Monte Carlo | Qlearning | ||||||
XOP SPDR Oil & Gas | to cash | to stocks | XOP SPDR Oil & Gas | to cash | to stocks | ||
was cash: | 19.1% | 16.7% | was cash: | 82.8% | 0% | ||
was stocks: | 7.7% | 56.4% | was stocks: | 8.4% | 8.8% | ||
26.9% | 73.1% | bullish | 91.2% | 8.8% | bearish | ||
XLE Energy Select Sector | to cash | to stocks | XLE Energy Select Sector | to cash | to stocks | ||
was cash: | 42.7% | 8.1% | was cash: | 100% | 0% | ||
was stocks: | 0% | 49.1% | was stocks: | 0% | 0% | ||
42.7% | 57.3% | bullish | 100% | 0% | bearish | ||
OIH VanEck Vect. Oil Svcs. | to cash | to stocks | OIH VanEck Vect. Oil Svcs. | to cash | to stocks | ||
was cash: | 36.7% | 14.4% | was cash: | 86.3% | 13.7% | ||
was stocks: | 0% | 48.9% | was stocks: | 0% | 0% | ||
36.7% | 63.3% | bullish | 86.3% | 13.7% | bearish | ||
XES SPDR Oil & Gas En&Svcs | to cash | to stocks | XES SPDR Oil & Gas En&Svcs | to cash | to stocks | ||
was cash: | 27.7% | 16.4% | was cash: | 100% | 0% | ||
was stocks: | 0% | 56% | was stocks: | 0% | 0% | ||
27.7% | 72.3% | bullish | 100% | 0% | bearish | ||
IYE iShares U.S. Energy | to cash | to stocks | IYE iShares U.S. Energy | to cash | to stocks | ||
was cash: | 26.4% | 15.7% | was cash: | 83.9% | 0% | ||
was stocks: | 0% | 57.9% | was stocks: | 16.1% | 0% | ||
26.4% | 73.6% | bullish | 100% | 0% | bearish | ||
FXN First Trust Energy | to cash | to stocks | FXN First Trust Energy | to cash | to stocks | ||
was cash: | 18.3% | 16.4% | was cash: | 91.7% | 0% | ||
was stocks: | 0% | 65.3% | was stocks: | 8.3% | 0% | ||
18.3% | 81.7% | bullish | 100% | 0% | bearish | ||
IXC iShares Global Energy | to cash | to stocks | IXC iShares Global Energy | to cash | to stocks | ||
was cash: | 50.3% | 0% | was cash: | 92.3% | 0% | ||
was stocks: | 0% | 49.7% | was stocks: | 7.7% | 0% | ||
50.3% | 49.7% | bearish | 100% | 0% | bearish | ||
VDE Vanguard Energy | to cash | to stocks | VDE Vanguard Energy | to cash | to stocks | ||
was cash: | 27% | 16.2% | was cash: | 91.9% | 0% | ||
was stocks: | 0% | 56.9% | was stocks: | 8.1% | 0% | ||
27% | 73% | bullish | 100% | 0% | bearish | ||
FENY Fid. MSCI Energy | to cash | to stocks | FENY Fid. MSCI Energy | to cash | to stocks | ||
was cash: | 26.5% | 15.9% | was cash: | 92.1% | 0% | ||
was stocks: | 0% | 57.5% | was stocks: | 7.9% | 0% | ||
26.5% | 73.5% | bullish | 100% | 0% | bearish | ||
FCG First Trust Natural Gas | to cash | to stocks | FCG First Trust Natural Gas | to cash | to stocks | ||
was cash: | 24.8% | 0% | was cash: | 83.8% | 7.6% | ||
was stocks: | 9.3% | 65.9% | was stocks: | 8.6% | 0% | ||
34.1% | 65.9% | bullish | 92.4% | 7.6% | bearish |
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Wednesday, January 29, 2020
The Differentials Between In or Out of Energy Favor Being Out.
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