Monte Carlo | Qlearning | ||||||
XOP SPDR Oil & Gas | to cash | to stocks | XOP SPDR Oil & Gas | to cash | to stocks | ||
was cash: | 47.5% | 9.8% | was cash: | 92.4% | 0% | ||
was stocks: | 17.8% | 24.9% | was stocks: | 7.6% | 0% | ||
65.3% | 34.7% | bearish | 100% | 0% | bearish | ||
XLE Energy Select Sector | to cash | to stocks | XLE Energy Select Sector | to cash | to stocks | ||
was cash: | 49.7% | 0% | was cash: | 64% | 36% | ||
was stocks: | 0% | 50.3% | was stocks: | 0% | 0% | ||
49.7% | 50.3% | bullish | 64% | 36% | bearish | ||
OIH VanEck Vect. Oil Svcs. | to cash | to stocks | OIH VanEck Vect. Oil Svcs. | to cash | to stocks | ||
was cash: | 43.6% | 14.8% | was cash: | 77.3% | 22.7% | ||
was stocks: | 8% | 33.5% | was stocks: | 0% | 0% | ||
51.6% | 48.4% | bearish | 77.3% | 22.7% | bearish | ||
XES SPDR Oil & Gas En&Svcs | to cash | to stocks | XES SPDR Oil & Gas En&Svcs | to cash | to stocks | ||
was cash: | 59.2% | 32.7% | was cash: | 70.2% | 7.2% | ||
was stocks: | 0% | 8.1% | was stocks: | 15.1% | 7.5% | ||
59.2% | 40.8% | bearish | 85.3% | 14.7% | bearish | ||
IYE iShares U.S. Energy | to cash | to stocks | IYE iShares U.S. Energy | to cash | to stocks | ||
was cash: | 32.8% | 25.6% | was cash: | 63.4% | 29.1% | ||
was stocks: | 0% | 41.6% | was stocks: | 7.6% | 0% | ||
32.8% | 67.2% | bullish | 70.9% | 29.1% | bearish | ||
FXN First Trust Energy | to cash | to stocks | FXN First Trust Energy | to cash | to stocks | ||
was cash: | 41.3% | 16.7% | was cash: | 79.6% | 20.4% | ||
was stocks: | 25.6% | 16.4% | was stocks: | 0% | 0% | ||
66.9% | 33.1% | bearish | 79.6% | 20.4% | bearish | ||
IXC iShares Global Energy | to cash | to stocks | IXC iShares Global Energy | to cash | to stocks | ||
was cash: | 42.5% | 0% | was cash: | 57.1% | 21.9% | ||
was stocks: | 16.2% | 41.3% | was stocks: | 14.1% | 6.9% | ||
58.7% | 41.3% | bearish | 71.2% | 28.8% | bearish | ||
VDE Vanguard Energy | to cash | to stocks | VDE Vanguard Energy | to cash | to stocks | ||
was cash: | 33.5% | 24.6% | was cash: | 48.6% | 29.6% | ||
was stocks: | 17.5% | 24.4% | was stocks: | 14.5% | 7.3% | ||
50.9% | 49.1% | bearish | 63.1% | 36.9% | bearish | ||
FENY Fid. MSCI Energy | to cash | to stocks | FENY Fid. MSCI Energy | to cash | to stocks | ||
was cash: | 40.4% | 0% | was cash: | 48.6% | 29.3% | ||
was stocks: | 42.6% | 17% | was stocks: | 14.8% | 7.2% | ||
83% | 17% | bearish | 63.4% | 36.6% | bearish | ||
FCG First Trust Natural Gas | to cash | to stocks | FCG First Trust Natural Gas | to cash | to stocks | ||
was cash: | 32.5% | 26.3% | was cash: | 76.1% | 0% | ||
was stocks: | 23.7% | 17.6% | was stocks: | 23.9% | 0% | ||
56.2% | 43.8% | bearish | 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.
Sunday, January 12, 2020
Very Negative For US Energy ETFs
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment