Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 8% | 33.5% | was cash: | 8.4% | 15.6% | ||
was stocks: | 8.2% | 50.3% | was stocks: | 6.7% | 69.3% | ||
16.2% | 83.8% | bullish | 15.1% | 84.9% | bullish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 24.5% | 8.5% | was cash: | 0% | 7.8% | ||
was stocks: | 17.4% | 49.6% | was stocks: | 0% | 92.2% | ||
41.9% | 58.1% | bullish | 0% | 100% | bullish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 14.8% | 17.5% | was cash: | 0% | 8.4% | ||
was stocks: | 17.6% | 50.1% | was stocks: | 7.4% | 84.2% | ||
32.4% | 67.6% | bullish | 7.4% | 92.6% | bullish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 53.3% | 0% | was cash: | 48.7% | 27.6% | ||
was stocks: | 16.5% | 30.1% | was stocks: | 23.7% | 0% | ||
69.9% | 30.1% | bullish | 72.4% | 27.6% | bullish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 24.3% | 0% | was cash: | 0% | 15.8% | ||
was stocks: | 17.2% | 58.5% | was stocks: | 0% | 84.2% | ||
41.5% | 58.5% | bullish | 0% | 100% | bullish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 34.1% | 0% | was cash: | 73.1% | 5.9% | ||
was stocks: | 32.9% | 33% | was stocks: | 21% | 0% | ||
67% | 33% | bullish | 94.1% | 5.9% | bullish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 41% | 0% | was cash: | 7.7% | 23.2% | ||
was stocks: | 0% | 59% | was stocks: | 0% | 69.1% | ||
41% | 59% | bullish | 7.7% | 92.3% | bullish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 31.5% | 0% | was cash: | 0% | 19% | ||
was stocks: | 0% | 68.5% | was stocks: | 7.8% | 73.1% | ||
31.5% | 68.5% | bullish | 7.8% | 92.2% | bullish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 68.2% | 9% | was cash: | 58.3% | 5.5% | ||
was stocks: | 15.2% | 7.6% | was stocks: | 36.2% | 0% | ||
83.4% | 16.6% | bullish | 94.5% | 5.5% | bullish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 30.8% | 0% | was cash: | 0% | 17.4% | ||
was stocks: | 0% | 69.2% | was stocks: | 8.1% | 74.6% | ||
30.8% | 69.2% | bullish | 8.1% | 91.9% | bullish | ||
SPXU ProShr UltraPro Short SP500 | to cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to stocks | ||
was cash: | 61.4% | 0% | was cash: | 76.6% | 14.5% | ||
was stocks: | 7.1% | 31.5% | was stocks: | 8.8% | 0% | ||
68.5% | 31.5% | bullish | 85.5% | 14.5% | 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, November 16, 2019
Both Models Are Very Bullish
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