Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 17.1% | 17.3% | was cash: | 21.6% | 7.4% | ||
was stocks: | 23.6% | 41.9% | was stocks: | 14% | 57% | ||
40.7% | 59.3% | bullish | 35.6% | 64.4% | bullish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 7.9% | 8.6% | was cash: | 22.5% | 15.8% | ||
was stocks: | 16.5% | 67.1% | was stocks: | 6.9% | 54.8% | ||
24.3% | 75.7% | bullish | 29.4% | 70.6% | bullish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 8.2% | 0% | was cash: | 26.2% | 7.9% | ||
was stocks: | 7.6% | 84.1% | was stocks: | 20.5% | 45.5% | ||
15.9% | 84.1% | bullish | 46.6% | 53.4% | bullish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 52.6% | 15.1% | was cash: | 47.7% | 6% | ||
was stocks: | 7.7% | 24.6% | was stocks: | 17.9% | 28.4% | ||
60.3% | 39.7% | bullish | 65.6% | 34.4% | bullish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 7.8% | 8.5% | was cash: | 24.8% | 7.8% | ||
was stocks: | 23% | 60.7% | was stocks: | 26.4% | 41.1% | ||
30.8% | 69.2% | bullish | 51.1% | 48.9% | bearish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 59.6% | 25.3% | was cash: | 43.9% | 12.6% | ||
was stocks: | 0% | 15.1% | was stocks: | 26.8% | 16.7% | ||
59.6% | 40.4% | bullish | 70.7% | 29.3% | bullish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 8.5% | 0% | was cash: | 13.9% | 29% | ||
was stocks: | 15.9% | 75.6% | was stocks: | 14.2% | 42.9% | ||
24.4% | 75.6% | bullish | 28.1% | 71.9% | bullish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 17.8% | 0% | was cash: | 7.5% | 14.6% | ||
was stocks: | 22.4% | 59.8% | was stocks: | 13.1% | 64.8% | ||
40.2% | 59.8% | bullish | 20.6% | 79.4% | bullish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 34.5% | 39.9% | was cash: | 68.9% | 6.3% | ||
was stocks: | 0% | 25.6% | was stocks: | 7.8% | 16.9% | ||
34.5% | 65.5% | bearish | 76.7% | 23.3% | bullish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 28.1% | 0% | was cash: | 14.6% | 14.3% | ||
was stocks: | 15.1% | 56.8% | was stocks: | 20.5% | 50.7% | ||
43.2% | 56.8% | bullish | 35% | 65% | bullish | ||
SPXU ProShr UltraPro Short SP500 | to cash | to stocks | SPXU ProShr UltraPro Short SP500 | to cash | to stocks | ||
was cash: | 35.8% | 39.2% | was cash: | 71.2% | 13.6% | ||
was stocks: | 8.8% | 16.3% | was stocks: | 8% | 7.2% | ||
44.5% | 55.5% | bearish | 79.2% | 20.8% | 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, March 4, 2020
Pretty Bullish Outlook Even If The WAEVE Tables Don't Fully Agree.
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