sym | Day1 | Day2 | Day3 | Day4 | Day5 | Day6 | Day7 | Day8 | Day9 | Day10 | Average |
JNUG | 0.06 | 0.03 | 0.06 | 0.04 | 0.21 | 0.16 | 0.23 | 0.07 | 0.19 | 0.22 | 0.13 |
USLV | 0.01 | 0.06 | 0 | 0.09 | 0.14 | 0.17 | 0.14 | 0.14 | 0.18 | 0.15 | 0.11 |
GASL | 0.03 | 0.04 | 0.03 | 0.08 | 0.13 | 0.1 | 0.12 | 0.11 | 0.15 | 0.13 | 0.09 |
AGQ | 0.01 | 0.03 | 0.04 | 0.02 | 0.08 | 0.09 | 0.09 | 0.09 | 0.1 | 0.13 | 0.07 |
YINN | 0 | 0.01 | 0.02 | 0.04 | 0.05 | 0.06 | 0.07 | 0.08 | 0.09 | 0.11 | 0.05 |
BRZU | 0.03 | -0.04 | 0.06 | 0.03 | 0.06 | 0.02 | 0.08 | 0.07 | 0.04 | 0.06 | 0.04 |
KORU | 0 | 0 | 0.02 | 0.02 | 0.05 | 0.05 | 0.06 | 0.06 | 0.06 | 0.06 | 0.04 |
SOXL | -0.02 | 0.02 | 0.02 | 0.03 | 0.03 | 0.05 | 0.07 | 0.07 | 0.1 | 0.07 | 0.04 |
UGLD | -0.01 | 0.01 | 0.03 | 0.05 | 0.05 | 0.06 | 0.05 | 0.06 | 0.07 | 0.06 | 0.04 |
BDD | 0 | 0.01 | 0.02 | 0.05 | 0.02 | 0.03 | 0.03 | 0.05 | 0.07 | 0.06 | 0.03 |
DRV | 0 | 0.02 | 0.02 | 0.03 | 0.04 | 0.04 | 0.03 | 0.04 | 0.06 | 0.03 | 0.03 |
DZK | 0 | 0.01 | 0.01 | 0.02 | 0.02 | 0.03 | 0.05 | 0.05 | 0.05 | 0.05 | 0.03 |
EDC | 0.01 | 0 | 0.01 | 0.01 | 0.02 | 0.04 | 0.05 | 0.05 | 0.06 | 0.05 | 0.03 |
INDL | -0.01 | -0.01 | 0.01 | 0.01 | 0.02 | 0.04 | 0.06 | 0.04 | 0.05 | 0.04 | 0.03 |
KOLD | 0.01 | 0.03 | 0.01 | 0.03 | 0.03 | 0.02 | 0.04 | 0.03 | 0.04 | 0.04 | 0.03 |
MIDU | 0 | 0 | 0.02 | 0.04 | 0.04 | 0.04 | 0.03 | 0.05 | 0.04 | 0.05 | 0.03 |
RUSS | -0.01 | -0.01 | 0.02 | 0.04 | 0.06 | 0.04 | 0.05 | 0.05 | 0.02 | 0.04 | 0.03 |
TECL | 0 | 0 | 0.01 | 0.02 | 0.02 | 0.04 | 0.03 | 0.03 | 0.04 | 0.05 | 0.03 |
TQQQ | 0 | 0.01 | 0.02 | 0.02 | 0.02 | 0.03 | 0.04 | 0.04 | 0.04 | 0.05 | 0.03 |
UCC | 0 | 0.01 | 0.02 | 0.02 | 0.02 | 0.03 | 0.04 | 0.04 | 0.04 | 0.05 | 0.03 |
UGAZ | -0.02 | 0.03 | 0.03 | 0.04 | 0.02 | 0 | 0.03 | 0.08 | 0.02 | 0.04 | 0.03 |
UGL | 0 | 0.01 | 0.02 | 0.02 | 0.03 | 0.04 | 0.04 | 0.05 | 0.04 | 0.04 | 0.03 |
UVXY | -0.01 | 0.02 | 0.04 | 0.04 | 0.02 | 0.03 | 0.02 | 0.01 | 0.05 | 0.03 | 0.03 |
UXI | 0 | 0.01 | 0.02 | 0.03 | 0.03 | 0.03 | 0.03 | 0.04 | 0.03 | 0.04 | 0.03 |
BIS | -0.01 | 0.01 | 0.01 | 0.01 | 0.02 | 0.03 | 0.01 | 0.04 | 0.04 | 0.05 | 0.02 |
BOIL | -0.01 | 0 | 0.03 | 0.02 | 0.03 | 0 | 0.04 | 0.03 | 0.02 | 0.04 | 0.02 |
DUG | 0 | 0.01 | 0 | 0.02 | 0.02 | 0.02 | 0.01 | 0.03 | 0.02 | 0.04 | 0.02 |
EET | 0 | -0.01 | 0 | 0 | 0.02 | 0.03 | 0.03 | 0.03 | 0.03 | 0.03 | 0.02 |
ERY | -0.11 | 0.02 | 0.03 | 0.01 | 0.05 | 0.04 | 0.05 | 0.02 | 0.04 | 0.04 | 0.02 |
FAZ | 0 | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 | 0.03 | 0.02 | 0.01 | 0.02 |
LABU | 0.01 | 0 | -0.01 | 0.04 | 0.05 | 0.07 | 0.06 | -0.02 | 0.01 | 0.05 | 0.02 |
NUGT | -0.01 | 0.06 | -0.03 | -0.01 | 0.04 | 0.02 | 0.06 | 0.01 | 0.02 | 0.04 | 0.02 |
qld* | 0 | 0.01 | 0.01 | 0.02 | 0.02 | 0.02 | 0.03 | 0.03 | 0.04 | 0.04 | 0.02 |
ROM | 0 | 0 | 0 | 0.01 | 0.01 | 0.02 | 0.02 | 0.02 | 0.03 | 0.03 | 0.02 |
SCO | -0.01 | -0.03 | 0.02 | 0.02 | 0.05 | 0.04 | 0.01 | 0.03 | 0.04 | 0.06 | 0.02 |
SVXY | 0.01 | -0.01 | -0.02 | 0 | 0.01 | 0.02 | 0.02 | 0.04 | 0.07 | 0.03 | 0.02 |
UMDD | -0.01 | 0.01 | 0.02 | 0.02 | 0.02 | 0.01 | 0.03 | 0.03 | 0.04 | 0.04 | 0.02 |
CURE | -0.01 | 0.02 | 0.01 | 0.01 | 0 | -0.01 | 0.02 | -0.01 | 0.02 | 0 | 0.01 |
DTO | -0.07 | 0 | 0.03 | 0.01 | 0.04 | 0.02 | 0.02 | 0.02 | 0.04 | 0.03 | 0.01 |
DXD | 0 | 0.01 | 0.01 | 0.01 | 0.01 | 0 | 0 | 0 | 0 | 0.01 | 0.01 |
ERX | 0 | 0 | 0.03 | 0.01 | 0.03 | 0.02 | 0 | 0 | 0.01 | -0.01 | 0.01 |
LABD | 0.04 | -0.01 | 0.01 | -0.01 | -0.02 | 0.04 | -0.02 | 0.04 | 0.08 | -0.03 | 0.01 |
SMN | -0.03 | -0.01 | 0.04 | 0.03 | 0.02 | 0.02 | 0.02 | 0.01 | 0 | -0.02 | 0.01 |
TWM | 0 | 0.01 | 0 | 0.03 | 0.01 | 0 | 0 | 0 | 0.03 | 0.02 | 0.01 |
TZA | 0 | 0.01 | 0.01 | 0 | 0.02 | 0.01 | 0.02 | 0.01 | 0.04 | 0.02 | 0.01 |
BOM | 0 | 0.03 | 0.01 | 0.02 | 0.01 | 0 | -0.02 | -0.02 | -0.04 | -0.02 | 0 |
DDM | 0 | 0 | 0 | 0 | -0.01 | -0.02 | 0 | -0.01 | -0.01 | -0.01 | 0 |
DIG | 0 | 0.01 | 0.02 | 0.01 | 0.01 | 0.01 | 0 | 0 | -0.01 | -0.02 | 0 |
DUST | 0.01 | 0.05 | 0.04 | 0 | 0.01 | 0 | -0.02 | -0.03 | -0.02 | -0.03 | 0 |
EZJ | 0 | -0.01 | -0.01 | -0.01 | -0.01 | 0 | 0 | 0 | -0.01 | 0 | 0 |
RXD | -0.01 | -0.01 | 0.01 | 0 | 0.01 | 0 | 0 | 0.01 | 0 | 0 | 0 |
SAA | -0.01 | 0.01 | 0 | 0 | 0 | -0.02 | -0.02 | 0.01 | 0 | 0 | 0 |
SPUU | 0.01 | 0.01 | 0 | 0 | 0 | 0.01 | -0.01 | 0 | 0 | 0 | 0 |
UCO | -0.01 | 0.02 | 0.01 | 0 | -0.01 | 0 | -0.01 | -0.01 | -0.01 | -0.02 | 0 |
UGE | 0 | 0 | -0.01 | -0.01 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
UPW | 0 | 0 | 0 | 0.01 | 0 | 0 | 0 | 0 | -0.01 | 0 | 0 |
UYM | 0 | -0.02 | -0.03 | -0.01 | -0.01 | 0.01 | 0.01 | 0 | 0.02 | 0.02 | 0 |
FAS | 0 | 0 | -0.01 | -0.02 | -0.02 | 0.01 | 0 | -0.01 | -0.01 | -0.03 | -0.01 |
LBJ | 0.02 | -0.01 | -0.05 | -0.02 | -0.01 | -0.01 | -0.01 | 0.03 | 0 | 0 | -0.01 |
MVV | 0 | -0.02 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.02 | -0.02 | -0.02 | -0.01 |
RXL | 0 | -0.01 | -0.01 | 0 | -0.01 | 0 | 0 | -0.01 | -0.01 | -0.02 | -0.01 |
SDP | 0 | -0.01 | -0.01 | -0.02 | -0.02 | -0.01 | -0.02 | -0.01 | 0 | 0 | -0.01 |
SSO | 0.01 | -0.01 | -0.02 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | 0 | -0.01 |
TBT | 0.01 | -0.01 | 0 | -0.01 | -0.01 | -0.02 | -0.02 | -0.02 | -0.03 | -0.03 | -0.01 |
TVIX | 0.01 | -0.02 | -0.02 | -0.04 | 0.01 | -0.03 | -0.01 | -0.02 | -0.01 | -0.02 | -0.01 |
UDOW | 0 | -0.01 | -0.01 | -0.01 | -0.02 | -0.02 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 |
URE | 0.01 | 0 | -0.01 | -0.02 | -0.02 | -0.01 | -0.01 | -0.02 | -0.02 | -0.02 | -0.01 |
UWM | -0.02 | 0.01 | 0 | -0.03 | -0.01 | -0.01 | -0.01 | 0 | -0.01 | -0.01 | -0.01 |
UYG | 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.02 | -0.02 | -0.01 | -0.01 |
bib* | 0.03 | -0.01 | -0.02 | 0 | -0.04 | -0.03 | -0.03 | -0.03 | -0.03 | -0.03 | -0.02 |
DRN | -0.02 | -0.01 | -0.02 | -0.03 | -0.03 | -0.03 | -0.02 | -0.02 | -0.03 | -0.02 | -0.02 |
QID | 0 | 0 | -0.02 | -0.02 | -0.02 | -0.02 | -0.03 | -0.03 | -0.04 | -0.04 | -0.02 |
RETL | 0.02 | 0 | 0.01 | 0 | 0 | 0 | -0.04 | -0.02 | -0.07 | -0.04 | -0.02 |
SCC | 0 | 0 | -0.01 | -0.02 | -0.02 | -0.03 | -0.03 | -0.03 | -0.03 | -0.03 | -0.02 |
SDS | 0 | 0 | -0.01 | -0.02 | -0.02 | -0.02 | -0.03 | -0.03 | -0.04 | -0.04 | -0.02 |
SPXL | 0 | -0.02 | -0.03 | -0.02 | -0.02 | -0.01 | -0.03 | -0.02 | -0.02 | -0.01 | -0.02 |
tna* | -0.02 | -0.02 | 0 | -0.04 | 0 | -0.04 | 0 | 0 | -0.02 | -0.02 | -0.02 |
UPRO | -0.01 | -0.01 | -0.02 | -0.02 | -0.02 | -0.02 | -0.02 | -0.02 | -0.03 | -0.02 | -0.02 |
URTY | -0.03 | -0.01 | -0.01 | -0.05 | -0.01 | -0.04 | 0 | 0 | -0.03 | -0.01 | -0.02 |
BZQ | -0.01 | -0.01 | -0.02 | -0.01 | -0.01 | -0.02 | -0.05 | -0.06 | -0.05 | -0.04 | -0.03 |
GLL | 0 | -0.01 | -0.02 | -0.03 | -0.03 | -0.05 | -0.05 | -0.05 | -0.05 | -0.04 | -0.03 |
MIDZ | 0 | -0.02 | -0.01 | -0.02 | -0.03 | -0.02 | -0.03 | -0.04 | -0.04 | -0.06 | -0.03 |
REW | 0.02 | -0.01 | -0.02 | -0.03 | -0.03 | -0.03 | -0.03 | -0.04 | -0.04 | -0.04 | -0.03 |
RUSL | 0.01 | -0.04 | -0.04 | -0.04 | -0.02 | -0.04 | -0.04 | -0.01 | -0.05 | -0.04 | -0.03 |
SPXS | 0.01 | -0.01 | 0 | -0.02 | -0.02 | -0.04 | -0.04 | -0.04 | -0.04 | -0.05 | -0.03 |
SQQQ | 0 | -0.01 | -0.02 | -0.03 | -0.02 | -0.03 | -0.04 | -0.04 | -0.04 | -0.05 | -0.03 |
TECS | 0 | -0.02 | -0.03 | -0.03 | -0.04 | -0.04 | -0.04 | -0.05 | -0.06 | -0.05 | -0.03 |
DGLD | 0 | -0.02 | -0.01 | -0.06 | -0.05 | -0.07 | -0.09 | -0.09 | -0.07 | -0.06 | -0.05 |
YANG | 0.01 | 0 | -0.03 | -0.04 | -0.06 | -0.06 | -0.07 | -0.08 | -0.09 | -0.08 | -0.05 |
ZSL | -0.05 | -0.01 | -0.04 | -0.06 | -0.06 | -0.07 | -0.11 | -0.11 | -0.1 | -0.11 | -0.07 |
dslv* | 0 | -0.03 | -0.04 | -0.07 | -0.12 | -0.08 | -0.12 | -0.14 | -0.12 | -0.17 | -0.09 |
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Tuesday, January 24, 2017
Updated Format and Output Using Tuesday's Numbers
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