Monte Carlo | Qlearning | ||||||
XOP SPDR Oil & Gas | to cash | to stocks | XOP SPDR Oil & Gas | to cash | to stocks | ||
was cash: | 42.6% | 22.2% | was cash: | 76.5% | 14.1% | ||
was stocks: | 7.7% | 27.4% | was stocks: | 0% | 9.3% | ||
50.3% | 49.7% | bearish | 76.5% | 23.5% | bearish | ||
XLE Energy Select Sector | to cash | to stocks | XLE Energy Select Sector | to cash | to stocks | ||
was cash: | 58.5% | 0% | was cash: | 51.4% | 22.1% | ||
was stocks: | 0% | 41.5% | was stocks: | 6.6% | 19.9% | ||
58.5% | 41.5% | bearish | 58% | 42% | bearish | ||
OIH VanEck Vect. Oil Svcs. | to cash | to stocks | OIH VanEck Vect. Oil Svcs. | to cash | to stocks | ||
was cash: | 35.2% | 29.8% | was cash: | 84.4% | 0% | ||
was stocks: | 17.8% | 17.1% | was stocks: | 8.9% | 6.6% | ||
53.1% | 46.9% | bearish | 93.4% | 6.6% | bearish | ||
XES SPDR Oil & Gas En&Svcs | to cash | to stocks | XES SPDR Oil & Gas En&Svcs | to cash | to stocks | ||
was cash: | 37.4% | 14% | was cash: | 75.2% | 14.9% | ||
was stocks: | 34.1% | 14.4% | was stocks: | 9.9% | 0% | ||
71.5% | 28.5% | bearish | 85.1% | 14.9% | bearish | ||
IYE iShares U.S. Energy | to cash | to stocks | IYE iShares U.S. Energy | to cash | to stocks | ||
was cash: | 43% | 7.7% | was cash: | 57.7% | 21.6% | ||
was stocks: | 19% | 30.4% | was stocks: | 6.9% | 13.8% | ||
62% | 38% | bearish | 64.6% | 35.4% | bearish | ||
FXN First Trust Energy | to cash | to stocks | FXN First Trust Energy | to cash | to stocks | ||
was cash: | 58.6% | 0% | was cash: | 69.8% | 14.1% | ||
was stocks: | 8.2% | 33.2% | was stocks: | 8.1% | 8.1% | ||
66.8% | 33.2% | bearish | 77.9% | 22.1% | bearish | ||
IXC iShares Global Energy | to cash | to stocks | IXC iShares Global Energy | to cash | to stocks | ||
was cash: | 32.8% | 0% | was cash: | 49.8% | 21.9% | ||
was stocks: | 0% | 67.2% | was stocks: | 0% | 28.3% | ||
32.8% | 67.2% | bullish | 49.8% | 50.2% | bullish | ||
VDE Vanguard Energy | to cash | to stocks | VDE Vanguard Energy | to cash | to stocks | ||
was cash: | 42.4% | 7.9% | was cash: | 64.7% | 0% | ||
was stocks: | 26.6% | 23.1% | was stocks: | 21.6% | 13.7% | ||
69% | 31% | bearish | 86.3% | 13.7% | bearish | ||
FENY Fid. MSCI Energy | to cash | to stocks | FENY Fid. MSCI Energy | to cash | to stocks | ||
was cash: | 42.2% | 7.9% | was cash: | 50.3% | 27.6% | ||
was stocks: | 26.7% | 23.3% | was stocks: | 7.2% | 14.8% | ||
68.8% | 31.2% | bearish | 57.5% | 42.5% | bearish | ||
FCG First Trust Natural Gas | to cash | to stocks | FCG First Trust Natural Gas | to cash | to stocks | ||
was cash: | 52.1% | 15.2% | was cash: | 63.1% | 27.9% | ||
was stocks: | 6.9% | 25.8% | was stocks: | 0% | 9% | ||
59% | 41% | bearish | 63.1% | 36.9% | bearish |
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Saturday, November 16, 2019
Both Model Bearish
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