Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 Index | OEF | to cash | to stocks | iShares SP100 Index |
was cash | 25.30% | 0.00% | was cash | 28.71% | 36.10% | ||
was stocks | 0.00% | 74.70% | was stocks | 13.76% | 21.43% | ||
25.30% | 74.70% | bullish | 42.47% | 57.53% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ Trust | QQQ | to cash | to stocks | Invesco QQQ Trust |
was cash | 34.32% | 0.00% | was cash | 22.19% | 57.41% | ||
was stocks | 0.00% | 65.68% | was stocks | 20.40% | 0.00% | ||
34.32% | 65.68% | bullish | 42.59% | 57.41% | bullish | ||
TQQQ | to cash | to stocks | ProShares UltraPro QQQ | TQQQ | to cash | to stocks | ProShares UltraPro QQQ |
was cash | 15.69% | 0.00% | was cash | 42.75% | 24.08% | ||
was stocks | 0.00% | 84.31% | was stocks | 19.02% | 14.14% | ||
15.69% | 84.31% | bullish | 61.78% | 38.22% | bearish | ||
SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShares UltraPro Short QQQ |
was cash | 67.67% | 6.10% | was cash | 5.54% | 10.84% | ||
was stocks | 9.03% | 17.20% | was stocks | 45.61% | 38.02% | ||
76.71% | 23.30% | bullish | 51.15% | 48.85% | bullish | ||
QLD | to cash | to stocks | ProShares Ultra QQQ | QLD | to cash | to stocks | ProShares Ultra QQQ |
was cash | 16.39% | 0.00% | was cash | 22.16% | 45.32% | ||
was stocks | 0.00% | 83.61% | was stocks | 32.53% | 0.00% | ||
16.39% | 83.61% | bullish | 54.68% | 45.32% | bearish | ||
QID | to cash | to stocks | ProShares UltraShort QQQ | QID | to cash | to stocks | ProShares UltraShort QQQ |
was cash | 66.51% | 6.91% | was cash | 6.05% | 5.91% | ||
was stocks | 9.35% | 17.24% | was stocks | 44.98% | 43.07% | ||
75.85% | 24.15% | bullish | 51.03% | 48.98% | bullish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 25.22% | 8.44% | was cash | 21.66% | 36.51% | ||
was stocks | 0.00% | 66.34% | was stocks | 21.37% | 20.47% | ||
25.22% | 74.78% | bullish | 43.02% | 56.98% | 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 | 25.64% | 9.25% | was cash | 13.77% | 43.04% | ||
was stocks | 0.00% | 65.11% | was stocks | 15.00% | 28.20% | ||
25.64% | 74.36% | bullish | 28.77% | 71.23% | 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 | 72.48% | 0.00% | was cash | 12.93% | 18.45% | ||
was stocks | 9.58% | 17.95% | was stocks | 60.43% | 8.19% | ||
82.06% | 17.95% | bullish | 73.36% | 26.64% | bullish | ||
UPRO | to cash | to stocks | ProShares UltraPro SP500 | UPRO | to cash | to stocks | ProShares UltraPro SP500 |
was cash | 25.90% | 9.64% | was cash | 6.73% | 50.10% | ||
was stocks | 0.00% | 64.46% | was stocks | 21.84% | 21.33% | ||
25.90% | 74.10% | bullish | 28.57% | 71.43% | bullish | ||
SPXU | to cash | to stocks | ProShares UltraPro Short SP500 | SPXU | to cash | to stocks | ProShares UltraPro Short SP500 |
was cash | 62.23% | 0.00% | was cash | 21.05% | 12.64% | ||
was stocks | 9.43% | 28.34% | was stocks | 49.89% | 16.42% | ||
71.66% | 28.34% | bullish | 70.94% | 29.06% | 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, May 15, 2019
The Bearish Spell Didn't Last Too Long - All Bull Calls.
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