Monte Carlo | Qlearning | ||||||
OEF iShares SP100 | to cash | to stocks | OEF iShares SP100 | to cash | to stocks | ||
was cash: | 15% | 0% | was cash: | 0% | 0% | ||
was stocks: | 15.2% | 69.8% | was stocks: | 14.2% | 85.8% | ||
30.2% | 69.8% | bullish | 14.2% | 85.8% | bullish | ||
QQQ Invesco QQQ | to cash | to stocks | QQQ Invesco QQQ | to cash | to stocks | ||
was cash: | 30.8% | 17.7% | was cash: | 31.1% | 16.6% | ||
was stocks: | 0% | 51.5% | was stocks: | 27.1% | 25.2% | ||
30.8% | 69.2% | bullish | 58.2% | 41.8% | bearish | ||
TQQQ ProShr UltraPro QQQ | to cash | to stocks | TQQQ ProShr UltraPro QQQ | to cash | to stocks | ||
was cash: | 26.7% | 17.5% | was cash: | 36.5% | 27.5% | ||
was stocks: | 0% | 55.8% | was stocks: | 6.5% | 29.5% | ||
26.7% | 73.3% | bullish | 43% | 57% | bullish | ||
SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | SQQQ ProShr UltraPro Short QQQ | to cash | to stocks | ||
was cash: | 27.9% | 10.4% | was cash: | 39.4% | 7.6% | ||
was stocks: | 42.7% | 19% | was stocks: | 0% | 52.9% | ||
70.7% | 29.3% | bullish | 39.4% | 60.6% | bearish | ||
QLD ProShr Ultra QQQ | to cash | to stocks | QLD ProShr Ultra QQQ | to cash | to stocks | ||
was cash: | 11.9% | 0% | was cash: | 30.7% | 11.9% | ||
was stocks: | 0% | 88.1% | was stocks: | 32.7% | 24.8% | ||
11.9% | 88.1% | bullish | 63.4% | 36.6% | bearish | ||
QID ProShr UltraShort QQQ | to cash | to stocks | QID ProShr UltraShort QQQ | to cash | to stocks | ||
was cash: | 13.3% | 20% | was cash: | 45.7% | 13.2% | ||
was stocks: | 40.2% | 26.5% | was stocks: | 0% | 41.1% | ||
53.5% | 46.5% | bullish | 45.7% | 54.3% | bearish | ||
SPY SPDR SP500 | to cash | to stocks | SPY SPDR SP500 | to cash | to stocks | ||
was cash: | 31.5% | 0% | was cash: | 14% | 38.2% | ||
was stocks: | 0% | 68.5% | was stocks: | 0% | 47.7% | ||
31.5% | 68.5% | bullish | 14% | 86% | bullish | ||
SPXL Drxn SP500 Bull 3X | to cash | to stocks | SPXL Drxn SP500 Bull 3X | to cash | to stocks | ||
was cash: | 8.7% | 35.7% | was cash: | 8.8% | 28.5% | ||
was stocks: | 0% | 55.6% | was stocks: | 19.4% | 43.4% | ||
8.7% | 91.3% | bullish | 28.2% | 71.8% | bullish | ||
SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | SPXS Drxn Daily SP500 Bear 3X | to cash | to stocks | ||
was cash: | 14.4% | 0% | was cash: | 45.2% | 0% | ||
was stocks: | 18.8% | 66.8% | was stocks: | 35.4% | 19.4% | ||
33.2% | 66.8% | bearish | 80.6% | 19.4% | bullish | ||
UPRO ProShr UltraPro SP500 | to cash | to stocks | UPRO ProShr UltraPro SP500 | to cash | to stocks | ||
was cash: | 22.2% | 52.2% | was cash: | 10.4% | 34.7% | ||
was stocks: | 0% | 25.7% | was stocks: | 0% | 54.9% | ||
22.2% | 77.8% | bullish | 10.4% | 89.6% | 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.
Sunday, July 19, 2020
Looking Very Green for the S&P's
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