Monte Carlo | Qlearning | ||||||
XOP SPDR Oil & Gas | to cash | to stocks | XOP SPDR Oil & Gas | to cash | to stocks | ||
was cash: | 41% | 10.1% | was cash: | 92.3% | 0% | ||
was stocks: | 0% | 48.9% | was stocks: | 0% | 7.7% | ||
41% | 59% | bullish | 92.3% | 7.7% | bearish | ||
XLE Energy Select Sector | to cash | to stocks | XLE Energy Select Sector | to cash | to stocks | ||
was cash: | 50.6% | 16.2% | was cash: | 92.7% | 0% | ||
was stocks: | 8.2% | 24.9% | was stocks: | 7.3% | 0% | ||
58.9% | 41.1% | bearish | 100% | 0% | bearish | ||
OIH VanEck Vect. Oil Svcs. | to cash | to stocks | OIH VanEck Vect. Oil Svcs. | to cash | to stocks | ||
was cash: | 42.7% | 0% | was cash: | 91.6% | 0% | ||
was stocks: | 0% | 57.3% | was stocks: | 8.4% | 0% | ||
42.7% | 57.3% | bullish | 100% | 0% | bearish | ||
XES SPDR Oil & Gas En&Svcs | to cash | to stocks | XES SPDR Oil & Gas En&Svcs | to cash | to stocks | ||
was cash: | 59.7% | 0% | was cash: | 78.2% | 6.7% | ||
was stocks: | 0% | 40.3% | was stocks: | 7.6% | 7.6% | ||
59.7% | 40.3% | bearish | 85.7% | 14.3% | bearish | ||
IYE iShares U.S. Energy | to cash | to stocks | IYE iShares U.S. Energy | to cash | to stocks | ||
was cash: | 49.8% | 16.6% | was cash: | 85% | 7.1% | ||
was stocks: | 0% | 33.5% | was stocks: | 7.9% | 0% | ||
49.8% | 50.2% | bullish | 92.9% | 7.1% | bearish | ||
FXN First Trust Energy | to cash | to stocks | FXN First Trust Energy | to cash | to stocks | ||
was cash: | 25.2% | 17.3% | was cash: | 85.8% | 0% | ||
was stocks: | 0% | 57.5% | was stocks: | 14.2% | 0% | ||
25.2% | 74.8% | bullish | 100% | 0% | bearish | ||
IXC iShares Global Energy | to cash | to stocks | IXC iShares Global Energy | to cash | to stocks | ||
was cash: | 42.5% | 16.5% | was cash: | 71.7% | 0% | ||
was stocks: | 15.3% | 25.8% | was stocks: | 21.3% | 7% | ||
57.7% | 42.3% | bearish | 93% | 7% | bearish | ||
VDE Vanguard Energy | to cash | to stocks | VDE Vanguard Energy | to cash | to stocks | ||
was cash: | 41.9% | 16.5% | was cash: | 78.9% | 6.9% | ||
was stocks: | 0% | 41.7% | was stocks: | 14.1% | 0% | ||
41.9% | 58.1% | bullish | 93.1% | 6.9% | bearish | ||
FENY Fid. MSCI Energy | to cash | to stocks | FENY Fid. MSCI Energy | to cash | to stocks | ||
was cash: | 41.3% | 16.9% | was cash: | 92.8% | 7.2% | ||
was stocks: | 0% | 41.9% | was stocks: | 0% | 0% | ||
41.3% | 58.7% | bullish | 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: | 34.3% | 25% | was cash: | 83.8% | 0% | ||
was stocks: | 0% | 40.6% | was stocks: | 16.2% | 0% | ||
34.3% | 65.7% | bullish | 100% | 0% | 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, January 23, 2020
Starting to See Some Positive Expectations But Still Quite Bearish for US Energy ETFs
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment