Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 50.7% | 8.2% | was cash: | 7.6% | 36.7% | ||
was stocks: | 16.5% | 24.6% | was stocks: | 0% | 55.8% | ||
67.2% | 32.8% | bearish | 7.6% | 92.4% | bullish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 50.2% | 0% | was cash: | 36.2% | 57.1% | ||
was stocks: | 8.5% | 41.3% | was stocks: | 6.6% | 0% | ||
58.7% | 41.3% | bearish | 42.9% | 57.1% | bullish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 33.6% | 9.3% | was cash: | 13.5% | 75% | ||
was stocks: | 35.4% | 21.8% | was stocks: | 6.6% | 4.9% | ||
68.9% | 31.1% | bearish | 20.1% | 79.9% | bullish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 16.6% | 23.3% | was cash: | 17.2% | 0% | ||
was stocks: | 14.5% | 45.5% | was stocks: | 75.5% | 7.3% | ||
31.1% | 68.9% | bearish | 92.7% | 7.3% | bullish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 33.1% | 9% | was cash: | 14.8% | 59.1% | ||
was stocks: | 35.1% | 22.8% | was stocks: | 19.4% | 6.8% | ||
68.2% | 31.8% | bearish | 34.1% | 65.9% | bullish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 31.5% | 15.8% | was cash: | 37.6% | 0% | ||
was stocks: | 0% | 52.7% | was stocks: | 54.5% | 7.9% | ||
31.5% | 68.5% | bearish | 92.1% | 7.9% | bullish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 43.5% | 0% | was cash: | 0% | 37.8% | ||
was stocks: | 24.4% | 32.2% | was stocks: | 6.7% | 55.5% | ||
67.8% | 32.2% | bearish | 6.7% | 93.3% | bullish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 59.3% | 0% | was cash: | 0% | 59.5% | ||
was stocks: | 18.2% | 22.5% | was stocks: | 5.9% | 34.6% | ||
77.5% | 22.5% | bearish | 5.9% | 94.1% | bullish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 30.6% | 9.4% | was cash: | 52% | 7% | ||
was stocks: | 0% | 60% | was stocks: | 32.5% | 8.6% | ||
30.6% | 69.4% | bearish | 84.5% | 15.5% | bullish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 43.3% | 7.8% | was cash: | 0% | 58.9% | ||
was stocks: | 17.9% | 31.1% | was stocks: | 6.4% | 34.7% | ||
61.1% | 38.9% | bearish | 6.4% | 93.6% | bullish | ||
SPXU ProShr UltraPro Short SP500 | to cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to stocks | ||
was cash: | 34.5% | 33.9% | was cash: | 59.2% | 5.9% | ||
was stocks: | 0% | 31.6% | was stocks: | 16.3% | 18.6% | ||
34.5% | 65.5% | bearish | 75.5% | 24.5% | 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, August 31, 2019
The MC Model, Which Is More Aggressive, Is Bearish.
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