| MonteCarlo | QLearning | ||||||
| XOP | to cash | to stocks | SPDR Oil & Gas | XOP | to cash | to stocks | SPDR Oil & Gas |
| was cash | 17.13% | 49.05% | was cash | 77.56% | 0.00% | ||
| was stocks | 16.40% | 17.43% | was stocks | 22.44% | 0.00% | ||
| 33.52% | 66.48% | bullish | 100.00% | 0.00% | bearish | ||
| XLE | to cash | to stocks | Energy Select Sector | XLE | to cash | to stocks | Energy Select Sector |
| was cash | 25.41% | 16.02% | was cash | 30.06% | 0.00% | ||
| was stocks | 24.79% | 33.78% | was stocks | 55.58% | 14.36% | ||
| 50.20% | 49.80% | bearish | 85.64% | 14.36% | bearish | ||
| OIH | to cash | to stocks | VanEck Vect. Oil Svcs. | OIH | to cash | to stocks | VanEck Vect. Oil Svcs. |
| was cash | 28.67% | 22.57% | was cash | 28.77% | 7.38% | ||
| was stocks | 0.00% | 48.76% | was stocks | 49.14% | 14.72% | ||
| 28.67% | 71.34% | bullish | 77.90% | 22.10% | bearish | ||
| XES | to cash | to stocks | SPDR Oil & Gas En&Svcs | XES | to cash | to stocks | SPDR Oil & Gas En&Svcs |
| was cash | 35.92% | 7.06% | was cash | 44.41% | 0.00% | ||
| was stocks | 7.65% | 49.37% | was stocks | 55.59% | 0.00% | ||
| 43.57% | 56.43% | bullish | 100.00% | 0.00% | bearish | ||
| IYE | to cash | to stocks | iShares U.S. Energy | IYE | to cash | to stocks | iShares U.S. Energy |
| was cash | 25.79% | 24.93% | was cash | 22.57% | 0.00% | ||
| was stocks | 16.85% | 32.43% | was stocks | 62.87% | 14.56% | ||
| 42.63% | 57.37% | bullish | 85.44% | 14.56% | bearish | ||
| FXN | to cash | to stocks | First Trust Energy | FXN | to cash | to stocks | First Trust Energy |
| was cash | 17.38% | 33.00% | was cash | 55.67% | 0.00% | ||
| was stocks | 0.00% | 49.62% | was stocks | 44.33% | 0.00% | ||
| 17.38% | 82.62% | bullish | 100.00% | 0.00% | bearish | ||
| IXC | to cash | to stocks | iShares Global Energy | IXC | to cash | to stocks | iShares Global Energy |
| was cash | 34.41% | 24.34% | was cash | 7.72% | 0.00% | ||
| was stocks | 25.33% | 15.92% | was stocks | 70.78% | 21.50% | ||
| 59.74% | 40.26% | bearish | 78.50% | 21.50% | bearish | ||
| VDE | to cash | to stocks | Vanguard Energy | VDE | to cash | to stocks | Vanguard Energy |
| was cash | 42.06% | 7.98% | was cash | 23.05% | 0.00% | ||
| was stocks | 0.00% | 49.96% | was stocks | 69.96% | 6.98% | ||
| 42.06% | 57.94% | bullish | 93.02% | 6.98% | bearish | ||
| FENY | to cash | to stocks | Fid. MSCI Energy | FENY | to cash | to stocks | Fid. MSCI Energy |
| was cash | 33.79% | 8.15% | was cash | 37.90% | 0.00% | ||
| was stocks | 16.25% | 41.81% | was stocks | 54.75% | 7.35% | ||
| 50.04% | 49.96% | bearish | 92.65% | 7.35% | bearish | ||
| FCG | to cash | to stocks | First Trust Natural Gas | FCG | to cash | to stocks | First Trust Natural Gas |
| was cash | 51.40% | 30.26% | was cash | 100.00% | 0.00% | ||
| was stocks | 0.00% | 18.33% | was stocks | 0.00% | 0.00% | ||
| 51.40% | 48.60% | bearish | 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, June 13, 2019
Some Signs of Bullishness Are Starting To Appear for The Energy Sector
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