Monte Carlo | Qlearning | ||||||
XOP SPDR Oil & Gas | to cash | to stocks | XOP SPDR Oil & Gas | to cash | to stocks | ||
was cash: | 13.8% | 33.6% | was cash: | 15.2% | 81.7% | ||
was stocks: | 7.3% | 45.4% | was stocks: | 0% | 3.1% | ||
21% | 79% | bullish | 15.2% | 84.8% | bullish | ||
XLE Energy Select Sector | to cash | to stocks | XLE Energy Select Sector | to cash | to stocks | ||
was cash: | 34.7% | 32.7% | was cash: | 44.1% | 55.9% | ||
was stocks: | 0% | 32.6% | was stocks: | 0% | 0% | ||
34.7% | 65.3% | bullish | 44.1% | 55.9% | bullish | ||
OIH VanEck Vect. Oil Svcs. | to cash | to stocks | OIH VanEck Vect. Oil Svcs. | to cash | to stocks | ||
was cash: | 6.5% | 0% | was cash: | 0% | 11.7% | ||
was stocks: | 0% | 93.5% | was stocks: | 0% | 88.3% | ||
6.5% | 93.5% | bullish | 0% | 100% | bullish | ||
XES SPDR Oil & Gas En&Svcs | to cash | to stocks | XES SPDR Oil & Gas En&Svcs | to cash | to stocks | ||
was cash: | 25.2% | 0% | was cash: | 98.2% | 0% | ||
was stocks: | 70.6% | 4.2% | was stocks: | 0% | 1.8% | ||
95.8% | 4.2% | bearish | 98.2% | 1.8% | bearish | ||
IYE iShares U.S. Energy | to cash | to stocks | IYE iShares U.S. Energy | to cash | to stocks | ||
was cash: | 55.2% | 14.5% | was cash: | 43.1% | 56.9% | ||
was stocks: | 0% | 30.3% | was stocks: | 0% | 0% | ||
55.2% | 44.8% | bearish | 43.1% | 56.9% | bullish | ||
FXN First Trust Energy | to cash | to stocks | FXN First Trust Energy | to cash | to stocks | ||
was cash: | 48.1% | 12.7% | was cash: | 44.8% | 55.2% | ||
was stocks: | 22.2% | 16.9% | was stocks: | 0% | 0% | ||
70.4% | 29.6% | bearish | 44.8% | 55.2% | bullish | ||
IXC iShares Global Energy | to cash | to stocks | IXC iShares Global Energy | to cash | to stocks | ||
was cash: | 34% | 0% | was cash: | 59.7% | 40.3% | ||
was stocks: | 0% | 66% | was stocks: | 0% | 0% | ||
34% | 66% | bullish | 59.7% | 40.3% | bearish | ||
VDE Vanguard Energy | to cash | to stocks | VDE Vanguard Energy | to cash | to stocks | ||
was cash: | 69% | 0% | was cash: | 55.3% | 44.7% | ||
was stocks: | 14.9% | 16% | was stocks: | 0% | 0% | ||
84% | 16% | bearish | 55.3% | 44.7% | bearish | ||
FENY Fid. MSCI Energy | to cash | to stocks | FENY Fid. MSCI Energy | to cash | to stocks | ||
was cash: | 68.9% | 0% | was cash: | 38.6% | 37.6% | ||
was stocks: | 14.8% | 16.4% | was stocks: | 0% | 23.8% | ||
83.6% | 16.4% | bearish | 38.6% | 61.4% | bullish | ||
FCG First Trust Natural Gas | to cash | to stocks | FCG First Trust Natural Gas | to cash | to stocks | ||
was cash: | 40.3% | 0% | was cash: | 0% | 72.2% | ||
was stocks: | 13.9% | 45.9% | was stocks: | 0% | 27.8% | ||
54.1% | 45.9% | bearish | 0% | 100% | bullish |
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Monday, April 20, 2020
After Today's Crash In The Energy Market -- The Models Get Bullish
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