Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 26.2% | 8.9% | was cash: | 85.7% | 14.3% | ||
was stocks: | 16.1% | 48.8% | was stocks: | 0% | 0% | ||
42.3% | 57.7% | bullish | 85.7% | 14.3% | bearish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 34.3% | 33.4% | was cash: | 66% | 14.3% | ||
was stocks: | 0% | 32.3% | was stocks: | 19.7% | 0% | ||
34.3% | 65.7% | bullish | 85.7% | 14.3% | bearish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 46.9% | 17.4% | was cash: | 61.9% | 14.9% | ||
was stocks: | 0% | 35.7% | was stocks: | 11.6% | 11.6% | ||
46.9% | 53.1% | bullish | 73.5% | 26.5% | bearish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 29.4% | 0% | was cash: | 16.6% | 0% | ||
was stocks: | 34.2% | 36.4% | was stocks: | 23.9% | 59.4% | ||
63.6% | 36.4% | bullish | 40.6% | 59.4% | bearish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 45.6% | 24.6% | was cash: | 66.4% | 14.6% | ||
was stocks: | 0% | 29.8% | was stocks: | 6.7% | 12.2% | ||
45.6% | 54.4% | bullish | 73.2% | 26.8% | bearish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 51.3% | 0% | was cash: | 5.7% | 18.7% | ||
was stocks: | 23.1% | 25.6% | was stocks: | 7.1% | 68.5% | ||
74.4% | 25.6% | bullish | 12.8% | 87.2% | bearish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 34.6% | 0% | was cash: | 92.7% | 7.3% | ||
was stocks: | 0% | 65.4% | was stocks: | 0% | 0% | ||
34.6% | 65.4% | bullish | 92.7% | 7.3% | bearish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 48.1% | 22.6% | was cash: | 79.1% | 7% | ||
was stocks: | 0% | 29.4% | was stocks: | 13.9% | 0% | ||
48.1% | 51.9% | bullish | 93% | 7% | bearish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 14.6% | 11.3% | was cash: | 11.9% | 5.6% | ||
was stocks: | 23.1% | 51% | was stocks: | 14.2% | 68.3% | ||
37.7% | 62.3% | bearish | 26.1% | 73.9% | bearish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 61.9% | 22.4% | was cash: | 72.4% | 14.4% | ||
was stocks: | 0% | 15.7% | was stocks: | 0% | 13.2% | ||
61.9% | 38.1% | bearish | 72.4% | 27.6% | bearish | ||
SPXU ProShr UltraPro Short SP500 | to cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to stocks | ||
was cash: | 22.5% | 11.2% | was cash: | 0% | 25.1% | ||
was stocks: | 15.3% | 51% | was stocks: | 15.1% | 59.9% | ||
37.8% | 62.2% | bearish | 15.1% | 84.9% | bearish |
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, September 28, 2019
Mostly Bearish for SP100 & 500 ETfs.
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