HAIL Forecast


Bullish Case: HAIL’s historical returns indicate a strong potential for mean reversion gains. Low implied volatility compared to market volatility suggests undervalued risk, supporting price flips.


Bearish Case: High implied volatility in lower strike prices signifies potential increased downside risk. Uncertainties in mobility tech sectors and broader market instability might suppress recovery.


Potential Outcomes: Mean reversion gains: 50%, Market volatility declines: 30%, Sector-specific catalysts drive up price: 20%. These estimates are based on the historical return surface and current volatility trends.


Trading Oracle: Trade bullish debit spreads (Helium Long Volatility) around the $28-$30 strike with a 30-day outlook. Capitalize on undervaluation via implied volatility discrepancies and mean reversion tendencies for high reward:risk.


July 16, 2024


SPDR S&P Kensho Smart Mobility Forecast

HAIL      SPDR S&P Kensho Smart Mobility











Correlated Assets

Assets that tend to move strongly with HAIL



VFC Forecast + Options Trading Strategies   VFC  VF (0.51)


LI Forecast + Options Trading Strategies   LI  Li Auto (0.4)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.12)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (-0.11)



Uncorrelated Assets

Assets with little price relationship to HAIL



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (-0.11)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.12)


LI Forecast + Options Trading Strategies   LI  Li Auto (0.4)


VFC Forecast + Options Trading Strategies   VFC  VF (0.51)



Anticorrelated Assets

Assets that tend to move strongly against HAIL



VFC Forecast + Options Trading Strategies   VFC  VF (0.51)


LI Forecast + Options Trading Strategies   LI  Li Auto (0.4)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.12)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (-0.11)





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