Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | SP100 and 500 | |||
was cash | 33.10% | 8.34% | OEF | to cash | to stocks | iShares SP100 Index | |
was stocks | 16.51% | 42.05% | was cash | 0.00% | 0.00% | ||
49.61% | 50.39% | bullish | was stocks | 72.13% | 27.87% | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | 72.13% | 27.87% | bearish | |
was cash | 24.02% | 8.38% | QQQ | to cash | to stocks | Invesco QQQ Trust | |
was stocks | 25.29% | 42.32% | was cash | 0.00% | 15.80% | ||
49.31% | 50.69% | bullish | was stocks | 63.85% | 20.35% | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | 63.85% | 36.15% | bearish | |
was cash | 22.92% | 9.69% | TQQQ | to cash | to stocks | ProShares UltraPro QQQ | |
was stocks | 42.65% | 24.74% | was cash | 9.10% | 0.00% | ||
65.57% | 34.43% | bearish | was stocks | 61.24% | 29.66% | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | 70.34% | 29.66% | bearish | |
was cash | 42.55% | 17.80% | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | |
was stocks | 16.38% | 23.27% | was cash | 26.07% | 48.03% | ||
58.93% | 41.07% | bullish | was stocks | 25.90% | 0.00% | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | 51.97% | 48.03% | bullish | |
was cash | 22.64% | 9.20% | QLD | to cash | to stocks | ProShares Ultra QQQ | |
was stocks | 42.87% | 25.29% | was cash | 8.48% | 0.00% | ||
65.51% | 34.49% | bearish | was stocks | 70.87% | 20.65% | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | 79.35% | 20.65% | bearish | |
was cash | 24.76% | 17.41% | QID | to cash | to stocks | ProShares UltraShort QQQ | |
was stocks | 16.31% | 41.53% | was cash | 34.67% | 56.58% | ||
41.06% | 58.94% | bearish | was stocks | 0.00% | 8.76% | ||
SPY | to cash | to stocks | SPDR SP500 | 34.67% | 65.33% | bearish | |
was cash | 49.94% | 8.19% | SPY | to cash | to stocks | SPDR SP500 | |
was stocks | 24.91% | 16.96% | was cash | 0.00% | 0.00% | ||
74.84% | 25.16% | bearish | was stocks | 70.92% | 29.08% | ||
SPXL | to cash | to stocks | Direxion Daily SP500 Bull 3X Shares | 70.92% | 29.08% | bearish | |
was cash | 33.40% | 7.98% | SPXL | to cash | to stocks | Direxion Daily SP500 Bull 3X Shares | |
was stocks | 40.97% | 17.65% | was cash | 9.34% | 0.00% | ||
74.38% | 25.63% | bearish | was stocks | 56.43% | 34.23% | ||
SPXS | to cash | to stocks | Direxion Daily SP500 Bear 3X Shares | 65.77% | 34.23% | bearish | |
was cash | 41.84% | 26.67% | SPXS | to cash | to stocks | Direxion Daily SP500 Bear 3X Shares | |
was stocks | 16.10% | 15.39% | was cash | 35.10% | 55.21% | ||
57.94% | 42.06% | bullish | was stocks | 0.00% | 9.69% | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | 35.10% | 64.90% | bearish | |
was cash | 34.46% | 8.30% | UPRO | to cash | to stocks | ProShares UltraPro SP500 | |
was stocks | 48.40% | 8.84% | was cash | 0.00% | 0.00% | ||
82.86% | 17.14% | bearish | was stocks | 78.78% | 21.22% | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | 78.78% | 21.22% | bearish | |
was cash | 23.92% | 27.05% | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | |
was stocks | 15.73% | 33.30% | was cash | 36.25% | 53.72% | ||
39.65% | 60.35% | bearish | was stocks | 0.00% | 10.03% | ||
36.25% | 63.75% | 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, May 1, 2019
It Just Got Bery Bery Bearish Over The Last Few Days.
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