Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 33% | 16.7% | was cash: | 7.1% | 21.1% | ||
was stocks: | 0% | 50.3% | was stocks: | 7.5% | 64.4% | ||
33% | 67% | bullish | 14.6% | 85.4% | bullish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 59.6% | 0% | was cash: | 7.3% | 7.1% | ||
was stocks: | 7.7% | 32.6% | was stocks: | 15.1% | 70.6% | ||
67.4% | 32.6% | bearish | 22.4% | 77.6% | bullish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 60% | 0% | was cash: | 0% | 11.8% | ||
was stocks: | 7.3% | 32.7% | was stocks: | 12.8% | 75.4% | ||
67.3% | 32.7% | bearish | 12.8% | 87.2% | bullish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 25.3% | 0% | was cash: | 55.4% | 37.7% | ||
was stocks: | 9.5% | 65.3% | was stocks: | 0% | 6.9% | ||
34.7% | 65.3% | bearish | 55.4% | 44.6% | bullish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 57.1% | 0% | was cash: | 0% | 13.3% | ||
was stocks: | 10.1% | 32.8% | was stocks: | 14.1% | 72.6% | ||
67.2% | 32.8% | bearish | 14.1% | 85.9% | bullish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 24.2% | 9.4% | was cash: | 62.3% | 22.9% | ||
was stocks: | 0% | 66.4% | was stocks: | 0% | 14.9% | ||
24.2% | 75.8% | bearish | 62.3% | 37.7% | bullish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 41.6% | 17.5% | was cash: | 0% | 36.1% | ||
was stocks: | 0% | 40.9% | was stocks: | 6.9% | 57% | ||
41.6% | 58.4% | bullish | 6.9% | 93.1% | bullish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 24.3% | 9.3% | was cash: | 7.5% | 29.5% | ||
was stocks: | 14.7% | 51.7% | was stocks: | 14.1% | 48.9% | ||
39% | 61% | bullish | 21.5% | 78.5% | bullish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 40.6% | 0% | was cash: | 66% | 12.4% | ||
was stocks: | 0% | 59.4% | was stocks: | 7.3% | 14.3% | ||
40.6% | 59.4% | bearish | 73.3% | 26.7% | bullish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 23.9% | 8% | was cash: | 0% | 28.9% | ||
was stocks: | 8.3% | 59.9% | was stocks: | 21.5% | 49.6% | ||
32.2% | 67.8% | bullish | 21.5% | 78.5% | bullish | ||
SPXU ProShr UltraPro Short SP500 | to cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to stocks | ||
was cash: | 50.1% | 0% | was cash: | 56.9% | 27.8% | ||
was stocks: | 16.3% | 33.6% | was stocks: | 7.8% | 7.5% | ||
66.4% | 33.6% | bullish | 64.7% | 35.3% | 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.
Tuesday, October 15, 2019
Both Models Are Bullish for SP100 & 500 ETFs.
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