IJH Forecast



Bearish<—>Bullish



80% Confidence




Bullish Case: The moderate increase in call volume and bullish risk suggests potential upward price movement. Historical return likelihood indicates moderate recovery potential.




Bearish Case: Implied volatility remains elevated, suggesting market skepticism. Historical declines and recent flat action point to potential downside risks.




Potential Outcomes:
  • Market Recovery (35%) - Positive economic indicators.
  • Market Correction (30%) - Persisting economic challenges.
  • Stagnation (20%) - Extended flat price trend.
  • Increased Volatility (15%) - Data surprises impact prices.




Trading Oracle:

Given the elevated implied volatility and the market’s uncertainty, implement the Bearish Long Volatility strategy. This capitalizes on potential downside while benefiting from premium increases due to volatility spikes.



May 03, 2025


BlackRock Institutional Trust Company N.A. - iShares Core S&P Mid-Cap Forecast

IJH        BlackRock Institutional Trust Company N.A. - iShares Core S&P Mid-Cap











Correlated Assets

Assets that tend to move strongly with IJH



FITB Forecast + Options Trading Strategies   FITB  Fifth Third Bancorp (0.95)


KKR Forecast + Options Trading Strategies   KKR  KKR (0.94)


SSO Forecast + Options Trading Strategies   SSO  ProShares Ultra S&P500 (0.93)


BANC Forecast + Options Trading Strategies   BANC  Banc of California (0.93)


UWM Forecast + Options Trading Strategies   UWM  ProShares Ultra Russell2000 (0.92)



Uncorrelated Assets

Assets with little price relationship to IJH



COLD Forecast + Options Trading Strategies   COLD  Americold Realty (0.0)


MPWR Forecast + Options Trading Strategies   MPWR  Monolithic Power System (0.0)


XRX Forecast + Options Trading Strategies   XRX  Xerox (0.01)


CVE Forecast + Options Trading Strategies   CVE  Cenovus Energy (-0.01)


MUR Forecast + Options Trading Strategies   MUR  Murphy Oil (-0.01)



Anticorrelated Assets

Assets that tend to move strongly against IJH



WPC Forecast + Options Trading Strategies   WPC  W. P. Carey (-0.44)


KO Forecast + Options Trading Strategies   KO  Coca-Cola (-0.47)


EC Forecast + Options Trading Strategies   EC  Ecopetrol SA (-0.52)


EWW Forecast + Options Trading Strategies   EWW  iShares MSCI Mexico (-0.55)


UDN Forecast + Options Trading Strategies   UDN  Invesco DB US Dollar Index Bearish (-0.7)









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