Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 35.1% | 0% | was cash: | 27.1% | 42.8% | ||
was stocks: | 0% | 64.9% | was stocks: | 0% | 30.2% | ||
35.1% | 64.9% | bullish | 27.1% | 72.9% | bullish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 14.1% | 0% | was cash: | 0% | 16.1% | ||
was stocks: | 0% | 85.9% | was stocks: | 13.2% | 70.7% | ||
14.1% | 85.9% | bullish | 13.2% | 86.8% | bullish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 15.2% | 0% | was cash: | 0% | 16.3% | ||
was stocks: | 20.7% | 64% | was stocks: | 0% | 83.7% | ||
36% | 64% | bullish | 0% | 100% | bullish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 62.4% | 27.7% | was cash: | 63.6% | 36.4% | ||
was stocks: | 0% | 9.8% | was stocks: | 0% | 0% | ||
62.4% | 37.6% | bullish | 63.6% | 36.4% | bullish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 16% | 0% | was cash: | 0% | 0% | ||
was stocks: | 18.3% | 65.7% | was stocks: | 30% | 70% | ||
34.3% | 65.7% | bullish | 30% | 70% | bullish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 75.9% | 0% | was cash: | 67.2% | 16.9% | ||
was stocks: | 0% | 24.1% | was stocks: | 15.9% | 0% | ||
75.9% | 24.1% | bullish | 83.1% | 16.9% | bullish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 15.9% | 16.4% | was cash: | 13.6% | 41.1% | ||
was stocks: | 0% | 67.7% | was stocks: | 30.6% | 14.7% | ||
15.9% | 84.1% | bullish | 44.2% | 55.8% | bullish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 11.5% | 12.6% | was cash: | 9.2% | 29.5% | ||
was stocks: | 56.1% | 19.8% | was stocks: | 27.8% | 33.5% | ||
67.6% | 32.4% | bearish | 37% | 63% | bullish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 21% | 0% | was cash: | 9.1% | 14.4% | ||
was stocks: | 14.2% | 64.8% | was stocks: | 58.9% | 17.7% | ||
35.2% | 64.8% | bearish | 67.9% | 32.1% | bullish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 12.2% | 24.8% | was cash: | 17.7% | 27.5% | ||
was stocks: | 42.2% | 20.8% | was stocks: | 32% | 22.7% | ||
54.4% | 45.6% | bearish | 49.7% | 50.3% | 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, June 24, 2020
Most Models Are Bullish Except A Few of the SP500 Related ETFs.
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