Thursday, May 9, 2019

QLearning Model Strongly Back To The Bear Side

While the Monte Carlo model is bullish; its % differences in some instances is   marginal.

Monte Carlo QLearning
OEF to cash to stocks iShares SP100 Index OEF to cash to stocks iShares SP100 Index
was cash 16.44% 0.00%
was cash 29.37% 0.00%
was stocks 24.95% 58.61%
was stocks 41.28% 29.35%

41.39% 58.61% bullish
70.65% 29.35% bearish
QQQ to cash to stocks Invesco QQQ Trust QQQ to cash to stocks Invesco QQQ Trust
was cash 33.64% 0.00%
was cash 22.01% 0.00%
was stocks 16.28% 50.08%
was stocks 49.33% 28.66%

49.92% 50.08% bullish
71.34% 28.66% bearish
TQQQ to cash to stocks ProShares UltraPro QQQ TQQQ to cash to stocks ProShares UltraPro QQQ
was cash 32.27% 0.00%
was cash 30.85% 0.00%
was stocks 0.00% 67.74%
was stocks 47.94% 21.21%

32.27% 67.74% bullish
78.79% 21.21% bearish
SQQQ to cash to stocks ProShares UltraPro Short QQQ SQQQ to cash to stocks ProShares UltraPro Short QQQ
was cash 27.47% 25.01%
was cash 23.95% 58.90%
was stocks 41.70% 5.82%
was stocks 0.00% 17.16%

69.17% 30.83% bullish
23.95% 76.05% bearish
QLD to cash to stocks ProShares Ultra QQQ QLD to cash to stocks ProShares Ultra QQQ
was cash 25.10% 0.00%
was cash 30.05% 0.00%
was stocks 8.23% 66.68%
was stocks 33.43% 36.52%

33.32% 66.68% bullish
63.48% 36.52% bearish
QID to cash to stocks ProShares UltraShort QQQ QID to cash to stocks ProShares UltraShort QQQ
was cash 35.41% 8.67%
was cash 14.45% 54.38%
was stocks 17.12% 38.80%
was stocks 0.00% 31.18%

52.52% 47.48% bullish
14.45% 85.56% bearish
SPY to cash to stocks SPDR SP500 SPY to cash to stocks SPDR SP500
was cash 32.27% 0.00%
was cash 21.67% 0.00%
was stocks 16.88% 50.85%
was stocks 56.47% 21.86%

49.15% 50.85% bullish
78.14% 21.86% 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 14.85% 0.00%
was cash 28.71% 0.00%
was stocks 17.24% 67.91%
was stocks 49.19% 22.10%

32.09% 67.91% bullish
77.91% 22.10% 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 57.53% 16.81%
was cash 19.77% 32.22%
was stocks 8.10% 17.56%
was stocks 0.00% 48.01%

65.63% 34.37% bullish
19.77% 80.23% bearish
UPRO to cash to stocks ProShares UltraPro SP500 UPRO to cash to stocks ProShares UltraPro SP500
was cash 23.81% 0.00%
was cash 28.14% 0.00%
was stocks 17.45% 58.73%
was stocks 43.07% 28.79%

41.27% 58.73% bullish
71.21% 28.79% bearish
SPXU to cash to stocks ProShares UltraPro Short SP500 SPXU to cash to stocks ProShares UltraPro Short SP500
was cash 48.70% 16.92%
was cash 15.91% 45.55%
was stocks 17.82% 16.55%
was stocks 0.00% 38.55%

66.52% 33.48% bullish
15.91% 84.10% bearish

No comments:

Post a Comment