Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
was cash | 32.46% | 8.24% | was cash | 0.00% | 0.00% | ||
was stocks | 8.36% | 50.94% | was stocks | 27.95% | 72.05% | ||
40.82% | 59.18% | bullish | 27.95% | 72.05% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
was cash | 40.09% | 0.00% | was cash | 6.63% | 0.00% | ||
was stocks | 0.00% | 59.91% | was stocks | 41.55% | 51.82% | ||
40.09% | 59.91% | bullish | 48.18% | 51.82% | bullish | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 44.91% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 55.09% | was stocks | 39.27% | 60.73% | ||
44.91% | 55.09% | bullish | 39.27% | 60.73% | bullish | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
was cash | 60.12% | 0.00% | was cash | 79.45% | 20.55% | ||
was stocks | 11.77% | 28.11% | was stocks | 0.00% | 0.00% | ||
71.89% | 28.11% | bullish | 79.45% | 20.55% | bullish | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 45.29% | 0.00% | was cash | 5.70% | 0.00% | ||
was stocks | 0.00% | 54.72% | was stocks | 58.38% | 35.92% | ||
45.29% | 54.72% | bullish | 64.08% | 35.92% | bearish | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 52.17% | 0.00% | was cash | 51.78% | 48.22% | ||
was stocks | 8.40% | 39.43% | was stocks | 0.00% | 0.00% | ||
60.57% | 39.43% | bullish | 51.78% | 48.22% | bullish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 22.78% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 77.22% | was stocks | 63.33% | 36.67% | ||
22.78% | 77.22% | bullish | 63.33% | 36.67% | bearish | ||
SPXL | to cash | to stocks | Direxion Daily SP500 Bull 3X Shares | SPXL | to cash | to stocks | Direxion Daily SP500 Bull 3X Shares |
was cash | 18.41% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 81.59% | was stocks | 62.17% | 37.83% | ||
18.41% | 81.59% | bullish | 62.17% | 37.83% | bearish | ||
SPXS | to cash | to stocks | Direxion Daily SP500 Bear 3X Shares | SPXS | to cash | to stocks | Direxion Daily SP500 Bear 3X Shares |
was cash | 53.46% | 7.43% | was cash | 42.28% | 57.72% | ||
was stocks | 0.00% | 39.11% | was stocks | 0.00% | 0.00% | ||
53.46% | 46.54% | bullish | 42.28% | 57.72% | bearish | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 17.98% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 82.02% | was stocks | 68.34% | 31.66% | ||
17.98% | 82.02% | bullish | 68.34% | 31.66% | bearish | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
was cash | 42.39% | 8.46% | was cash | 43.64% | 56.37% | ||
was stocks | 10.45% | 38.71% | was stocks | 0.00% | 0.00% | ||
52.83% | 47.17% | bullish | 43.64% | 56.37% | bearish |
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.
Wednesday, February 27, 2019
500's Starting To Turn Bearsh
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