Saturday, October 12, 2019

Split Decision on SP100 & 500s.

After doing this for more than a year it seems that the Monte Carlo method leads a little sooner than the QLearning method.  So...
Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto stocks
was cash:33.2%0%
was cash:14.2%42.9%
was stocks:16.7%50.1%
was stocks:7.5%35.4%
49.9%50.1%bullish21.7%78.3%bullish
QQQ
Invesco QQQ
to cashto stocks
QQQ
Invesco QQQ
to cashto stocks
was cash:34.9%8.3%
was cash:14.8%43%
was stocks:24.8%31.9%
was stocks:0%42.2%
59.7%40.3%bearish14.8%85.2%bullish
TQQQ
ProShr UltraPro QQQ
to cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:35.3%7.5%
was cash:0%46.5%
was stocks:25.1%32.2%
was stocks:7.5%46%
60.4%39.6%bearish7.5%92.5%bullish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:24.3%7.3%
was cash:30.4%16%
was stocks:0%68.3%
was stocks:44.2%9.4%
24.3%75.7%bearish74.6%25.4%bullish
QLD
ProShr Ultra QQQ
to cashto stocks
QLD
ProShr Ultra QQQ
to cashto stocks
was cash:15.9%0%
was cash:0%40.6%
was stocks:41.3%42.8%
was stocks:14.1%45.2%
57.2%42.8%bearish14.1%85.9%bullish
QID
ProShr UltraShort QQQ
to cashto stocks
QID
ProShr UltraShort QQQ
to cashto stocks
was cash:33%8.3%
was cash:49.3%15.4%
was stocks:0%58.7%
was stocks:29.2%6.1%
33%67%bearish78.5%21.5%bullish
SPY
SPDR SP500
to cashto stocks
SPY
SPDR SP500
to cashto stocks
was cash:33.6%8.3%
was cash:21.8%49.9%
was stocks:25.6%32.5%
was stocks:0%28.4%
59.2%40.8%bearish21.8%78.2%bullish
SPXL
Drxn SP500 Bull 3X
to cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:26.6%16.8%
was cash:6.4%49.3%
was stocks:7.5%49.1%
was stocks:7.7%36.6%
34.1%65.9%bullish14%86%bullish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:22.2%27%
was cash:28.3%0%
was stocks:18.1%32.7%
was stocks:64.2%7.5%
40.3%59.7%bearish92.5%7.5%bullish
UPRO
ProShr UltraPro SP500
to cashto stocks
UPRO
ProShr UltraPro SP500
to cashto stocks
was cash:16.1%25.9%
was cash:6.7%56.2%
was stocks:15.9%42.1%
was stocks:7.3%29.7%
32%68%bullish14.1%85.9%bullish
SPXU
ProShr UltraPro Short SP500
to cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:30.9%26.2%
was cash:21.5%0%
was stocks:19%23.9%
was stocks:78.5%0%
49.8%50.2%bearish100%0%bullish

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