Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
was cash | 49.57% | 7.94% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 42.49% | was stocks | 0.00% | 100.00% | ||
49.57% | 50.43% | bullish | 0.00% | 100.00% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
was cash | 58.29% | 16.07% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 25.64% | was stocks | 14.53% | 85.47% | ||
58.29% | 41.71% | bearish | 14.53% | 85.47% | bullish | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 49.53% | 17.05% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 33.42% | was stocks | 0.00% | 100.00% | ||
49.53% | 50.47% | bullish | 0.00% | 100.00% | bullish | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
was cash | 9.24% | 11.16% | was cash | 85.48% | 14.52% | ||
was stocks | 8.22% | 71.37% | was stocks | 0.00% | 0.00% | ||
17.47% | 82.53% | bearish | 85.48% | 14.52% | bullish | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 49.74% | 16.42% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 33.84% | was stocks | 6.46% | 93.54% | ||
49.74% | 50.26% | bullish | 6.46% | 93.54% | bullish | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 17.65% | 0.00% | was cash | 85.55% | 14.46% | ||
was stocks | 8.81% | 73.55% | was stocks | 0.00% | 0.00% | ||
26.45% | 73.55% | bearish | 85.55% | 14.46% | bullish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 49.01% | 8.23% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 42.77% | was stocks | 0.00% | 100.00% | ||
49.01% | 50.99% | bullish | 0.00% | 100.00% | 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 | 38.53% | 8.66% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 52.82% | was stocks | 14.48% | 85.52% | ||
38.53% | 61.47% | bullish | 14.48% | 85.52% | 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 | 17.51% | 6.49% | was cash | 92.74% | 7.26% | ||
was stocks | 36.29% | 39.71% | was stocks | 0.00% | 0.00% | ||
53.80% | 46.20% | bullish | 92.74% | 7.26% | bullish | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 41.22% | 9.07% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 49.72% | was stocks | 28.18% | 71.82% | ||
41.22% | 58.78% | bullish | 28.18% | 71.82% | bullish | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
was cash | 18.45% | 6.84% | was cash | 93.74% | 6.26% | ||
was stocks | 16.42% | 58.29% | was stocks | 0.00% | 0.00% | ||
34.87% | 65.13% | bearish | 93.74% | 6.26% | 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 10, 2019
Still Bullish For The Overall Market
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