Monte Carlo | QLearning | ||||||
XOP | to cash | to stocks | SPDR S&P Oil & Gas Exploration & Production ETF | XOP | to cash | to stocks | SPDR S&P Oil & Gas Exploration & Production ETF |
was cash | 32.19% | 17.35% | was cash | 0.00% | 0.00% | ||
was stocks | 24.12% | 26.35% | was stocks | 100.00% | 0.00% | ||
56.31% | 43.69% | bearish | 100.00% | 0.00% | bearish | ||
XLE | to cash | to stocks | Energy Select Sector SPDR Fund | XLE | to cash | to stocks | Energy Select Sector SPDR Fund |
was cash | 11.10% | 29.15% | was cash | 0.00% | 7.20% | ||
was stocks | 21.25% | 38.51% | was stocks | 75.65% | 17.15% | ||
32.34% | 67.66% | bullish | 75.65% | 24.35% | bearish | ||
OIH | to cash | to stocks | VanEck Vectors Oil Services ETF | OIH | to cash | to stocks | VanEck Vectors Oil Services ETF |
was cash | 21.80% | 22.93% | was cash | 0.00% | 6.22% | ||
was stocks | 9.86% | 45.41% | was stocks | 49.65% | 44.14% | ||
31.66% | 68.34% | bullish | 49.65% | 50.35% | bullish | ||
XES | to cash | to stocks | SPDR S&P Oil & Gas Equipment & Services ETF | XES | to cash | to stocks | SPDR S&P Oil & Gas Equipment & Services ETF |
was cash | 22.10% | 10.87% | was cash | 0.00% | 6.07% | ||
was stocks | 29.56% | 37.47% | was stocks | 51.42% | 42.51% | ||
51.66% | 48.34% | bearish | 51.42% | 48.58% | bearish | ||
IYE | to cash | to stocks | iShares U.S. Energy ETF | IYE | to cash | to stocks | iShares U.S. Energy ETF |
was cash | 21.30% | 8.89% | was cash | 0.00% | 7.11% | ||
was stocks | 22.68% | 47.14% | was stocks | 67.06% | 25.83% | ||
43.98% | 56.02% | bullish | 67.06% | 32.94% | bearish | ||
FXN | to cash | to stocks | First Trust Energy AlphaDEX Fund | FXN | to cash | to stocks | First Trust Energy AlphaDEX Fund |
was cash | 23.42% | 19.75% | was cash | 0.00% | 6.35% | ||
was stocks | 0.00% | 56.83% | was stocks | 68.25% | 25.41% | ||
23.42% | 76.58% | bullish | 68.25% | 31.75% | bearish | ||
IXC | to cash | to stocks | iShares Global Energy ETF | IXC | to cash | to stocks | iShares Global Energy ETF |
was cash | 20.77% | 30.74% | was cash | 0.00% | 14.51% | ||
was stocks | 0.00% | 48.49% | was stocks | 67.82% | 17.67% | ||
20.77% | 79.23% | bullish | 67.82% | 32.18% | bearish | ||
VDE | to cash | to stocks | Vanguard Energy ETF | VDE | to cash | to stocks | Vanguard Energy ETF |
was cash | 32.05% | 29.63% | was cash | 0.00% | 7.00% | ||
was stocks | 0.00% | 38.33% | was stocks | 76.25% | 16.75% | ||
32.05% | 67.95% | bullish | 76.25% | 23.75% | bearish | ||
FENY | to cash | to stocks | Fidelity MSCI Energy Index ETF | FENY | to cash | to stocks | Fidelity MSCI Energy Index ETF |
was cash | 32.20% | 8.80% | was cash | 0.00% | 0.00% | ||
was stocks | 23.04% | 35.96% | was stocks | 67.25% | 32.75% | ||
55.24% | 44.76% | bearish | 67.25% | 32.75% | bearish | ||
FCG | to cash | to stocks | First Trust ISE-Revere Natural Gas Index Fund | FCG | to cash | to stocks | First Trust ISE-Revere Natural Gas Index Fund |
was cash | 22.52% | 21.33% | was cash | 0.00% | 0.00% | ||
was stocks | 9.99% | 46.16% | was stocks | 74.46% | 25.54% | ||
32.51% | 67.49% | bullish | 74.46% | 25.54% | bearish |
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Wednesday, January 23, 2019
More Bearish Calls Than Bullish Ones
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