MonteCarlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 | OEF | to cash | to stocks | iShares SP100 |
was cash | 41.39% | 8.37% | was cash | 7.91% | 7.91% | ||
was stocks | 25.06% | 25.18% | was stocks | 20.98% | 63.20% | ||
66.45% | 33.55% | bearish | 28.89% | 71.11% | bullish | ||
QQQ | to cash | to stocks | Invesco QQQ | QQQ | to cash | to stocks | Invesco QQQ |
was cash | 41.94% | 0.00% | was cash | 0.00% | 23.34% | ||
was stocks | 8.52% | 49.54% | was stocks | 14.14% | 62.52% | ||
50.46% | 49.54% | bearish | 14.14% | 85.86% | bullish | ||
TQQQ | to cash | to stocks | ProShr UltraPro QQQ | TQQQ | to cash | to stocks | ProShr UltraPro QQQ |
was cash | 45.98% | 0.00% | was cash | 0.00% | 28.41% | ||
was stocks | 15.39% | 38.63% | was stocks | 7.14% | 64.45% | ||
61.37% | 38.63% | bearish | 7.14% | 92.86% | bullish | ||
SQQQ | to cash | to stocks | ProShr UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShr UltraPro Short QQQ |
was cash | 50.09% | 9.83% | was cash | 60.29% | 7.18% | ||
was stocks | 7.59% | 32.49% | was stocks | 22.39% | 10.15% | ||
57.68% | 42.32% | bullish | 82.68% | 17.32% | bullish | ||
QLD | to cash | to stocks | ProShr Ultra QQQ | QLD | to cash | to stocks | ProShr Ultra QQQ |
was cash | 52.47% | 0.00% | was cash | 0.00% | 26.56% | ||
was stocks | 16.51% | 31.02% | was stocks | 7.32% | 66.12% | ||
68.98% | 31.02% | bearish | 7.32% | 92.68% | bullish | ||
QID | to cash | to stocks | ProShr UltraShort QQQ | QID | to cash | to stocks | ProShr UltraShort QQQ |
was cash | 33.23% | 8.14% | was cash | 58.58% | 14.27% | ||
was stocks | 7.68% | 50.94% | was stocks | 18.16% | 8.99% | ||
40.92% | 59.09% | bearish | 76.74% | 23.26% | bullish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 50.12% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 41.42% | 8.46% | was stocks | 7.42% | 92.58% | ||
91.54% | 8.46% | bearish | 7.42% | 92.58% | bullish | ||
SPXL | to cash | to stocks | Drxn SP500 Bull 3X | SPXL | to cash | to stocks | Drxn SP500 Bull 3X |
was cash | 34.07% | 7.89% | was cash | 0.00% | 0.00% | ||
was stocks | 31.80% | 26.24% | was stocks | 0.00% | 100.00% | ||
65.87% | 34.13% | bearish | 0.00% | 100.00% | bullish | ||
SPXS | to cash | to stocks | Drxn Daily SP500 Bear 3X | SPXS | to cash | to stocks | Drxn Daily SP500 Bear 3X |
was cash | 16.21% | 16.59% | was cash | 79.34% | 20.66% | ||
was stocks | 8.94% | 58.26% | was stocks | 0.00% | 0.00% | ||
25.15% | 74.85% | bearish | 79.34% | 20.66% | bullish | ||
UPRO | to cash | to stocks | ProShr UltraPro SP500 | UPRO | to cash | to stocks | ProShr UltraPro SP500 |
was cash | 50.22% | 7.88% | was cash | 0.00% | 0.00% | ||
was stocks | 24.59% | 17.31% | was stocks | 0.00% | 100.00% | ||
74.81% | 25.19% | bearish | 0.00% | 100.00% | bullish | ||
SPXU | to cash | to stocks | ProShr UltraPro Short SP500 | SPXU | to cash | to stocks | ProShr UltraPro Short SP500 |
was cash | 17.23% | 24.86% | was cash | 92.05% | 7.95% | ||
was stocks | 8.77% | 49.14% | was stocks | 0.00% | 0.00% | ||
26.00% | 74.00% | bearish | 92.05% | 7.95% | 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.
Monday, June 10, 2019
One Set Of Models Getting Bearish for the Short-term. (4 - 7 days Out)
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