Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
was cash | 24.21% | 8.45% | was cash | 0.00% | 0.00% | ||
was stocks | 16.44% | 50.90% | was stocks | 13.80% | 86.20% | ||
40.65% | 59.35% | bullish | 13.80% | 86.20% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
was cash | 33.75% | 8.36% | was cash | 0.00% | 0.00% | ||
was stocks | 7.24% | 50.65% | was stocks | 35.04% | 64.96% | ||
40.99% | 59.01% | bullish | 35.04% | 64.96% | bullish | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 26.04% | 18.45% | was cash | 0.00% | 0.00% | ||
was stocks | 13.32% | 42.19% | was stocks | 32.24% | 67.76% | ||
39.36% | 60.64% | bullish | 32.24% | 67.76% | bullish | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
was cash | 62.91% | 8.17% | was cash | 67.70% | 32.30% | ||
was stocks | 16.00% | 12.92% | was stocks | 0.00% | 0.00% | ||
78.91% | 21.09% | bullish | 67.70% | 32.30% | bullish | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 25.36% | 8.86% | was cash | 0.00% | 0.00% | ||
was stocks | 6.39% | 59.39% | was stocks | 26.62% | 73.38% | ||
31.75% | 68.25% | bullish | 26.62% | 73.38% | bullish | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 33.89% | 8.80% | was cash | 72.76% | 27.24% | ||
was stocks | 34.61% | 22.70% | was stocks | 0.00% | 0.00% | ||
68.50% | 31.50% | bullish | 72.76% | 27.24% | bullish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 40.11% | 18.08% | was cash | 0.00% | 0.00% | ||
was stocks | 8.39% | 33.42% | was stocks | 55.91% | 44.09% | ||
48.50% | 51.50% | bullish | 55.91% | 44.09% | 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 | 29.91% | 9.41% | was cash | 0.00% | 0.00% | ||
was stocks | 7.93% | 52.75% | was stocks | 69.32% | 30.68% | ||
37.84% | 62.16% | bullish | 69.32% | 30.68% | 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 | 42.77% | 0.00% | was cash | 37.02% | 54.34% | ||
was stocks | 36.21% | 21.02% | was stocks | 0.00% | 8.64% | ||
78.99% | 21.02% | bullish | 37.02% | 62.98% | bearish | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 32.19% | 9.87% | was cash | 0.00% | 0.00% | ||
was stocks | 8.50% | 49.44% | was stocks | 61.96% | 38.04% | ||
40.69% | 59.31% | bullish | 61.96% | 38.04% | bearish | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
was cash | 33.90% | 8.72% | was cash | 59.00% | 32.53% | ||
was stocks | 26.76% | 30.62% | was stocks | 0.00% | 8.47% | ||
60.67% | 39.33% | bullish | 59.00% | 41.00% | 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.
Wednesday, April 17, 2019
Fully Bullish. And The Margin Between The Bear Calls And The Bull Calls Is Broad
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