Monte Carlo | Qlearning | ||||||
XOP SPDR Oil & Gas | to cash | to stocks | XOP SPDR Oil & Gas | to cash | to stocks | ||
was cash: | 58.4% | 41.6% | was cash: | 21% | 19.8% | ||
was stocks: | 0% | 0% | was stocks: | 10.3% | 48.9% | ||
58.4% | 41.6% | bearish | 31.4% | 68.6% | bullish | ||
XLE Energy Select Sector | to cash | to stocks | XLE Energy Select Sector | to cash | to stocks | ||
was cash: | 60.9% | 0% | was cash: | 0% | 0% | ||
was stocks: | 0% | 39.1% | was stocks: | 74.2% | 25.8% | ||
60.9% | 39.1% | bearish | 74.2% | 25.8% | bearish | ||
OIH VanEck Vect. Oil Svcs. | to cash | to stocks | OIH VanEck Vect. Oil Svcs. | to cash | to stocks | ||
was cash: | 71.6% | 0% | was cash: | 3.7% | 6.6% | ||
was stocks: | 14.5% | 13.9% | was stocks: | 18.9% | 70.8% | ||
86.1% | 13.9% | bearish | 22.6% | 77.4% | bullish | ||
XES SPDR Oil & Gas En&Svcs | to cash | to stocks | XES SPDR Oil & Gas En&Svcs | to cash | to stocks | ||
was cash: | 70.5% | 29.5% | was cash: | 0% | 0% | ||
was stocks: | 0% | 0% | was stocks: | 19% | 81% | ||
70.5% | 29.5% | bearish | 19% | 81% | bullish | ||
IYE iShares U.S. Energy | to cash | to stocks | IYE iShares U.S. Energy | to cash | to stocks | ||
was cash: | 40.5% | 14.6% | was cash: | 10.2% | 0% | ||
was stocks: | 14% | 30.8% | was stocks: | 44.2% | 45.6% | ||
54.5% | 45.5% | bearish | 54.4% | 45.6% | bearish | ||
FXN First Trust Energy | to cash | to stocks | FXN First Trust Energy | to cash | to stocks | ||
was cash: | 57.6% | 0% | was cash: | 20.5% | 18.2% | ||
was stocks: | 12.5% | 29.9% | was stocks: | 0% | 61.3% | ||
70.1% | 29.9% | bearish | 20.5% | 79.5% | bullish | ||
IXC iShares Global Energy | to cash | to stocks | IXC iShares Global Energy | to cash | to stocks | ||
was cash: | 34.4% | 13.9% | was cash: | 13% | 31.6% | ||
was stocks: | 0% | 51.7% | was stocks: | 0% | 55.4% | ||
34.4% | 65.6% | bullish | 13% | 87% | bullish | ||
VDE Vanguard Energy | to cash | to stocks | VDE Vanguard Energy | to cash | to stocks | ||
was cash: | 55.9% | 14.1% | was cash: | 0% | 9.1% | ||
was stocks: | 14.8% | 15.2% | was stocks: | 27.6% | 63.3% | ||
70.7% | 29.3% | bearish | 27.6% | 72.4% | bullish | ||
FENY Fid. MSCI Energy | to cash | to stocks | FENY Fid. MSCI Energy | to cash | to stocks | ||
was cash: | 53.8% | 14% | was cash: | 12% | 6.2% | ||
was stocks: | 15.3% | 16.9% | was stocks: | 47.4% | 34.3% | ||
69.1% | 30.9% | bearish | 59.5% | 40.5% | bearish | ||
FCG First Trust Natural Gas | to cash | to stocks | FCG First Trust Natural Gas | to cash | to stocks | ||
was cash: | 41.7% | 15.3% | was cash: | 5.9% | 0% | ||
was stocks: | 0% | 43% | was stocks: | 12.7% | 81.4% | ||
41.7% | 58.3% | bullish | 18.6% | 81.4% | bullish |
Using An Ensemble of 13 QLearning models I am trying to estimate a short term trend for Top 10 (by volume) energy ETFs.
Saturday, April 11, 2020
Almost Too Close To Call But Models Are Generally Bullish
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