Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 41.4% | 8% | was cash: | 0% | 0% | ||
was stocks: | 8.2% | 42.4% | was stocks: | 42.8% | 57.2% | ||
49.5% | 50.5% | bullish | 42.8% | 57.2% | bullish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 24.6% | 8.2% | was cash: | 0% | 7.9% | ||
was stocks: | 7.9% | 59.3% | was stocks: | 28.5% | 63.6% | ||
32.5% | 67.5% | bullish | 28.5% | 71.5% | bullish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 32.7% | 7.5% | was cash: | 0% | 0% | ||
was stocks: | 0% | 59.8% | was stocks: | 44.3% | 55.7% | ||
32.7% | 67.3% | bullish | 44.3% | 55.7% | bullish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 58.3% | 9.4% | was cash: | 49.8% | 50.2% | ||
was stocks: | 0% | 32.3% | was stocks: | 0% | 0% | ||
58.3% | 41.7% | bullish | 49.8% | 50.2% | bearish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 25.1% | 7.8% | was cash: | 0% | 8% | ||
was stocks: | 0% | 67.1% | was stocks: | 21.4% | 70.6% | ||
25.1% | 74.9% | bullish | 21.4% | 78.6% | bullish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 66.2% | 0% | was cash: | 50.6% | 49.4% | ||
was stocks: | 0% | 33.8% | was stocks: | 0% | 0% | ||
66.2% | 33.8% | bullish | 50.6% | 49.4% | bullish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 33% | 7.9% | was cash: | 7.5% | 8.3% | ||
was stocks: | 8.3% | 50.8% | was stocks: | 41.8% | 42.4% | ||
41.3% | 58.7% | bullish | 49.3% | 50.7% | bullish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 32.4% | 7.2% | was cash: | 0% | 10.5% | ||
was stocks: | 9.2% | 51.2% | was stocks: | 34.1% | 55.4% | ||
41.7% | 58.3% | bullish | 34.1% | 65.9% | bullish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 58% | 17.6% | was cash: | 49% | 41.4% | ||
was stocks: | 0% | 24.3% | was stocks: | 9.6% | 0% | ||
58% | 42% | bullish | 58.6% | 41.4% | bullish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 40.9% | 7.5% | was cash: | 0% | 10% | ||
was stocks: | 9.2% | 42.4% | was stocks: | 41.2% | 48.9% | ||
50.1% | 49.9% | bearish | 41.2% | 58.8% | bullish | ||
SPXU ProShr UltraPro Short SP500 | to cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to stocks | ||
was cash: | 51.5% | 8.4% | was cash: | 67.1% | 32.9% | ||
was stocks: | 0% | 40.1% | was stocks: | 0% | 0% | ||
51.5% | 48.5% | bullish | 67.1% | 32.9% | 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.
Wednesday, January 1, 2020
Bullish Differential Is Slipping.
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