| 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 | 42.74% | 9.06% | was cash | 4.51% | 4.35% | ||
| was stocks | 23.47% | 24.74% | was stocks | 0.00% | 91.13% | ||
| 66.21% | 33.79% | bearish | 4.51% | 95.49% | bullish | ||
| XLE | to cash | to stocks | Energy Select Sector SPDR Fund | XLE | to cash | to stocks | Energy Select Sector SPDR Fund |
| was cash | 26.81% | 7.21% | was cash | 0.00% | 0.00% | ||
| was stocks | 23.73% | 42.24% | was stocks | 0.00% | 100.00% | ||
| 50.55% | 49.46% | bearish | 0.00% | 100.00% | bullish | ||
| OIH | to cash | to stocks | VanEck Vectors Oil Services ETF | OIH | to cash | to stocks | VanEck Vectors Oil Services ETF |
| was cash | 43.17% | 0.00% | was cash | 6.20% | 22.58% | ||
| was stocks | 6.80% | 50.03% | was stocks | 0.00% | 71.21% | ||
| 49.97% | 50.03% | bullish | 6.20% | 93.80% | 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 | 42.76% | 14.08% | was cash | 5.84% | 9.80% | ||
| was stocks | 14.55% | 28.62% | was stocks | 8.04% | 76.32% | ||
| 57.31% | 42.70% | bearish | 13.88% | 86.12% | bullish | ||
| IYE | to cash | to stocks | iShares U.S. Energy ETF | IYE | to cash | to stocks | iShares U.S. Energy ETF |
| was cash | 18.40% | 31.77% | was cash | 0.00% | 6.36% | ||
| was stocks | 30.94% | 18.90% | was stocks | 0.00% | 93.64% | ||
| 49.33% | 50.67% | bullish | 0.00% | 100.00% | bullish | ||
| FXN | to cash | to stocks | First Trust Energy AlphaDEX Fund | FXN | to cash | to stocks | First Trust Energy AlphaDEX Fund |
| was cash | 32.73% | 9.31% | was cash | 0.00% | 16.32% | ||
| was stocks | 22.95% | 35.01% | was stocks | 0.00% | 83.68% | ||
| 55.68% | 44.32% | bearish | 0.00% | 100.00% | bullish | ||
| IXC | to cash | to stocks | iShares Global Energy ETF | IXC | to cash | to stocks | iShares Global Energy ETF |
| was cash | 9.13% | 33.32% | was cash | 6.99% | 21.19% | ||
| was stocks | 30.59% | 26.96% | was stocks | 0.00% | 71.82% | ||
| 39.72% | 60.28% | bullish | 6.99% | 93.01% | bullish | ||
| VDE | to cash | to stocks | Vanguard Energy ETF | VDE | to cash | to stocks | Vanguard Energy ETF |
| was cash | 26.34% | 32.00% | was cash | 0.00% | 6.35% | ||
| was stocks | 22.93% | 18.73% | was stocks | 0.00% | 93.65% | ||
| 49.27% | 50.73% | bullish | 0.00% | 100.00% | bullish | ||
| FENY | to cash | to stocks | Fidelity MSCI Energy Index ETF | FENY | to cash | to stocks | Fidelity MSCI Energy Index ETF |
| was cash | 18.60% | 32.84% | was cash | 0.00% | 0.00% | ||
| was stocks | 29.55% | 19.01% | was stocks | 0.00% | 100.00% | ||
| 48.15% | 51.85% | bullish | 0.00% | 100.00% | bullish | ||
| 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 | 35.80% | 9.74% | was cash | 17.29% | 10.40% | ||
| was stocks | 38.10% | 16.35% | was stocks | 0.00% | 72.32% | ||
| 73.91% | 26.09% | bearish | 17.29% | 82.71% | bullish | ||
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Saturday, February 16, 2019
A Mixed Call
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