Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 33.2% | 0% | was cash: | 0% | 0% | ||
was stocks: | 24.9% | 42% | was stocks: | 0% | 100% | ||
58% | 42% | bearish | 0% | 100% | bullish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 50.7% | 8.6% | was cash: | 0% | 7.7% | ||
was stocks: | 0% | 40.7% | was stocks: | 21.7% | 70.6% | ||
50.7% | 49.3% | bearish | 21.7% | 78.3% | bullish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 32.5% | 10% | was cash: | 0% | 0% | ||
was stocks: | 27.5% | 30% | was stocks: | 5.9% | 94.1% | ||
60% | 40% | bearish | 5.9% | 94.1% | bullish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 18.1% | 0% | was cash: | 69.5% | 30.5% | ||
was stocks: | 50.4% | 31.5% | was stocks: | 0% | 0% | ||
68.5% | 31.5% | bullish | 69.5% | 30.5% | bullish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 33.3% | 9.4% | was cash: | 0% | 0% | ||
was stocks: | 26.6% | 30.7% | was stocks: | 14.7% | 85.3% | ||
59.8% | 40.2% | bearish | 14.7% | 85.3% | bullish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 17.1% | 0% | was cash: | 92.3% | 7.7% | ||
was stocks: | 50.2% | 32.8% | was stocks: | 0% | 0% | ||
67.2% | 32.8% | bullish | 92.3% | 7.7% | bullish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 42.4% | 8.1% | was cash: | 0% | 0% | ||
was stocks: | 16.6% | 32.9% | was stocks: | 14.1% | 85.9% | ||
59% | 41% | bearish | 14.1% | 85.9% | bullish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 34.8% | 16.2% | was cash: | 0% | 0% | ||
was stocks: | 16.1% | 33% | was stocks: | 0% | 100% | ||
50.9% | 49.1% | bearish | 0% | 100% | bullish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 23.8% | 17.6% | was cash: | 81.9% | 7.8% | ||
was stocks: | 17.1% | 41.5% | was stocks: | 10.3% | 0% | ||
40.9% | 59.1% | bearish | 92.2% | 7.8% | bullish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 26.2% | 25.3% | was cash: | 0% | 0% | ||
was stocks: | 31.2% | 17.3% | was stocks: | 0% | 100% | ||
57.4% | 42.6% | bearish | 0% | 100% | bullish | ||
SPXU ProShr UltraPro Short SP500 | to cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to stocks | ||
was cash: | 32.7% | 16% | was cash: | 91.7% | 8.3% | ||
was stocks: | 17.7% | 33.6% | was stocks: | 0% | 0% | ||
50.4% | 49.6% | bullish | 91.7% | 8.3% | 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.
Friday, July 26, 2019
Models Generally Bullish for SP100 & 500 ETFs.
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