||
was stocks | 23.01% | 0.00% | was stocks | 6.25% | 28.13% | ||
69.07% | 30.93% | bearish | 15.63% | 84.38% | bullish | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
was cash | 27.18% | 37.23% | was cash | 75.00% | 9.38% | ||
was stocks | 35.59% | 0.00% | was stocks | 12.50% | 3.13% | ||
62.77% | 37.23% | bullish | 87.50% | 12.50% | 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.
Monday, January 7, 2019
MC Is A Mix; QL Back To Full Bull
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