I posted on Wednesday evening about the MACD/RSI x-overs going bearish. And now both the Monte Carlo and QLearning algorithms are doing the same.
Monte Carlo | QLearning | ||||||
OEF | to cash | to stocks | iShares SP100 | OEF | to cash | to stocks | iShares SP100 |
was cash | 33.54% | 16.38% | was cash | 66.10% | 0.00% | ||
was stocks | 16.18% | 33.91% | was stocks | 20.10% | 13.80% | ||
49.72% | 50.28% | bullish | 86.20% | 13.80% | bearish | ||
QQQ | to cash | to stocks | Invesco QQQ | QQQ | to cash | to stocks | Invesco QQQ |
was cash | 49.95% | 0.00% | was cash | 37.30% | 14.32% | ||
was stocks | 33.09% | 16.96% | was stocks | 41.35% | 7.02% | ||
83.04% | 16.96% | bearish | 78.65% | 21.35% | bearish | ||
TQQQ | to cash | to stocks | ProShr UltraPro QQQ | TQQQ | to cash | to stocks | ProShr UltraPro QQQ |
was cash | 48.26% | 0.00% | was cash | 49.53% | 7.48% | ||
was stocks | 26.33% | 25.41% | was stocks | 25.19% | 17.80% | ||
74.59% | 25.41% | bearish | 74.72% | 25.28% | bearish | ||
SQQQ | to cash | to stocks | ProShr UltraPro Short QQQ | SQQQ | to cash | to stocks | ProShr UltraPro Short QQQ |
was cash | 0.00% | 24.19% | was cash | 17.76% | 18.26% | ||
was stocks | 26.65% | 49.16% | was stocks | 0.00% | 63.99% | ||
26.65% | 73.35% | bearish | 17.76% | 82.24% | bearish | ||
QLD | to cash | to stocks | ProShr Ultra QQQ | QLD | to cash | to stocks | ProShr Ultra QQQ |
was cash | 47.92% | 0.00% | was cash | 39.07% | 14.74% | ||
was stocks | 42.84% | 9.23% | was stocks | 32.64% | 13.56% | ||
90.77% | 9.23% | bearish | 71.71% | 28.29% | bearish | ||
QID | to cash | to stocks | ProShr UltraShort QQQ | QID | to cash | to stocks | ProShr UltraShort QQQ |
was cash | 8.96% | 24.36% | was cash | 6.45% | 18.46% | ||
was stocks | 0.00% | 66.68% | was stocks | 22.38% | 52.71% | ||
8.96% | 91.04% | bearish | 28.83% | 71.17% | bearish | ||
SPY | to cash | to stocks | SPDR SP500 | SPY | to cash | to stocks | SPDR SP500 |
was cash | 57.51% | 8.15% | was cash | 72.26% | 7.22% | ||
was stocks | 8.45% | 25.90% | was stocks | 0.00% | 20.53% | ||
65.96% | 34.04% | bearish | 72.26% | 27.74% | bearish | ||
SPXL | to cash | to stocks | Drxn SP500 Bull 3X | SPXL | to cash | to stocks | Drxn SP500 Bull 3X |
was cash | 50.10% | 7.92% | was cash | 75.86% | 0.00% | ||
was stocks | 15.93% | 26.05% | was stocks | 11.03% | 13.11% | ||
66.03% | 33.97% | bearish | 86.89% | 13.11% | bearish | ||
SPXS | to cash | to stocks | Drxn Daily SP500 Bear 3X | SPXS | to cash | to stocks | Drxn Daily SP500 Bear 3X |
was cash | 8.24% | 18.17% | was cash | 0.00% | 5.77% | ||
was stocks | 7.82% | 65.76% | was stocks | 7.66% | 86.58% | ||
16.06% | 83.94% | bearish | 7.66% | 92.34% | bearish | ||
UPRO | to cash | to stocks | ProShr UltraPro SP500 | UPRO | to cash | to stocks | ProShr UltraPro SP500 |
was cash | 58.80% | 7.56% | was cash | 73.86% | 7.50% | ||
was stocks | 16.34% | 17.30% | was stocks | 5.85% | 12.80% | ||
75.14% | 24.86% | bearish | 79.70% | 20.30% | bearish | ||
SPXU | to cash | to stocks | ProShr UltraPro Short SP500 | SPXU | to cash | to stocks | ProShr UltraPro Short SP500 |
was cash | 8.12% | 34.47% | was cash | 6.48% | 11.87% | ||
was stocks | 7.77% | 49.64% | was stocks | 0.00% | 81.66% | ||
15.89% | 84.11% | bearish | 6.48% | 93.53% | bearish | ||
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