IAT Forecast + Trading Strategies


Bullish Case: IAT's call options volume is 88% higher than puts, with 34% more bullish risk, low relative implied volatility, and positive mean-reversion signals near $41.


Bearish Case: IAT has a recent downward trend, with historical lower returns, overbought conditions, and marginal upside. Also, Helium’s AI forecast indicates -0.06% neutral outlook.


Potential Outcomes: Moderate upside (35%): driven by mean-reversion. Continued decline (50%): bearish trend persists. Sideways (15%): flat term structure.


Trading Oracle: Execute a short put spread strategy targeting low volatility and mean-reversion. Sell $40.0 put, buy $37.0 put expiring 51 days out. Anticipate premium decay with high reward:risk, 81% profit probability leveraging mean-reversion.


June 30, 2024


BlackRock Institutional Trust Company N.A. - iShares U.S. Regional Banks Forecast

IAT      BlackRock Institutional Trust Company N.A. - iShares U.S. Regional Banks











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KEY Forecast + Options Trading Strategies   KEY  Keycorp (0.96)


PNC Forecast + Options Trading Strategies   PNC  PNC Financial Services (0.95)


HBAN Forecast + Options Trading Strategies   HBAN  Huntington Bancshares (0.94)



Uncorrelated Assets

Assets with little price relationship to IAT



ARKG Forecast + Options Trading Strategies   ARKG  ARK Investment Management LLC - ARK Genomic Revolution (-0.0)


SBAC Forecast + Options Trading Strategies   SBAC  SBA Communications (-0.0)


USO Forecast + Options Trading Strategies   USO  United States Commodity Funds (0.0)


AI Forecast + Options Trading Strategies   AI  C3.ai (0.0)


EPR Forecast + Options Trading Strategies   EPR  EPR Properties (0.01)



Anticorrelated Assets

Assets that tend to move strongly against IAT



REK Forecast + Options Trading Strategies   REK  ProShares Short Real Estate (-0.84)


DXD Forecast + Options Trading Strategies   DXD  ProShares UltraShort Dow30 (-0.85)


DRV Forecast + Options Trading Strategies   DRV  Direxion Daily Real Estate Bear 3X Shares (-0.86)


TZA Forecast + Options Trading Strategies   TZA  Direxion Daily Small Cap Bear 3X Shares (-0.89)


RWM Forecast + Options Trading Strategies   RWM  ProShares Trust - ProShares Short Russell2000 (-0.89)





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