Monte Carlo | Qlearning | ||||||
XOP SPDR Oil & Gas | to cash | to stocks | XOP SPDR Oil & Gas | to cash | to stocks | ||
was cash: | 49.2% | 23.8% | was cash: | 12.5% | 0% | ||
was stocks: | 9.2% | 17.8% | was stocks: | 87.5% | 0% | ||
58.4% | 41.6% | bearish | 100% | 0% | bearish | ||
XLE Energy Select Sector | to cash | to stocks | XLE Energy Select Sector | to cash | to stocks | ||
was cash: | 33.5% | 16.4% | was cash: | 0% | 6.8% | ||
was stocks: | 16.2% | 33.9% | was stocks: | 93.2% | 0% | ||
49.7% | 50.3% | bullish | 93.2% | 6.8% | bearish | ||
OIH VanEck Vect. Oil Svcs. | to cash | to stocks | OIH VanEck Vect. Oil Svcs. | to cash | to stocks | ||
was cash: | 53.5% | 14.9% | was cash: | 12.4% | 5.8% | ||
was stocks: | 8.8% | 22.8% | was stocks: | 59.3% | 22.4% | ||
62.4% | 37.6% | bearish | 71.7% | 28.3% | bearish | ||
XES SPDR Oil & Gas En&Svcs | to cash | to stocks | XES SPDR Oil & Gas En&Svcs | to cash | to stocks | ||
was cash: | 53.6% | 15.7% | was cash: | 13.4% | 0% | ||
was stocks: | 15.3% | 15.3% | was stocks: | 86.6% | 0% | ||
69% | 31% | bearish | 100% | 0% | bearish | ||
IYE iShares U.S. Energy | to cash | to stocks | IYE iShares U.S. Energy | to cash | to stocks | ||
was cash: | 41.1% | 7.9% | was cash: | 7.1% | 6.8% | ||
was stocks: | 17% | 34% | was stocks: | 86.1% | 0% | ||
58.1% | 41.9% | bearish | 93.2% | 6.8% | bearish | ||
FXN First Trust Energy | to cash | to stocks | FXN First Trust Energy | to cash | to stocks | ||
was cash: | 45.5% | 7.4% | was cash: | 11.6% | 0% | ||
was stocks: | 15.7% | 31.3% | was stocks: | 88.4% | 0% | ||
61.3% | 38.7% | bearish | 100% | 0% | bearish | ||
IXC iShares Global Energy | to cash | to stocks | IXC iShares Global Energy | to cash | to stocks | ||
was cash: | 50% | 7.9% | was cash: | 14.3% | 0% | ||
was stocks: | 8.5% | 33.6% | was stocks: | 85.7% | 0% | ||
58.4% | 41.6% | bearish | 100% | 0% | bearish | ||
VDE Vanguard Energy | to cash | to stocks | VDE Vanguard Energy | to cash | to stocks | ||
was cash: | 32.5% | 8.4% | was cash: | 14.3% | 0% | ||
was stocks: | 8% | 51.1% | was stocks: | 85.7% | 0% | ||
40.5% | 59.5% | bullish | 100% | 0% | bearish | ||
FENY Fid. MSCI Energy | to cash | to stocks | FENY Fid. MSCI Energy | to cash | to stocks | ||
was cash: | 41.7% | 8.2% | was cash: | 21.5% | 7.2% | ||
was stocks: | 16.9% | 33.3% | was stocks: | 71.3% | 0% | ||
58.6% | 41.4% | bearish | 92.8% | 7.2% | bearish | ||
FCG First Trust Natural Gas | to cash | to stocks | FCG First Trust Natural Gas | to cash | to stocks | ||
was cash: | 52.4% | 0% | was cash: | 38.1% | 6.1% | ||
was stocks: | 0% | 47.6% | was stocks: | 48.6% | 7.3% | ||
52.4% | 47.6% | bearish | 86.7% | 13.3% | bearish |
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Friday, July 26, 2019
U.S. Energy ETFs Models Say "Go Short"
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment