Monday, January 27, 2020

Based On Today's Market It Isn't Surprising That There Is Only 1 Model On The Buy Side

The $SPY call in Monte Carlo  has a .6 differential of owning to selling stocks.

The QL model says own 100% of $SPXU which is a bearish ETF.

Monte CarloQlearning
OEF
iShares SP100
to cashto stocks
OEF
iShares SP100
to cashto stocks
was cash:41.3%0%
was cash:7.7%0%
was stocks:25.3%33.4%
was stocks:78.6%13.7%
66.6%33.4%bearish 86.3%13.7%bearish
QQQ
Invesco QQQ
to cashto stocks
QQQ
Invesco QQQ
to cashto stocks
was cash:23.8%0%
was cash:0%0%
was stocks:51.3%24.9%
was stocks:78.9%21.1%
75.1%24.9%bearish 78.9%21.1%bearish
TQQQ
ProShr UltraPro QQQ
to cashto stocks
TQQQ
ProShr UltraPro QQQ
to cashto stocks
was cash:38.5%0%
was cash:0%0%
was stocks:36.5%24.9%
was stocks:77.5%22.5%
75.1%24.9%bearish 77.5%22.5%bearish
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
SQQQ
ProShr UltraPro Short QQQ
to cashto stocks
was cash:0%24.9%
was cash:8%82.4%
was stocks:17.5%57.6%
was stocks:0%9.6%
17.5%82.5%bearish 8%92%bearish
QLD
ProShr Ultra QQQ
to cashto stocks
QLD
ProShr Ultra QQQ
to cashto stocks
was cash:40%0%
was cash:8.4%0%
was stocks:35.3%24.7%
was stocks:70.3%21.3%
75.3%24.7%bearish 78.7%21.3%bearish
QID
ProShr UltraShort QQQ
to cashto stocks
QID
ProShr UltraShort QQQ
to cashto stocks
was cash:17.5%33.1%
was cash:7.4%65.9%
was stocks:8%41.4%
was stocks:0%26.7%
25.5%74.5%bearish 7.4%92.6%bearish
SPY
SPDR SP500
to cashto stocks
SPY
SPDR SP500
to cashto stocks
was cash:41.1%16.7%
was cash:0%0%
was stocks:8.6%33.6%
was stocks:93.3%6.7%
49.7%50.3%bullish 93.3%6.7%bearish
SPXL
Drxn SP500 Bull 3X
to cashto stocks
SPXL
Drxn SP500 Bull 3X
to cashto stocks
was cash:48.2%8.4%
was cash:0%0%
was stocks:8.9%34.5%
was stocks:78.7%21.3%
57.1%42.9%bearish 78.7%21.3%bearish
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
SPXS
Drxn Daily SP500 Bear 3X
to cashto stocks
was cash:0%24.5%
was cash:7.7%75.4%
was stocks:33.8%41.7%
was stocks:0%16.8%
33.8%66.2%bearish 7.7%92.3%bearish
UPRO
ProShr UltraPro SP500
to cashto stocks
UPRO
ProShr UltraPro SP500
to cashto stocks
was cash:57.1%16.7%
was cash:8.3%0%
was stocks:0%26.2%
was stocks:78.8%12.9%
57.1%42.9%bearish 87.1%12.9%bearish
SPXU
ProShr UltraPro Short SP500
to cashto stocks
SPXU
ProShr UltraPro Short SP500
to cashto stocks
was cash:0%14.7%
was cash:0%81.9%
was stocks:34.8%50.5%
was stocks:0%18.1%
34.8%65.2%bearish 0%100%bearish

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