BND Forecast + Trading Strategies


Bullish Case: BND's lower volatility paired with increased call option volume suggests potential for price stabilization and modest gains. Predictive data shows slight bullish inclination.


Bearish Case: Historical return data indicates a trend towards negative returns in the short to medium term. Elevated implied volatility surfaces show growing market uncertainty.


Potential Outcomes:

1. Stable economic indicators – BND remains flat (50%).

2. Modest interest rate hike – BND drops (25%).

3. Rate cuts or positive macro data – BND rises (25%).


Trading Oracle: Suggested strategy: bull call spread targeting BND's slight bullish trend. Buy $72 call, sell $74 call with ~84 days maturity. Leverage lower IV and positive edge indicated by Helium's model.


July 02, 2024


Vanguard Total Bond Market Forecast

BND      Vanguard Total Bond Market











Correlated Assets

Assets that tend to move strongly with BND



MBB Forecast + Options Trading Strategies   MBB  BTC iShares MBS (0.99)


VCLT Forecast + Options Trading Strategies   VCLT  Vanguard Long-Term Corporate Bond (0.98)


VNQ Forecast + Options Trading Strategies   VNQ  Vanguard Real Estate Index (0.93)


XLRE Forecast + Options Trading Strategies   XLRE  Real Estate Select Sector SPDR (0.93)


MUB Forecast + Options Trading Strategies   MUB  BlackRock Institutional Trust Company N.A. - iShares National Muni Bond (0.92)



Uncorrelated Assets

Assets with little price relationship to BND



DE Forecast + Options Trading Strategies   DE  Deere (0.0)


GOOS Forecast + Options Trading Strategies   GOOS  Canada Goose Holdings Inc (Subord Vot Shs) (-0.0)


JOBY Forecast + Options Trading Strategies   JOBY  Joby Aviation (-0.0)


DIOD Forecast + Options Trading Strategies   DIOD  Diodes (0.0)


TUP Forecast + Options Trading Strategies   TUP  Tupperware Brands (-0.0)



Anticorrelated Assets

Assets that tend to move strongly against BND



UUP Forecast + Options Trading Strategies   UUP  Invesco DB US Dollar Index Bullish (-0.78)


TMV Forecast + Options Trading Strategies   TMV  Direxion Daily 20+ Year Treasury Bear 3X Shares (-0.88)


DRV Forecast + Options Trading Strategies   DRV  Direxion Daily Real Estate Bear 3X Shares (-0.89)


SRS Forecast + Options Trading Strategies   SRS  ProShares UltraShort Real Estate (-0.91)


TBT Forecast + Options Trading Strategies   TBT  PowerShares UltraShort Lehman 20+ Yea (-0.93)





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