Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 24.3% | 7.7% | was cash: | 24% | 0% | ||
was stocks: | 17.1% | 50.9% | was stocks: | 62.1% | 13.8% | ||
41.4% | 58.6% | bullish | 86.2% | 13.8% | bearish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 16% | 24.3% | was cash: | 17.1% | 7.8% | ||
was stocks: | 7.9% | 51.7% | was stocks: | 27.6% | 47.5% | ||
24% | 76% | bullish | 44.7% | 55.3% | bullish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 22.4% | 23.2% | was cash: | 19.8% | 7.9% | ||
was stocks: | 17.3% | 37.2% | was stocks: | 33.7% | 38.6% | ||
39.7% | 60.3% | bullish | 53.5% | 46.5% | bearish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 24.4% | 44.3% | was cash: | 32% | 37.3% | ||
was stocks: | 0% | 31.3% | was stocks: | 7.7% | 23% | ||
24.4% | 75.6% | bearish | 39.7% | 60.3% | bearish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 15.6% | 23.5% | was cash: | 18.1% | 8% | ||
was stocks: | 25.5% | 35.5% | was stocks: | 27.4% | 46.5% | ||
41% | 59% | bullish | 45.5% | 54.5% | bullish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 42.4% | 26.2% | was cash: | 27.6% | 45.6% | ||
was stocks: | 7.7% | 23.7% | was stocks: | 16.5% | 10.3% | ||
50.1% | 49.9% | bullish | 44% | 56% | bearish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 32.8% | 7.7% | was cash: | 22.7% | 8.4% | ||
was stocks: | 25.2% | 34.4% | was stocks: | 55.8% | 13.1% | ||
58% | 42% | bearish | 78.5% | 21.5% | bearish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 30.7% | 6.5% | was cash: | 34.3% | 0% | ||
was stocks: | 26.4% | 36.4% | was stocks: | 53.1% | 12.6% | ||
57% | 43% | bearish | 87.4% | 12.6% | bearish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 24.3% | 43.1% | was cash: | 0% | 65.6% | ||
was stocks: | 0% | 32.6% | was stocks: | 18.3% | 16.2% | ||
24.3% | 75.7% | bearish | 18.3% | 81.7% | bearish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 31% | 16% | was cash: | 51.3% | 0% | ||
was stocks: | 44% | 9% | was stocks: | 37% | 11.7% | ||
75% | 25% | bearish | 88.3% | 11.7% | bearish | ||
SPXU ProShr UltraPro Short SP500 | to cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to stocks | ||
was cash: | 14.6% | 44.7% | was cash: | 6.8% | 64.5% | ||
was stocks: | 0% | 40.8% | was stocks: | 9.3% | 19.4% | ||
14.6% | 85.4% | bearish | 16.1% | 83.9% | bearish |
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, January 25, 2020
Both Models Are Getting Bearish
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