Tuesday, January 1, 2019

First Run of the QLearning Modesl Against Energy ETFs and It's Bullish.

This blog was renamed from "Artificial Investor".

This is the first post for Trend Analysis for Energy ETFs,  Where I attempt to get the trend for the top 10 (based on volume on last day of 2018) Energy ETFs.

Using 13 different models based on moving averages, MACDs, RSI, Stochastic and others, I apply a QLearning algorithm to try to determine the future 5 day trend. The algorithm, written in Java, is posted in my other blog  Trend Analysis for SP100 and SP500 ETFs



XOP to cash to stocks SPDR S&P Oil & Gas Exploration & Production ETF
was cash 18.75% 53.13%
was stocks 12.50% 15.63%

31.25% 68.75% bullish




XLE to cash to stocks Energy Select Sector SPDR Fund
was cash 21.88% 56.25%
was stocks 21.88% 0.00%

43.75% 56.25% bullish




OIH to cash to stocks VanEck Vectors Oil Services ETF
was cash 9.38% 40.63%
was stocks 40.63% 9.38%

50.00% 50.00% toss up




XES to cash to stocks SPDR S&P Oil & Gas Equipment & Services ETF
was cash 12.50% 68.75%
was stocks 12.50% 6.25%

25.00% 75.00% bullish




IYE to cash to stocks iShares U.S. Energy ETF
was cash 3.13% 65.63%
was stocks 31.25% 0.00%

34.38% 65.63% bullish




FXN to cash to stocks First Trust Energy AlphaDEX Fund
was cash 12.50% 46.88%
was stocks 31.25% 9.38%

43.75% 56.25% bullish




IXC to cash to stocks iShares Global Energy ETF
was cash 6.25% 65.63%
was stocks 21.88% 6.25%

28.13% 71.88% bullish




VDE to cash to stocks Vanguard Energy ETF
was cash 9.38% 59.38%
was stocks 31.25% 0.00%

40.63% 59.38% bullish




FENY to cash to stocks Fidelity MSCI Energy Index ETF
was cash 15.63% 50.00%
was stocks 34.38% 0.00%

50.00% 50.00% toss up




FCG to cash to stocks First Trust ISE-Revere Natural Gas Index Fund
was cash 25.00% 40.63%
was stocks 25.00% 9.38%

50.00% 50.00% toss up

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