Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 | OEF | to cash | to stocks | iShares SP100 |
was cash | 41.51% | 16.87% | was cash | 0.00% | 8.33% | ||
was stocks | 0.00% | 41.62% | was stocks | 14.11% | 77.56% | ||
41.51% | 58.50% | bullish | 14.11% | 85.89% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ | QQQ | to cash | to stocks | Invesco QQQ |
was cash | 41.38% | 17.32% | was cash | 0.00% | 7.52% | ||
was stocks | 0.00% | 41.30% | was stocks | 0.00% | 92.48% | ||
41.38% | 58.62% | bullish | 0.00% | 100.00% | bullish | ||
TQQQ | to cash | to stocks | ProShr UltraPro QQQ | TQQQ | to cash | to stocks | ProShr UltraPro QQQ |
was cash | 49.68% | 7.38% | was cash | 0.00% | 0.00% | ||
was stocks | 17.79% | 25.16% | was stocks | 0.00% | 100.00% | ||
67.47% | 32.53% | bearish | 0.00% | 100.00% | bullish | ||
SQQQ | to cash | to stocks | ProShr UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShr UltraPro Short QQQ |
was cash | 32.12% | 10.57% | was cash | 93.33% | 6.67% | ||
was stocks | 8.30% | 49.00% | was stocks | 0.00% | 0.00% | ||
40.42% | 59.58% | bearish | 93.33% | 6.67% | bullish | ||
QLD | to cash | to stocks | ProShr Ultra QQQ | QLD | to cash | to stocks | ProShr Ultra QQQ |
was cash | 49.31% | 8.28% | was cash | 0.00% | 0.00% | ||
was stocks | 17.66% | 24.75% | was stocks | 0.00% | 100.00% | ||
66.97% | 33.03% | bearish | 0.00% | 100.00% | bullish | ||
QID | to cash | to stocks | ProShr UltraShort QQQ | QID | to cash | to stocks | ProShr UltraShort QQQ |
was cash | 24.23% | 0.00% | was cash | 93.12% | 6.88% | ||
was stocks | 8.88% | 66.89% | was stocks | 0.00% | 0.00% | ||
33.11% | 66.89% | bearish | 93.12% | 6.88% | bullish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 49.30% | 16.78% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 33.92% | was stocks | 14.33% | 85.67% | ||
49.30% | 50.70% | bullish | 14.33% | 85.67% | bullish | ||
SPXL | to cash | to stocks | Drxn SP500 Bull 3X | SPXL | to cash | to stocks | Drxn SP500 Bull 3X |
was cash | 49.77% | 16.66% | was cash | 0.00% | 11.03% | ||
was stocks | 0.00% | 33.58% | was stocks | 19.19% | 69.77% | ||
49.77% | 50.23% | bullish | 19.19% | 80.81% | bullish | ||
SPXS | to cash | to stocks | Drxn Daily SP500 Bear 3X | SPXS | to cash | to stocks | Drxn Daily SP500 Bear 3X |
was cash | 14.68% | 0.00% | was cash | 74.26% | 13.10% | ||
was stocks | 0.00% | 85.32% | was stocks | 12.64% | 0.00% | ||
14.68% | 85.32% | bearish | 86.90% | 13.10% | bullish | ||
UPRO | to cash | to stocks | ProShr UltraPro SP500 | UPRO | to cash | to stocks | ProShr UltraPro SP500 |
was cash | 65.80% | 16.99% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 17.21% | was stocks | 13.54% | 86.46% | ||
65.80% | 34.20% | bearish | 13.54% | 86.46% | bullish | ||
SPXU | to cash | to stocks | ProShr UltraPro Short SP500 | SPXU | to cash | to stocks | ProShr UltraPro Short SP500 |
was cash | 42.57% | 0.00% | was cash | 92.80% | 7.20% | ||
was stocks | 7.96% | 49.47% | was stocks | 0.00% | 0.00% | ||
50.53% | 49.47% | bullish | 92.80% | 7.20% | 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.
Saturday, June 22, 2019
Bull/Bear Calls Are A Mixed Bag But Mostly Bullish For The SP100 & SP500 ETFs
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