Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 24.7% | 0% | was cash: | 0% | 15.1% | ||
was stocks: | 25.2% | 50.1% | was stocks: | 7.1% | 77.9% | ||
49.9% | 50.1% | bullish | 7.1% | 92.9% | bullish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 8.6% | 8.8% | was cash: | 0% | 7.9% | ||
was stocks: | 16.4% | 66.1% | was stocks: | 14.1% | 78% | ||
25% | 75% | bullish | 14.1% | 85.9% | bullish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 16.7% | 0% | was cash: | 0% | 24.6% | ||
was stocks: | 8.1% | 75.1% | was stocks: | 12.9% | 62.5% | ||
24.9% | 75.1% | bullish | 12.9% | 87.1% | bullish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 40.6% | 15.9% | was cash: | 59.9% | 18.9% | ||
was stocks: | 18.4% | 25.2% | was stocks: | 21.2% | 0% | ||
58.9% | 41.1% | bullish | 81.1% | 18.9% | bullish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 17.7% | 0% | was cash: | 0% | 8.3% | ||
was stocks: | 8.2% | 74.1% | was stocks: | 6.5% | 85.2% | ||
25.9% | 74.1% | bullish | 6.5% | 93.5% | bullish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 41.1% | 32.5% | was cash: | 87.2% | 12.8% | ||
was stocks: | 9.2% | 17.2% | was stocks: | 0% | 0% | ||
50.3% | 49.7% | bullish | 87.2% | 12.8% | bullish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 33.9% | 0% | was cash: | 0% | 14.9% | ||
was stocks: | 16.4% | 49.8% | was stocks: | 7.1% | 78.1% | ||
50.2% | 49.8% | bearish | 7.1% | 92.9% | bullish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 19.5% | 26.4% | was cash: | 0% | 9.1% | ||
was stocks: | 7.5% | 46.6% | was stocks: | 7.2% | 83.7% | ||
27% | 73% | bullish | 7.2% | 92.8% | bullish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 49.5% | 25.7% | was cash: | 93.4% | 6.6% | ||
was stocks: | 0% | 24.8% | was stocks: | 0% | 0% | ||
49.5% | 50.5% | bearish | 93.4% | 6.6% | bullish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 28.2% | 25.7% | was cash: | 0% | 15% | ||
was stocks: | 7.7% | 38.3% | was stocks: | 7.3% | 77.7% | ||
36% | 64% | bullish | 7.3% | 92.7% | bullish | ||
SPXU ProShr UltraPro Short SP500 | to cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to stocks | ||
was cash: | 48.9% | 25% | was cash: | 80.6% | 19.4% | ||
was stocks: | 0% | 26.1% | was stocks: | 0% | 0% | ||
48.9% | 51.1% | bearish | 80.6% | 19.4% | 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, December 14, 2019
With The Exception for SPY and a Couple of SPY-Related - Models Remain Bullish.
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