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.
The QL model says own 100% of $SPXU which is a bearish ETF.
Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to 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 cash | to stocks | QQQ Invesco QQQ | to cash | to 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 cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to 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 cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to 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 cash | to stocks | QLD ProShr Ultra QQQ | to cash | to 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 cash | to stocks | QID ProShr UltraShort QQQ | to cash | to 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 cash | to stocks | SPY SPDR SP500 | to cash | to 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 cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to 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 cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to 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 cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to 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 cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to 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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