Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 40.5% | 0% | was cash: | 0% | 0% | ||
was stocks: | 8.2% | 51.3% | was stocks: | 7.2% | 92.8% | ||
48.7% | 51.3% | bullish | 7.2% | 92.8% | bullish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 48.9% | 0% | was cash: | 0% | 7.8% | ||
was stocks: | 16.7% | 34.4% | was stocks: | 7.4% | 84.8% | ||
65.6% | 34.4% | bearish | 7.4% | 92.6% | bullish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 53.8% | 8.3% | was cash: | 0% | 0% | ||
was stocks: | 7.9% | 30% | was stocks: | 14.9% | 85.1% | ||
61.7% | 38.3% | bearish | 14.9% | 85.1% | bullish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 44% | 7.8% | was cash: | 85.8% | 14.2% | ||
was stocks: | 0% | 48.2% | was stocks: | 0% | 0% | ||
44% | 56% | bearish | 85.8% | 14.2% | bullish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 56% | 8.2% | was cash: | 0% | 0% | ||
was stocks: | 8% | 27.8% | was stocks: | 0% | 100% | ||
64% | 36% | bearish | 0% | 100% | bullish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 27% | 15.9% | was cash: | 86% | 14% | ||
was stocks: | 0% | 57.1% | was stocks: | 0% | 0% | ||
27% | 73% | bearish | 86% | 14% | bullish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 49% | 8.1% | was cash: | 0% | 15.1% | ||
was stocks: | 0% | 42.9% | was stocks: | 0% | 84.9% | ||
49% | 51% | bullish | 0% | 100% | bullish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 56% | 8.1% | was cash: | 0% | 8.6% | ||
was stocks: | 0% | 35.9% | was stocks: | 0% | 91.4% | ||
56% | 44% | bearish | 0% | 100% | bullish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 35% | 6.9% | was cash: | 75.4% | 13.1% | ||
was stocks: | 9.9% | 48.2% | was stocks: | 11.5% | 0% | ||
44.9% | 55.1% | bearish | 86.9% | 13.1% | bullish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 63.6% | 7.9% | was cash: | 0% | 8.3% | ||
was stocks: | 0% | 28.5% | was stocks: | 0% | 91.7% | ||
63.6% | 36.4% | bearish | 0% | 100% | bullish | ||
SPXU ProShr UltraPro Short SP500 | to cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to stocks | ||
was cash: | 35.6% | 0% | was cash: | 93.8% | 6.2% | ||
was stocks: | 0% | 64.4% | was stocks: | 0% | 0% | ||
35.6% | 64.4% | bearish | 93.8% | 6.2% | 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, February 15, 2020
Bulls and Bears Stil The Same Though $OEF & $SPY Bull Calls from Both Models.
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