CSF Forecast



Bearish<—>Bullish



80% Confidence




Bullish Case: CSF's historical mean reversion indicates a potential upward shift, especially after recent stabilization, offering a chance for modest gains.




Bearish Case: Extended economic weakness and recent underperformance imply continued mean reversion or further decline, reinforced by negative trends in historical analysis.




Potential Outcomes: 50% continued mean reversion with slight gains. 30% further decline amid economic stagnation. 20% breakout driven by unexpected positive news.




Trading Oracle: Implement Helium Short Volatility via a 3-month $55-$60 short call spread. Bearish lean given extended negative trends and current price stability. This high-probability setup optimizes reward:risk under mean-reversion and stable volatility conditions.



February 16, 2025


VictoryShares US Discovery Enhanced Volatility Wtd Forecast

CSF        VictoryShares US Discovery Enhanced Volatility Wtd











Correlated Assets

Assets that tend to move strongly with CSF



DDM Forecast + Options Trading Strategies   DDM  ProShares Ultra Dow30 (0.95)


IWD Forecast + Options Trading Strategies   IWD  iShares Russell 1000 Value (0.94)


AXP Forecast + Options Trading Strategies   AXP  American Express (0.92)


DEI Forecast + Options Trading Strategies   DEI  Douglas Emmett (0.92)


EXTR Forecast + Options Trading Strategies   EXTR  Extreme Networks (0.9)



Uncorrelated Assets

Assets with little price relationship to CSF



RMBS Forecast + Options Trading Strategies   RMBS  Rambus (-0.01)


EPI Forecast + Options Trading Strategies   EPI  WisdomTree India Earnings (0.01)


AMRC Forecast + Options Trading Strategies   AMRC  Ameresco (-0.01)


ESTC Forecast + Options Trading Strategies   ESTC  Elastic (-0.02)


INTU Forecast + Options Trading Strategies   INTU  Intuit (0.05)



Anticorrelated Assets

Assets that tend to move strongly against CSF



MQ Forecast + Options Trading Strategies   MQ  Marqeta (-0.74)


CNI Forecast + Options Trading Strategies   CNI  Canadian National Railway (-0.74)


LYB Forecast + Options Trading Strategies   LYB  LyondellBasell Industries (-0.77)


LEA Forecast + Options Trading Strategies   LEA  Lear (-0.78)


SPXS Forecast + Options Trading Strategies   SPXS  Direxion Daily S&P 500 Bear 3X Shares (-0.92)









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