Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 0% | 0% | was cash: | 12.5% | 55.9% | ||
was stocks: | 0% | 100% | was stocks: | 16.3% | 15.4% | ||
0% | 100% | bullish | 28.7% | 71.3% | bullish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 15.2% | 0% | was cash: | 31% | 27% | ||
was stocks: | 0% | 84.8% | was stocks: | 0% | 42.1% | ||
15.2% | 84.8% | bullish | 31% | 69% | bullish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 29.4% | 17.9% | was cash: | 14.3% | 37.2% | ||
was stocks: | 0% | 52.7% | was stocks: | 0% | 48.6% | ||
29.4% | 70.6% | bullish | 14.3% | 85.7% | bullish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 86.9% | 0% | was cash: | 33.2% | 0% | ||
was stocks: | 0% | 13.1% | was stocks: | 66.8% | 0% | ||
86.9% | 13.1% | bullish | 100% | 0% | bullish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 30.9% | 0% | was cash: | 27.2% | 28.2% | ||
was stocks: | 0% | 69.1% | was stocks: | 0% | 44.5% | ||
30.9% | 69.1% | bullish | 27.2% | 72.8% | bullish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 73.8% | 13.9% | was cash: | 11.9% | 11.9% | ||
was stocks: | 0% | 12.3% | was stocks: | 56% | 20.1% | ||
73.8% | 26.2% | bullish | 67.9% | 32.1% | bullish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 17.8% | 34.3% | was cash: | 13.3% | 40% | ||
was stocks: | 0% | 47.8% | was stocks: | 18.4% | 28.3% | ||
17.8% | 82.2% | bullish | 31.7% | 68.3% | bullish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 25.5% | 62% | was cash: | 25.1% | 40.8% | ||
was stocks: | 0% | 12.5% | was stocks: | 34.2% | 0% | ||
25.5% | 74.5% | bullish | 59.2% | 40.8% | bearish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 19.5% | 0% | was cash: | 27.2% | 0% | ||
was stocks: | 29.4% | 51.1% | was stocks: | 55.1% | 17.7% | ||
48.9% | 51.1% | bearish | 82.3% | 17.7% | bullish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 26.3% | 49.4% | was cash: | 19.6% | 42% | ||
was stocks: | 0% | 24.3% | was stocks: | 38.4% | 0% | ||
26.3% | 73.7% | bullish | 58% | 42% | 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.
Monday, May 18, 2020
Models In Agreement 85% - Bull Time
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment