Output fromYet Another New ML Program Showing Estimated 1 Day Change In Selected Leveraged ETFs.

Taking the state table program, posted earlier this week, I created 5 state table classes

1. Three Moving Averages.
2. MACD
3. Bollinger Bands
4. Three PSARs
5. a combination of the first 4.

The state value is the average of the 1 day % percentage change using the  modified Bellman equation.  See source code.

With the exception of #5 I found the optimal parameters for each of the state tables for each of the leveraged ETFs I follow.

The 5th table uses the four but is not optimized.  The states for this table is the buy/sell indicator from the 4.

Here's tonight's results sorted by the #5 state's output.  This algorithm looks ahead 1 day.

LABD	Buy	1.0086	Sell	0.9997	Buy	1.0079	Buy	1.0064	Buy	1.0151
LBJ	Buy	1.0118	Buy	1.0021	Buy	1.0064	Buy	1.0018	Buy	1.0142
DSLV	Buy	1.0042	Sell	0.9987	Buy	1.0023	Buy	1.015	Buy	1.011
GUSH	Buy	1.0008	Buy	1.0021	Buy	1.0036	Sell	0.9932	Buy	1.0106
DTO	Buy	1.0068	Buy	1.0035	Buy	1.0076	Buy	1.0029	Buy	1.0094
EURL	Buy	1.0043	Buy	1.0013	Buy	1.0059	Buy	1.0057	Buy	1.0075
SOXL	Buy	1.0048	Buy	1.0019	Buy	1.0047	Buy	1.0074	Buy	1.0074
URTY	Buy	1.0041	Sell	0.9997	Buy	1.0033	Buy	1.0031	Buy	1.0064
SRS	Buy	1.0014	Sell	0.9996	Buy	1.0035	Buy	1.0026	Buy	1.0062
INDL	Sell	0.9995	Buy	1.0019	Buy	1.0039	Buy	1.003	Buy	1.006
TMV	Buy	1.0046	Sell	0.9983	Buy	1	Buy	1.0004	Buy	1.0056
DUG	Buy	1.0021	Buy	1.0006	Buy	1.0027	Sell	0.997	Buy	1.0052
FAZ	Buy	1.0029	Sell	0.9965	Sell	0.9978	Buy	1.0046	Buy	1.0044
YANG	Sell	0.9986	Sell	0.9986	Buy	1.0039	Buy	1.0046	Buy	1.0044
EEV	Buy	1.0048	Sell	0.9993	Buy	1.0034	Sell	0.9969	Buy	1.0042
YINN	Buy	1.0072	Buy	1.0011	Buy	1.0057	Sell	0.9994	Buy	1.0039
UDOW	Buy	1.0007	Buy	1.0008	Buy	1.0024	Buy	1.0006	Buy	1.0038
UYG	Buy	1.0017	Buy	1.0026	Buy	1.0005	Buy	1.004	Buy	1.0038
BDCL	Buy	1.0017	Buy	1.0009	Buy	1.0003	Sell	0.9995	Buy	1.0037
SPXL	Buy	1.0008	Buy	1.0001	Buy	1.0049	Buy	1.0022	Buy	1.0036
CURE	Buy	1.0033	Buy	1.0006	Buy	1.0019	Sell	0.9994	Buy	1.0035
SVXY	Buy	1.0011	Buy	1.0029	Sell	0.9956	Buy	1.0065	Buy	1.0035
TNA	Buy	1.0079	Sell	0.9997	Buy	1.0021	Sell	0.9983	Buy	1.0035
VIXM	Sell	0.9972	Sell	0.9984	Buy	1.0017	Buy	1.0007	Buy	1.0035
AGQ	Sell	0.9993	Buy	1.0003	Buy	1.007	Buy	1.0058	Buy	1.0033
TWM	Buy	1.002	Buy	1.0003	Sell	0.9984	Buy	1.0028	Buy	1.003
UGL	Buy	1.0007	Sell	0.9991	Buy	1.0052	Buy	1.0053	Buy	1.0027
DRV	Sell	0.9984	Sell	0.999	Buy	1.0046	Buy	1.0051	Buy	1.0023
