Monte Carlo | Qlearning | ||||||
XOP SPDR Oil & Gas | to cash | to stocks | XOP SPDR Oil & Gas | to cash | to stocks | ||
was cash: | 45.3% | 0% | was cash: | 75.7% | 14.9% | ||
was stocks: | 7.6% | 47.1% | was stocks: | 9.4% | 0% | ||
52.9% | 47.1% | bearish | 85.1% | 14.9% | bearish | ||
XLE Energy Select Sector | to cash | to stocks | XLE Energy Select Sector | to cash | to stocks | ||
was cash: | 59% | 16.6% | was cash: | 71.5% | 15.4% | ||
was stocks: | 0% | 24.4% | was stocks: | 6.6% | 6.6% | ||
59% | 41% | bearish | 78% | 22% | bearish | ||
OIH VanEck Vect. Oil Svcs. | to cash | to stocks | OIH VanEck Vect. Oil Svcs. | to cash | to stocks | ||
was cash: | 52.6% | 17% | was cash: | 84.5% | 15.5% | ||
was stocks: | 7.5% | 22.9% | was stocks: | 0% | 0% | ||
60.1% | 39.9% | bearish | 84.5% | 15.5% | bearish | ||
XES SPDR Oil & Gas En&Svcs | to cash | to stocks | XES SPDR Oil & Gas En&Svcs | to cash | to stocks | ||
was cash: | 70.1% | 0% | was cash: | 92.8% | 7.2% | ||
was stocks: | 0% | 29.9% | was stocks: | 0% | 0% | ||
70.1% | 29.9% | bearish | 92.8% | 7.2% | bearish | ||
IYE iShares U.S. Energy | to cash | to stocks | IYE iShares U.S. Energy | to cash | to stocks | ||
was cash: | 61.7% | 7.4% | was cash: | 78.3% | 14.8% | ||
was stocks: | 8% | 23% | was stocks: | 6.8% | 0% | ||
69.6% | 30.4% | bearish | 85.2% | 14.8% | bearish | ||
FXN First Trust Energy | to cash | to stocks | FXN First Trust Energy | to cash | to stocks | ||
was cash: | 36.3% | 24.1% | was cash: | 70.2% | 13.6% | ||
was stocks: | 7.2% | 32.4% | was stocks: | 8.1% | 8.1% | ||
43.5% | 56.5% | bullish | 78.3% | 21.7% | bearish | ||
IXC iShares Global Energy | to cash | to stocks | IXC iShares Global Energy | to cash | to stocks | ||
was cash: | 43.1% | 16.8% | was cash: | 64.5% | 14.3% | ||
was stocks: | 16.3% | 23.8% | was stocks: | 14.2% | 7% | ||
59.4% | 40.6% | bearish | 78.7% | 21.3% | bearish | ||
VDE Vanguard Energy | to cash | to stocks | VDE Vanguard Energy | to cash | to stocks | ||
was cash: | 60.6% | 7.8% | was cash: | 71.1% | 7.1% | ||
was stocks: | 7.6% | 23.9% | was stocks: | 21.7% | 0% | ||
68.2% | 31.8% | bearish | 92.9% | 7.1% | bearish | ||
FENY Fid. MSCI Energy | to cash | to stocks | FENY Fid. MSCI Energy | to cash | to stocks | ||
was cash: | 60.7% | 7.9% | was cash: | 63.4% | 14.4% | ||
was stocks: | 7.8% | 23.6% | was stocks: | 14.2% | 7.9% | ||
68.5% | 31.5% | bearish | 77.7% | 22.3% | bearish | ||
FCG First Trust Natural Gas | to cash | to stocks | FCG First Trust Natural Gas | to cash | to stocks | ||
was cash: | 53.3% | 0% | was cash: | 71.4% | 7.9% | ||
was stocks: | 7.3% | 39.4% | was stocks: | 8.7% | 12% | ||
60.6% | 39.4% | bearish | 80.1% | 19.9% | bearish |
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Thursday, November 21, 2019
Still In Bear Mode
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