The Monte Carlo algorithm is back into the buy side. From my experience it tends to lead.
QLearning and the WAEVE models not fully in that camp.
QLearning and the WAEVE models not fully in that camp.
| Monte Carlo | Qlearning | ||||||
| XOP SPDR Oil & Gas | to cash | to stocks | XOP SPDR Oil & Gas | to cash | to stocks | ||
| was cash: | 17.4% | 0% | was cash: | 36.2% | 63.8% | ||
| was stocks: | 17.7% | 64.9% | was stocks: | 0% | 0% | ||
| 35.1% | 64.9% | bullish | 36.2% | 63.8% | bullish | ||
| XLE Energy Select Sector | to cash | to stocks | XLE Energy Select Sector | to cash | to stocks | ||
| was cash: | 15.3% | 9.1% | was cash: | 48.1% | 42.3% | ||
| was stocks: | 8.5% | 67.1% | was stocks: | 0% | 9.6% | ||
| 23.8% | 76.2% | bullish | 48.1% | 51.9% | bullish | ||
| OIH VanEck Vect. Oil Svcs. | to cash | to stocks | OIH VanEck Vect. Oil Svcs. | to cash | to stocks | ||
| was cash: | 15.8% | 9.1% | was cash: | 58.6% | 41.4% | ||
| was stocks: | 14.3% | 60.8% | was stocks: | 0% | 0% | ||
| 30.1% | 69.9% | bullish | 58.6% | 41.4% | bearish | ||
| XES SPDR Oil & Gas En&Svcs | to cash | to stocks | XES SPDR Oil & Gas En&Svcs | to cash | to stocks | ||
| was cash: | 16.2% | 15.3% | was cash: | 43% | 57% | ||
| was stocks: | 15.1% | 53.3% | was stocks: | 0% | 0% | ||
| 31.3% | 68.7% | bullish | 43% | 57% | bullish | ||
| IYE iShares U.S. Energy | to cash | to stocks | IYE iShares U.S. Energy | to cash | to stocks | ||
| was cash: | 24.1% | 8.4% | was cash: | 49.7% | 50.3% | ||
| was stocks: | 18% | 49.5% | was stocks: | 0% | 0% | ||
| 42.1% | 57.9% | bullish | 49.7% | 50.3% | bullish | ||
| FXN First Trust Energy | to cash | to stocks | FXN First Trust Energy | to cash | to stocks | ||
| was cash: | 17.1% | 17% | was cash: | 86.8% | 13.2% | ||
| was stocks: | 7.9% | 57.9% | was stocks: | 0% | 0% | ||
| 25.1% | 74.9% | bullish | 86.8% | 13.2% | bearish | ||
| IXC iShares Global Energy | to cash | to stocks | IXC iShares Global Energy | to cash | to stocks | ||
| was cash: | 15.7% | 7.6% | was cash: | 28.6% | 55.3% | ||
| was stocks: | 8.9% | 67.8% | was stocks: | 8.4% | 7.8% | ||
| 24.6% | 75.4% | bullish | 36.9% | 63.1% | bullish | ||
| VDE Vanguard Energy | to cash | to stocks | VDE Vanguard Energy | to cash | to stocks | ||
| was cash: | 23.9% | 8.5% | was cash: | 49.1% | 41.7% | ||
| was stocks: | 8.7% | 58.9% | was stocks: | 0% | 9.2% | ||
| 32.6% | 67.4% | bullish | 49.1% | 50.9% | bullish | ||
| FENY Fid. MSCI Energy | to cash | to stocks | FENY Fid. MSCI Energy | to cash | to stocks | ||
| was cash: | 23.9% | 8.6% | was cash: | 34% | 56.6% | ||
| was stocks: | 8.8% | 58.7% | was stocks: | 0% | 9.5% | ||
| 32.7% | 67.3% | bullish | 34% | 66% | bullish | ||
| FCG First Trust Natural Gas | to cash | to stocks | FCG First Trust Natural Gas | to cash | to stocks | ||
| was cash: | 17.1% | 9.2% | was cash: | 58.8% | 41.2% | ||
| was stocks: | 25.6% | 48% | was stocks: | 0% | 0% | ||
| 42.8% | 57.2% | bullish | 58.8% | 41.2% | bearish | ||
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