Monte Carlo | Qlearning | ||||||
XOP SPDR Oil & Gas | to cash | to stocks | XOP SPDR Oil & Gas | to cash | to stocks | ||
was cash: | 58.6% | 0% | was cash: | 0% | 0% | ||
was stocks: | 23.3% | 18.1% | was stocks: | 43% | 57% | ||
81.9% | 18.1% | bearish | 43% | 57% | bullish | ||
XLE Energy Select Sector | to cash | to stocks | XLE Energy Select Sector | to cash | to stocks | ||
was cash: | 61.1% | 0% | was cash: | 0% | 0% | ||
was stocks: | 10.8% | 28.2% | was stocks: | 74.2% | 25.8% | ||
71.8% | 28.2% | 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: | 71.5% | 14.5% | was cash: | 20.9% | 0% | ||
was stocks: | 0% | 14% | was stocks: | 0% | 79.1% | ||
71.5% | 28.5% | bearish | 20.9% | 79.1% | bullish | ||
XES SPDR Oil & Gas En&Svcs | to cash | to stocks | XES SPDR Oil & Gas En&Svcs | to cash | to stocks | ||
was cash: | 15.2% | 53.2% | was cash: | 0% | 0% | ||
was stocks: | 0% | 31.6% | was stocks: | 56.7% | 43.3% | ||
15.2% | 84.8% | bullish | 56.7% | 43.3% | bearish | ||
IYE iShares U.S. Energy | to cash | to stocks | IYE iShares U.S. Energy | to cash | to stocks | ||
was cash: | 56.2% | 0% | was cash: | 0% | 0% | ||
was stocks: | 13.3% | 30.4% | was stocks: | 41.1% | 58.9% | ||
69.6% | 30.4% | bearish | 41.1% | 58.9% | bullish | ||
FXN First Trust Energy | to cash | to stocks | FXN First Trust Energy | to cash | to stocks | ||
was cash: | 57.5% | 12.6% | was cash: | 6.2% | 0% | ||
was stocks: | 0% | 30% | was stocks: | 80.1% | 13.8% | ||
57.5% | 42.5% | bearish | 86.2% | 13.8% | bearish | ||
IXC iShares Global Energy | to cash | to stocks | IXC iShares Global Energy | to cash | to stocks | ||
was cash: | 34.8% | 0% | was cash: | 18.6% | 0% | ||
was stocks: | 34.2% | 31.1% | was stocks: | 65.1% | 16.3% | ||
68.9% | 31.1% | bearish | 83.7% | 16.3% | bearish | ||
VDE Vanguard Energy | to cash | to stocks | VDE Vanguard Energy | to cash | to stocks | ||
was cash: | 70.7% | 0% | was cash: | 0% | 0% | ||
was stocks: | 0% | 29.3% | was stocks: | 42.2% | 57.8% | ||
70.7% | 29.3% | bearish | 42.2% | 57.8% | bullish | ||
FENY Fid. MSCI Energy | to cash | to stocks | FENY Fid. MSCI Energy | to cash | to stocks | ||
was cash: | 70.7% | 0% | was cash: | 0% | 0% | ||
was stocks: | 0% | 29.3% | was stocks: | 60.2% | 39.8% | ||
70.7% | 29.3% | bearish | 60.2% | 39.8% | bearish | ||
FCG First Trust Natural Gas | to cash | to stocks | FCG First Trust Natural Gas | to cash | to stocks | ||
was cash: | 41.5% | 0% | was cash: | 5.9% | 0% | ||
was stocks: | 13.4% | 45.1% | was stocks: | 26.4% | 67.7% | ||
54.9% | 45.1% | bearish | 32.3% | 67.7% | 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 13, 2020
I'm Going To The Bearish Side for US Energy
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