Monte Carlo | Qlearning | ||||||
XOP SPDR Oil & Gas | to cash | to stocks | XOP SPDR Oil & Gas | to cash | to stocks | ||
was cash: | 50.5% | 23.9% | was cash: | 0% | 0% | ||
was stocks: | 17.6% | 8% | was stocks: | 24% | 76% | ||
68.1% | 31.9% | bearish | 24% | 76% | bullish | ||
XLE Energy Select Sector | to cash | to stocks | XLE Energy Select Sector | to cash | to stocks | ||
was cash: | 83.8% | 0% | was cash: | 6.5% | 0% | ||
was stocks: | 0% | 16.2% | was stocks: | 13.8% | 79.7% | ||
83.8% | 16.2% | bearish | 20.3% | 79.7% | bullish | ||
OIH VanEck Vect. Oil Svcs. | to cash | to stocks | OIH VanEck Vect. Oil Svcs. | to cash | to stocks | ||
was cash: | 31.4% | 0% | was cash: | 0% | 7% | ||
was stocks: | 15.7% | 52.9% | was stocks: | 21.4% | 71.7% | ||
47.1% | 52.9% | bullish | 21.4% | 78.6% | bullish | ||
XES SPDR Oil & Gas En&Svcs | to cash | to stocks | XES SPDR Oil & Gas En&Svcs | to cash | to stocks | ||
was cash: | 49.3% | 0% | was cash: | 0% | 5.7% | ||
was stocks: | 0% | 50.7% | was stocks: | 21.1% | 73.1% | ||
49.3% | 50.7% | bullish | 21.1% | 78.9% | bullish | ||
IYE iShares U.S. Energy | to cash | to stocks | IYE iShares U.S. Energy | to cash | to stocks | ||
was cash: | 75.8% | 8.2% | was cash: | 6.5% | 13.4% | ||
was stocks: | 0% | 16% | was stocks: | 7.2% | 72.9% | ||
75.8% | 24.2% | bearish | 13.7% | 86.3% | bullish | ||
FXN First Trust Energy | to cash | to stocks | FXN First Trust Energy | to cash | to stocks | ||
was cash: | 32.2% | 16.3% | was cash: | 12.8% | 0% | ||
was stocks: | 17.2% | 34.4% | was stocks: | 0% | 87.2% | ||
49.4% | 50.6% | bullish | 12.8% | 87.2% | bullish | ||
IXC iShares Global Energy | to cash | to stocks | IXC iShares Global Energy | to cash | to stocks | ||
was cash: | 67.2% | 16.1% | was cash: | 6.7% | 7% | ||
was stocks: | 0% | 16.8% | was stocks: | 21.3% | 65% | ||
67.2% | 32.8% | bearish | 28% | 72% | bullish | ||
VDE Vanguard Energy | to cash | to stocks | VDE Vanguard Energy | to cash | to stocks | ||
was cash: | 74.5% | 8.5% | was cash: | 13% | 0% | ||
was stocks: | 0% | 16.9% | was stocks: | 14.8% | 72.3% | ||
74.5% | 25.5% | bearish | 27.7% | 72.3% | bullish | ||
FENY Fid. MSCI Energy | to cash | to stocks | FENY Fid. MSCI Energy | to cash | to stocks | ||
was cash: | 74.8% | 8.5% | was cash: | 6.2% | 14.2% | ||
was stocks: | 0% | 16.7% | was stocks: | 7.5% | 72.1% | ||
74.8% | 25.2% | bearish | 13.7% | 86.3% | bullish | ||
FCG First Trust Natural Gas | to cash | to stocks | FCG First Trust Natural Gas | to cash | to stocks | ||
was cash: | 31.1% | 53% | was cash: | 5.1% | 0% | ||
was stocks: | 15.9% | 0% | was stocks: | 9.6% | 85.2% | ||
47% | 53% | bullish | 14.8% | 85.2% | bullish |
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Wednesday, December 11, 2019
More On The Bull Side
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