Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 57.4% | 17.3% | was cash: | 0% | 14.2% | ||
was stocks: | 0% | 25.4% | was stocks: | 7.2% | 78.6% | ||
57.4% | 42.6% | bearish | 7.2% | 92.8% | bullish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 74.5% | 9% | was cash: | 14.1% | 7.1% | ||
was stocks: | 0% | 16.5% | was stocks: | 0% | 78.8% | ||
74.5% | 25.5% | bearish | 14.1% | 85.9% | bullish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 89.9% | 10.1% | was cash: | 0% | 6.2% | ||
was stocks: | 0% | 0% | was stocks: | 20.7% | 73.2% | ||
89.9% | 10.1% | bearish | 20.7% | 79.3% | bullish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 19.4% | 0% | was cash: | 85.7% | 7.5% | ||
was stocks: | 14.9% | 65.7% | was stocks: | 0% | 6.8% | ||
34.3% | 65.7% | bearish | 85.7% | 14.3% | bullish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 73.1% | 18.1% | was cash: | 0% | 6.8% | ||
was stocks: | 8.7% | 0% | was stocks: | 0% | 93.2% | ||
81.9% | 18.1% | bearish | 0% | 100% | bullish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 17.6% | 0% | was cash: | 85.3% | 7.6% | ||
was stocks: | 8.6% | 73.9% | was stocks: | 0% | 7.2% | ||
26.1% | 73.9% | bearish | 85.3% | 14.7% | bullish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 49.7% | 0% | was cash: | 0% | 21.7% | ||
was stocks: | 17.4% | 33% | was stocks: | 7.5% | 70.8% | ||
67% | 33% | bearish | 7.5% | 92.5% | bullish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 39.8% | 8.4% | was cash: | 6.3% | 6.8% | ||
was stocks: | 8.1% | 43.7% | was stocks: | 7.4% | 79.4% | ||
47.9% | 52.1% | bullish | 13.7% | 86.3% | bullish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 34.5% | 16.7% | was cash: | 72.1% | 0% | ||
was stocks: | 0% | 48.8% | was stocks: | 21.4% | 6.4% | ||
34.5% | 65.5% | bearish | 93.6% | 6.4% | bullish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 31.8% | 17.3% | was cash: | 0% | 13.8% | ||
was stocks: | 16.7% | 34.2% | was stocks: | 13.6% | 72.6% | ||
48.5% | 51.5% | bullish | 13.6% | 86.4% | bullish | ||
SPXU ProShr UltraPro Short SP500 | to cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to stocks | ||
was cash: | 26.2% | 16% | was cash: | 70.4% | 0% | ||
was stocks: | 0% | 57.9% | was stocks: | 22.3% | 7.3% | ||
26.2% | 73.8% | bearish | 92.7% | 7.3% | 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.
Thursday, October 17, 2019
The Monte Carlo Method Slipping Back to Bearishness While QLearning Remains in Bull Camp.
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