Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
was cash | 34.79% | 24.93% | was cash | 63.42% | 21.48% | ||
was stocks | 8.13% | 32.15% | was stocks | 7.55% | 7.55% | ||
42.92% | 57.08% | bullish | 70.97% | 29.03% | bearish | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
was cash | 51.43% | 7.60% | was cash | 20.42% | 15.73% | ||
was stocks | 15.68% | 25.29% | was stocks | 28.38% | 35.47% | ||
67.11% | 32.89% | bearish | 48.80% | 51.20% | bullish | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 58.05% | 7.64% | was cash | 16.29% | 20.23% | ||
was stocks | 26.05% | 8.27% | was stocks | 22.35% | 41.13% | ||
84.09% | 15.91% | bearish | 38.64% | 61.36% | bullish | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
was cash | 15.27% | 6.95% | was cash | 37.64% | 31.00% | ||
was stocks | 0.00% | 77.79% | was stocks | 20.04% | 11.32% | ||
15.27% | 84.73% | bearish | 57.68% | 42.32% | bullish | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 67.39% | 6.84% | was cash | 26.30% | 17.63% | ||
was stocks | 17.42% | 8.35% | was stocks | 27.90% | 28.17% | ||
84.81% | 15.19% | bearish | 54.19% | 45.81% | bearish | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 24.18% | 6.81% | was cash | 19.76% | 50.25% | ||
was stocks | 0.00% | 69.02% | was stocks | 8.91% | 21.08% | ||
24.18% | 75.82% | bearish | 28.67% | 71.33% | bearish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 33.72% | 8.02% | was cash | 48.39% | 28.94% | ||
was stocks | 16.84% | 41.42% | was stocks | 7.14% | 15.53% | ||
50.56% | 49.44% | bearish | 55.53% | 44.48% | 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 | 26.87% | 23.09% | was cash | 77.44% | 8.09% | ||
was stocks | 19.05% | 30.99% | was stocks | 0.00% | 14.47% | ||
45.93% | 54.07% | bullish | 77.44% | 22.56% | 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 | 8.47% | 7.60% | was cash | 14.52% | 14.11% | ||
was stocks | 31.92% | 52.02% | was stocks | 26.89% | 44.48% | ||
40.38% | 59.62% | bearish | 41.41% | 58.59% | bearish | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 27.36% | 41.80% | was cash | 77.86% | 7.93% | ||
was stocks | 9.14% | 21.69% | was stocks | 0.00% | 14.22% | ||
36.51% | 63.49% | bullish | 77.86% | 22.14% | bearish | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
was cash | 17.65% | 7.67% | was cash | 24.18% | 6.35% | ||
was stocks | 33.13% | 41.55% | was stocks | 12.04% | 57.43% | ||
50.78% | 49.22% | bullish | 36.22% | 63.78% | 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, March 27, 2019
More Bullish Than Bearish
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