Monte Carlo | Qlearning | ||||||
XOP SPDR Oil & Gas | to cash | to stocks | XOP SPDR Oil & Gas | to cash | to stocks | ||
was cash: | 43% | 8.9% | was cash: | 21.4% | 66.9% | ||
was stocks: | 32.4% | 15.7% | was stocks: | 0% | 11.8% | ||
75.4% | 24.6% | bearish | 21.4% | 78.6% | bullish | ||
XLE Energy Select Sector | to cash | to stocks | XLE Energy Select Sector | to cash | to stocks | ||
was cash: | 50.4% | 31.8% | was cash: | 20.4% | 72.1% | ||
was stocks: | 8.7% | 9.1% | was stocks: | 7.5% | 0% | ||
59.1% | 40.9% | bearish | 27.9% | 72.1% | bullish | ||
OIH VanEck Vect. Oil Svcs. | to cash | to stocks | OIH VanEck Vect. Oil Svcs. | to cash | to stocks | ||
was cash: | 29.6% | 7.7% | was cash: | 14% | 86% | ||
was stocks: | 41.1% | 21.7% | was stocks: | 0% | 0% | ||
70.6% | 29.4% | bearish | 14% | 86% | bullish | ||
XES SPDR Oil & Gas En&Svcs | to cash | to stocks | XES SPDR Oil & Gas En&Svcs | to cash | to stocks | ||
was cash: | 44.6% | 7.1% | was cash: | 8% | 92% | ||
was stocks: | 24.9% | 23.4% | was stocks: | 0% | 0% | ||
69.5% | 30.5% | bearish | 8% | 92% | bullish | ||
IYE iShares U.S. Energy | to cash | to stocks | IYE iShares U.S. Energy | to cash | to stocks | ||
was cash: | 41.7% | 15.8% | was cash: | 27.6% | 64% | ||
was stocks: | 25% | 17.5% | was stocks: | 0% | 8.4% | ||
66.7% | 33.3% | bearish | 27.6% | 72.4% | bullish | ||
FXN First Trust Energy | to cash | to stocks | FXN First Trust Energy | to cash | to stocks | ||
was cash: | 60.4% | 16.6% | was cash: | 6% | 84.4% | ||
was stocks: | 0% | 22.9% | was stocks: | 0% | 9.6% | ||
60.4% | 39.6% | bearish | 6% | 94% | bullish | ||
IXC iShares Global Energy | to cash | to stocks | IXC iShares Global Energy | to cash | to stocks | ||
was cash: | 41.7% | 16.9% | was cash: | 20.4% | 56.1% | ||
was stocks: | 0% | 41.4% | was stocks: | 16% | 7.5% | ||
41.7% | 58.3% | bullish | 36.4% | 63.6% | bullish | ||
VDE Vanguard Energy | to cash | to stocks | VDE Vanguard Energy | to cash | to stocks | ||
was cash: | 33.8% | 16.6% | was cash: | 20.5% | 79.5% | ||
was stocks: | 8.8% | 40.7% | was stocks: | 0% | 0% | ||
42.6% | 57.4% | bullish | 20.5% | 79.5% | bullish | ||
FENY Fid. MSCI Energy | to cash | to stocks | FENY Fid. MSCI Energy | to cash | to stocks | ||
was cash: | 33.4% | 16.3% | was cash: | 28.4% | 71.6% | ||
was stocks: | 25.7% | 24.6% | was stocks: | 0% | 0% | ||
59.1% | 40.9% | bearish | 28.4% | 71.6% | bullish | ||
FCG First Trust Natural Gas | to cash | to stocks | FCG First Trust Natural Gas | to cash | to stocks | ||
was cash: | 18.2% | 16.6% | was cash: | 34.9% | 54.3% | ||
was stocks: | 25.5% | 39.6% | was stocks: | 0% | 10.8% | ||
43.7% | 56.3% | bullish | 34.9% | 65.1% | bullish |
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Saturday, October 12, 2019
More Bullish than Bearish for US Energy ETFs.
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment