AI IEI Forecast + Trading Strategies


Price Forecast:


Bearish<->Bullish


Bullish Case: The implied volatility term structure suggests declining uncertainty, indicating market confidence. A potential interest rate cut could stimulate demand for Treasuries, pushing IEI prices higher.


Bearish Case: Persistently high inflation and ongoing geopolitical tensions could hinder market confidence, leading to increased selling pressure on Treasuries. High put volume indicates rising bearish sentiment.


Potential Outcomes:

1. Interest rate cuts (25%);

2. Geopolitical tensions reducing demand (15%);

3. Economic recession causing safe-haven flow (20%);

4. Continued interest rate hikes (25%);

5. Inflation persisting (15%).


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September 17, 2024


BTC iShares 3-7 Year Treasury Bond Forecast

IEI      BTC iShares 3-7 Year Treasury Bond











Correlated Assets

Assets that tend to move strongly with IEI



BLV Forecast + Options Trading Strategies   BLV  Vanguard Group, Inc. - Vanguard Long-Term Bond (0.96)


VCLT Forecast + Options Trading Strategies   VCLT  Vanguard Long-Term Corporate Bond (0.95)


VNQ Forecast + Options Trading Strategies   VNQ  Vanguard Real Estate Index (0.94)


DRN Forecast + Options Trading Strategies   DRN  Direxion Real Estate Bull 3x Shares (0.94)


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



Uncorrelated Assets

Assets with little price relationship to IEI



DOMO Forecast + Options Trading Strategies   DOMO  Domo (0.0)


YANG Forecast + Options Trading Strategies   YANG  Direxion Daily FTSE China Bear 3X Shares (0.0)


GPN Forecast + Options Trading Strategies   GPN  Global Payments (-0.0)


DBX Forecast + Options Trading Strategies   DBX  Dropbox (-0.0)


SHEL Forecast + Options Trading Strategies   SHEL  Shell Plc - ADR (Representing) (0.01)



Anticorrelated Assets

Assets that tend to move strongly against IEI



CNYA Forecast + Options Trading Strategies   CNYA  BlackRock Institutional Trust Company N.A. - iShares MSCI China (-0.82)


CHAU Forecast + Options Trading Strategies   CHAU  Direxion Daily CSI 300 China A Share Bull 2X Shares (-0.83)


DRV Forecast + Options Trading Strategies   DRV  Direxion Daily Real Estate Bear 3X Shares (-0.9)


TBT Forecast + Options Trading Strategies   TBT  PowerShares UltraShort Lehman 20+ Yea (-0.97)


TMV Forecast + Options Trading Strategies   TMV  Direxion Daily 20+ Year Treasury Bear 3X Shares (-0.97)





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