Monte Carlo | Qlearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
was cash | 29.21% | 29.04% | was cash | 12.50% | 71.88% | ||
was stocks | 41.75% | 0.00% | was stocks | 6.25% | 9.38% | ||
70.96% | 29.04% | bearish | 18.75% | 81.25% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
was cash | 47.25% | 28.08% | was cash | 15.63% | 75.00% | ||
was stocks | 24.67% | 0.00% | was stocks | 3.13% | 6.25% | ||
71.92% | 28.08% | bearish | 18.75% | 81.25% | bullish | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 43.41% | 33.22% | was cash | 12.50% | 87.50% | ||
was stocks | 23.36% | 0.00% | was stocks | 0.00% | 0.00% | ||
66.78% | 33.22% | 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 | 36.13% | 30.72% | was cash | 50.00% | 18.75% | ||
was stocks | 33.16% | 0.00% | was stocks | 28.13% | 3.13% | ||
69.28% | 30.72% | bullish | 78.13% | 21.88% | bullish | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 48.85% | 33.59% | was cash | 15.63% | 75.00% | ||
was stocks | 17.56% | 0.00% | was stocks | 0.00% | 9.38% | ||
66.41% | 33.59% | bearish | 15.63% | 84.38% | bullish | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 35.04% | 36.77% | was cash | 59.38% | 9.38% | ||
was stocks | 28.19% | 0.00% | was stocks | 25.00% | 6.25% | ||
63.23% | 36.77% | bullish | 84.38% | 15.63% | bullish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 29.03% | 43.12% | was cash | 9.38% | 71.88% | ||
was stocks | 27.85% | 0.00% | was stocks | 12.50% | 6.25% | ||
56.88% | 43.12% | bearish | 21.88% | 78.13% | 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 | 34.01% | 46.33% | was cash | 25.00% | 71.88% | ||
was stocks | 19.66% | 0.00% | was stocks | 3.13% | 0.00% | ||
53.67% | 46.33% | bearish | 28.13% | 71.88% | 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 | 28.80% | 31.31% | was cash | 50.00% | 15.63% | ||
was stocks | 39.89% | 0.00% | was stocks | 25.00% | 9.38% | ||
68.70% | 31.31% | bullish | 75.00% | 25.00% | bullish | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 37.26% | 42.26% | was cash | 25.00% | 71.88% | ||
was stocks | 20.48% | 0.00% | was stocks | 3.13% | 0.00% | ||
57.74% | 42.26% | 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 | 34.68% | 40.98% | was cash | 59.38% | 15.63% | ||
was stocks | 24.34% | 0.00% | was stocks | 25.00% | 0.00% | ||
59.02% | 40.98% | bullish | 84.38% | 15.63% | 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.
Thursday, January 3, 2019
The Monte Carlo Methods Get Even More Bearish
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