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 | 19.14% | 48.38% | was cash | 57.45% | 0.00% | ||
was stocks | 9.13% | 23.35% | was stocks | 42.55% | 0.00% | ||
28.27% | 71.73% | bullish | 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 | 32.77% | 15.82% | was cash | 0.00% | 0.00% | ||
was stocks | 16.76% | 34.65% | was stocks | 79.80% | 20.20% | ||
49.53% | 50.47% | bullish | 79.80% | 20.20% | bearish | ||
OIH | to cash | to stocks | VanEck Vectors Oil Services ETF | OIH | to cash | to stocks | VanEck Vectors Oil Services ETF |
was cash | 19.36% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 33.65% | 46.99% | was stocks | 61.84% | 38.16% | ||
53.01% | 46.99% | bearish | 61.84% | 38.16% | bearish | ||
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 | 17.40% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 16.58% | 66.03% | was stocks | 78.77% | 21.23% | ||
33.97% | 66.03% | bullish | 78.77% | 21.23% | bearish | ||
IYE | to cash | to stocks | iShares U.S. Energy ETF | IYE | to cash | to stocks | iShares U.S. Energy ETF |
was cash | 49.36% | 16.43% | was cash | 0.00% | 0.00% | ||
was stocks | 15.28% | 18.93% | was stocks | 78.72% | 21.28% | ||
64.64% | 35.36% | bearish | 78.72% | 21.28% | bearish | ||
FXN | to cash | to stocks | First Trust Energy AlphaDEX Fund | FXN | to cash | to stocks | First Trust Energy AlphaDEX Fund |
was cash | 25.38% | 22.27% | was cash | 30.61% | 0.00% | ||
was stocks | 9.80% | 42.55% | was stocks | 69.39% | 0.00% | ||
35.18% | 64.82% | bullish | 100.00% | 0.00% | bearish | ||
IXC | to cash | to stocks | iShares Global Energy ETF | IXC | to cash | to stocks | iShares Global Energy ETF |
was cash | 25.23% | 7.74% | was cash | 0.00% | 0.00% | ||
was stocks | 25.54% | 41.49% | was stocks | 92.81% | 7.19% | ||
50.76% | 49.24% | bearish | 92.81% | 7.19% | bearish | ||
VDE | to cash | to stocks | Vanguard Energy ETF | VDE | to cash | to stocks | Vanguard Energy ETF |
was cash | 32.78% | 25.10% | was cash | 0.00% | 0.00% | ||
was stocks | 23.38% | 18.74% | was stocks | 78.89% | 21.11% | ||
56.16% | 43.84% | bearish | 78.89% | 21.11% | bearish | ||
FENY | to cash | to stocks | Fidelity MSCI Energy Index ETF | FENY | to cash | to stocks | Fidelity MSCI Energy Index ETF |
was cash | 40.41% | 16.13% | was cash | 0.00% | 0.00% | ||
was stocks | 15.25% | 28.20% | was stocks | 78.65% | 21.35% | ||
55.67% | 44.33% | bearish | 78.65% | 21.35% | 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 | 18.92% | 7.08% | was cash | 73.83% | 0.00% | ||
was stocks | 18.67% | 55.33% | was stocks | 26.17% | 0.00% | ||
37.59% | 62.41% | bullish | 100.00% | 0.00% | bearish |
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Thursday, February 7, 2019
Models Now More Bearish Than Bullish
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment