Monte Carlo | QLearning | ||||||
was cash | 59.72% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 7.68% | 32.60% | was stocks | 86.52% | 13.48% | ||
67.40% | 32.60% | bearish | 86.52% | 13.48% | bearish | ||
XLE | to cash | to stocks | Energy Select Sector SPDR Fund | XLE | to cash | to stocks | Energy Select Sector SPDR Fund |
was cash | 9.14% | 17.06% | was cash | 0.00% | 0.00% | ||
was stocks | 40.12% | 33.68% | was stocks | 20.69% | 79.31% | ||
49.26% | 50.74% | bullish | 20.69% | 79.31% | bullish | ||
OIH | to cash | to stocks | VanEck Vectors Oil Services ETF | OIH | to cash | to stocks | VanEck Vectors Oil Services ETF |
was cash | 19.46% | 13.56% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 66.98% | was stocks | 7.32% | 92.68% | ||
19.46% | 80.54% | bullish | 7.32% | 92.68% | 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 | 17.43% | 6.86% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 75.71% | was stocks | 0.00% | 100.00% | ||
17.43% | 82.57% | bullish | 0.00% | 100.00% | bullish | ||
IYE | to cash | to stocks | iShares U.S. Energy ETF | IYE | to cash | to stocks | iShares U.S. Energy ETF |
was cash | 18.24% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 47.88% | 33.88% | was stocks | 28.91% | 71.09% | ||
66.12% | 33.88% | bearish | 28.91% | 71.09% | bullish | ||
FXN | to cash | to stocks | First Trust Energy AlphaDEX Fund | FXN | to cash | to stocks | First Trust Energy AlphaDEX Fund |
was cash | 32.65% | 8.22% | was cash | 0.00% | 0.00% | ||
was stocks | 15.29% | 43.85% | was stocks | 64.72% | 35.28% | ||
47.94% | 52.06% | bullish | 64.72% | 35.28% | bearish | ||
IXC | to cash | to stocks | iShares Global Energy ETF | IXC | to cash | to stocks | iShares Global Energy ETF |
was cash | 16.93% | 0.00% | was cash | 0.00% | 0.00% | ||
was stocks | 16.17% | 66.90% | was stocks | 15.14% | 84.86% | ||
33.10% | 66.90% | bullish | 15.14% | 84.86% | bullish | ||
VDE | to cash | to stocks | Vanguard Energy ETF | VDE | to cash | to stocks | Vanguard Energy ETF |
was cash | 18.02% | 7.77% | was cash | 0.00% | 0.00% | ||
was stocks | 40.36% | 33.86% | was stocks | 28.79% | 71.21% | ||
58.37% | 41.63% | bearish | 28.79% | 71.21% | bullish | ||
FENY | to cash | to stocks | Fidelity MSCI Energy Index ETF | FENY | to cash | to stocks | Fidelity MSCI Energy Index ETF |
was cash | 18.43% | 8.94% | was cash | 0.00% | 0.00% | ||
was stocks | 38.61% | 34.03% | was stocks | 35.35% | 64.65% | ||
57.03% | 42.97% | bearish | 35.35% | 64.65% | 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 | 17.17% | 33.41% | was cash | 23.48% | 0.00% | ||
was stocks | 9.34% | 40.08% | was stocks | 61.26% | 15.26% | ||
26.51% | 73.49% | bullish | 84.74% | 15.26% | 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, February 6, 2019
More Bullish Than Bearish for Energy.
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