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 | 26.67% | 16.38% | was cash | 5.45% | 9.17% | ||
was stocks | 8.31% | 48.64% | was stocks | 77.97% | 7.41% | ||
34.98% | 65.02% | bullish | 83.42% | 16.58% | bearish | ||
XLE | to cash | to stocks | Energy Select Sector SPDR Fund | XLE | to cash | to stocks | Energy Select Sector SPDR Fund |
was cash | 24.98% | 24.06% | was cash | 0.00% | 0.00% | ||
was stocks | 7.44% | 43.53% | was stocks | 64.01% | 35.99% | ||
32.42% | 67.59% | bullish | 64.01% | 35.99% | bearish | ||
OIH | to cash | to stocks | VanEck Vectors Oil Services ETF | OIH | to cash | to stocks | VanEck Vectors Oil Services ETF |
was cash | 9.17% | 25.10% | was cash | 11.34% | 5.20% | ||
was stocks | 18.27% | 47.46% | was stocks | 83.46% | 0.00% | ||
27.44% | 72.56% | bullish | 94.80% | 5.20% | 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 | 8.62% | 30.48% | was cash | 4.96% | 5.28% | ||
was stocks | 19.69% | 41.21% | was stocks | 81.89% | 7.88% | ||
28.31% | 71.70% | bullish | 86.84% | 13.16% | bearish | ||
IYE | to cash | to stocks | iShares U.S. Energy ETF | IYE | to cash | to stocks | iShares U.S. Energy ETF |
was cash | 41.08% | 24.10% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 34.82% | was stocks | 79.01% | 20.99% | ||
41.08% | 58.92% | bullish | 79.01% | 20.99% | bearish | ||
FXN | to cash | to stocks | First Trust Energy AlphaDEX Fund | FXN | to cash | to stocks | First Trust Energy AlphaDEX Fund |
was cash | 34.90% | 25.12% | was cash | 10.68% | 11.02% | ||
was stocks | 8.13% | 31.86% | was stocks | 63.25% | 15.06% | ||
43.03% | 56.98% | bullish | 73.93% | 26.07% | bearish | ||
IXC | to cash | to stocks | iShares Global Energy ETF | IXC | to cash | to stocks | iShares Global Energy ETF |
was cash | 8.26% | 16.20% | was cash | 33.06% | 6.40% | ||
was stocks | 0.00% | 75.54% | was stocks | 60.54% | 0.00% | ||
8.26% | 91.74% | bullish | 93.60% | 6.40% | bearish | ||
VDE | to cash | to stocks | Vanguard Energy ETF | VDE | to cash | to stocks | Vanguard Energy ETF |
was cash | 49.13% | 16.20% | was cash | 0.00% | 0.00% | ||
was stocks | 0.00% | 34.67% | was stocks | 79.08% | 20.92% | ||
49.13% | 50.87% | bullish | 79.08% | 20.92% | bearish | ||
FENY | to cash | to stocks | Fidelity MSCI Energy Index ETF | FENY | to cash | to stocks | Fidelity MSCI Energy Index ETF |
was cash | 16.83% | 40.47% | was cash | 0.00% | 0.00% | ||
was stocks | 7.81% | 34.89% | was stocks | 57.46% | 42.54% | ||
24.64% | 75.36% | bullish | 57.46% | 42.54% | 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 | 18.03% | 33.08% | was cash | 5.41% | 15.67% | ||
was stocks | 23.93% | 24.96% | was stocks | 63.23% | 15.69% | ||
41.96% | 58.05% | bullish | 68.64% | 31.36% | 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, March 7, 2019
Monte Carlo Models Are Bullish
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