BIS	Sell	0.9985	Sell	0.9999	Buy	1.0003	Buy	1.0008	Buy	1.0022
ERX	Buy	1.0016	Sell	0.9993	Sell	0.9944	Sell	0.9948	Buy	1.0019
UWM	Buy	1.0009	Sell	0.9998	Buy	1.0021	Sell	0.9989	Buy	1.0018
NUGT	Sell	0.9978	Sell	0.9995	Sell	0.9963	Buy	1.0368	Buy	1.0017
PSQ	Sell	1	Sell	0.9994	Buy	1.0007	Sell	0.9989	Buy	1.0015
TECL	Buy	1.0046	Buy	1.0001	Sell	0.9983	Buy	1.0024	Buy	1.0014
CEFL	Buy	1.0034	Sell	0.9986	Buy	1.0008	Sell	0.9964	Buy	1.001
MVV	Sell	0.9996	Buy	1.0002	Buy	1.0006	Buy	1.002	Buy	1.001
QLD	Buy	1.003	Buy	1.0005	Buy	1.0055	Sell	0.9987	Buy	1.001
GASX	Buy	1.0042	Buy	1.0018	Buy	1.0031	Sell	0.9855	Buy	1.0008
GLL	Buy	1.0009	Buy	1.0007	Sell	0.9987	Buy	1.0018	Buy	1.0008
UST	Buy	1.0009	Buy	1	Buy	1.0004	Sell	0.9992	Buy	1.0008
DXD	Buy	1.0003	Sell	0.9995	Sell	0.9977	Sell	0.9978	Buy	1.0005
MIDU	Buy	1.0078	Buy	1.0007	Sell	0.9986	Sell	0.9967	Buy	1.0005
MORL	Sell	0.9975	Buy	1.001	Buy	1.0027	Buy	1.0037	Buy	1.0005
TMF	Sell	0.9985	Buy	1.0008	Buy	1.001	Buy	1.0026	Buy	1.0005
SDOW	Buy	1.005	Sell	0.9992	Sell	0.9974	Sell	0.997	Buy	1.0003
SSO	Sell	0.999	Buy	1.0004	Buy	1.0035	Buy	1.0018	Buy	1.0003
TECS	Sell	0.9962	Sell	0.9989	Buy	1.0024	Sell	0.9988	Buy	1
DOG	Buy	1.0016	Sell	0.9997	Sell	0.9989	Sell	0.9984	Sell	0.9999
RWM	Buy	1.0006	Sell	1	Sell	0.999	Sell	0.999	Sell	0.9999
UPRO	Sell	0.9976	Buy	1.0002	Buy	1.0019	Buy	1.003	Sell	0.9999
SQQQ	Buy	1.0114	Sell	0.9986	Sell	0.9991	Buy	1.001	Sell	0.9998
TZA	Sell	0.9979	Buy	1.0005	Sell	0.997	Buy	1.005	Sell	0.9998
EDC	Sell	0.9907	Sell	0.9997	Buy	1.0016	Buy	1.0035	Sell	0.9994
TBT	Buy	1.0009	Sell	0.999	Sell	0.9997	Sell	0.9993	Sell	0.9994
DGP	Sell	0.9984	Sell	0.9988	Buy	1.0009	Buy	1.0053	Sell	0.9993
SPXU	Buy	1.0018	Sell	0.9994	Sell	0.9981	Sell	0.9976	Sell	0.9993
PST	Sell	0.9984	Sell	0.9998	Sell	0.999	Buy	1.0004	Sell	0.9992
SH	Buy	1.0005	Sell	0.9998	Sell	0.9995	Sell	0.9983	Sell	0.9991
TBF	Sell	0.9984	Sell	0.9994	Sell	0.9995	Sell	1	Sell	0.9985
USLV	Buy	1.0019	Buy	1.0003	Sell	0.9979	Sell	0.9946	Sell	0.9985
EPV	Buy	1.0005	Buy	1.0012	Sell	0.9974	Sell	0.9933	Sell	0.9984
SKF	Sell	0.9995	Sell	0.9982	Sell	0.9988	Buy	1.0019	Sell	0.9982
ERY	Sell	0.998	Sell	0.9975	Buy	1.0039	Sell	0.9988	Sell	0.9979
EUM	Sell	0.9942	Sell	0.9998	Sell	0.9991	Sell	0.998	Sell	0.9979
UGAZ	Sell	0.9916	Sell	0.9987	Buy	1.0074	Sell	0.9941	Sell	0.9978
FXP	Sell	0.9999	Sell	0.999	Buy	1.0032	Sell	0.9964	Sell	0.9977
DRN	Buy	1.005	Buy	1.0011	Sell	0.9948	Sell	0.9995	Sell	0.9975
URE	Buy	1.0008	Buy	1.0017	Sell	0.9961	Sell	0.9945	Sell	0.9975
DDM	Sell	0.9985	Buy	1.0007	Buy	1.0011	Buy	1.0005	Sell	0.9973
RETL	Sell	0.9979	Buy	1.0007	Sell	0.9988	Buy	1.0014	Sell	0.9969
UBIO	Sell	0.9899	Sell	0.9989	Buy	1.0028	Sell	0.9945	Sell	0.9968
SDS	Sell	1	Sell	0.9996	Sell	0.9998	Sell	0.9994	Sell	0.9966
SCO	Buy	1.0092	Buy	1.0012	Sell	0.9938	Sell	0.9953	Sell	0.9965
SRTY	Sell	0.9874	Buy	1.0009	Sell	0.9966	Buy	1.0047	Sell	0.9964
DGLD	Buy	1.0016	Buy	1.0012	Sell	0.9986	Sell	0.9988	Sell	0.9963
RUSS	Buy	1.0001	Sell	0.9992	Sell	0.9982	Buy	1.0033	Sell	0.9963
QID	Sell	0.9985	Sell	0.9994	Sell	0.998	Sell	0.9967	Sell	0.996
SPXS	Sell	0.9975	Sell	0.9989	Sell	0.9987	Sell	0.9969	Sell	0.996
UCO	Sell	0.9912	Sell	0.9967	Sell	0.9953	Buy	1.0108	Sell	0.996
YCS	Sell	0.998	Sell	0.9998	Sell	0.9992	Sell	0.9978	Sell	0.996
BZQ	Buy	1.0039	Sell	0.9995	Sell	0.9959	Sell	0.9968	Sell	0.9959
JDST	Buy	1.0023	Sell	0.9983	Sell	0.9984	Sell	0.9925	Sell	0.9957
MIDZ	Buy	1.0012	Sell	0.9946	Sell	0.9981	Sell	0.9928	Sell	0.9957
DIG	Sell	0.9942	Sell	0.9997	Sell	0.9978	Sell	0.9968	Sell	0.9955
TTT	Sell	0.9967	Sell	0.9981	Sell	0.9989	Sell	0.9995	Sell	0.9955
EDZ	Sell	0.9989	Sell	0.999	Buy	1.002	Sell	0.9889	Sell	0.9954
FAS	Sell	0.9985	Buy	1.0023	Buy	1.0034	Sell	0.9985	Sell	0.9954
TQQQ	Sell	0.9995	Buy	1.0019	Sell	0.9957	Sell	0.9995	Sell	0.9952
VIXY	Sell	0.998	Sell	0.9976	Sell	0.9973	Sell	0.9896	Sell	0.9948
DUST	Buy	1.0045	Sell	0.9961	Sell	0.9963	Sell	0.9957	Sell	0.9947
EUO	Sell	0.9985	Sell	0.9992	Buy	1.0014	Sell	0.9995	Sell	0.9943
ZSL	Sell	0.9981	Buy	1.0001	Sell	0.9965	Sell	0.9971	Sell	0.9943
LABU	Buy	1.0023	Buy	1.003	Sell	0.9917	Sell	0.9848	Sell	0.9942
SOXS	Sell	0.9971	Sell	0.9968	Sell	0.997	Sell	1	Sell	0.9937
BIB	Sell	0.9893	Buy	1.0001	Sell	0.9984	Sell	0.9981	Sell	0.9936
BOIL	Sell	0.9989	Sell	0.9975	Sell	0.9974	Sell	0.99	Sell	0.9921
UGLD	Sell	0.9982	Sell	0.9987	Sell	0.9964	Buy	1.0235	Sell	0.9916
TVIZ	Sell	0.9895	Sell	0.9938	Sell	0.9978	Sell	0.9865	Sell	0.9914
RUSL	Sell	0.9978	Buy	1.004	Sell	0.9984	Sell	0.9944	Sell	0.9912
CHAU	Sell	0.9983	Sell	0.9997	Sell	0.9967	Buy	1.0042	Sell	0.9905
TVIX	Sell	0.976	Sell	0.9947	Sell	0.9923	Sell	0.9597	Sell	0.9894
BRZU	Sell	0.9995	Sell	0.9974	Sell	0.9948	Sell	0.9883	Sell	0.988
UVXY	Sell	0.9929	Sell	0.9935	Sell	0.9902	Sell	0.9657	Sell	0.9875
GASL	Sell	0.9985	Sell	0.9951	Sell	0.9918	Sell	0.9869	Sell	0.9872
JNUG	Sell	0.9941	Buy	1.0033	Sell	0.987	Sell	0.9881	Sell	0.981
DGAZ	Sell	0.9919	Buy	1.0058	Sell	0.9882	Sell	0.9969	Sell	0.967