AI IJH Forecast + Trading Strategies


Bullish Case: The IJH's historical price return suggests a potential upward trajectory, with high relative likelihood for gains as evidenced by strong trading volume in call options. Implied volatility remains above historical norms, signaling potential for increased risk appetites among investors.


Bearish Case: Recent declines in IJH highlight sustained bearish sentiment, with increasing uncertainties impacting mid-cap stocks. A significant drop from previous highs underscores a potential continuation of selling pressure, particularly if economic indicators worsen.


Potential Outcomes:

1. Market Recovery (30%);

2. Market Correction (25%);

3. Stagnation (20%);

4. Increased Volatility (15%);

5. Major Fund Influx (10%). These probabilities are derived from historical data and current market sentiment analysis.


Trading Oracle: Adopt a bullish debit spread approach by purchasing 2 $62.00 calls and selling 1 $64.00 call, targeting short-term upside with a high reward-to-risk ratio. Implied volatilities suggest favorable conditions for this strategy, with significant edge due to market demand shifts.


August 28, 2024


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



COO Forecast + Options Trading Strategies   COO  Cooper Companies (0.88)


DBX Forecast + Options Trading Strategies   DBX  Dropbox (0.88)


MANU Forecast + Options Trading Strategies   MANU  Manchester United Plc. (0.86)


NOVA Forecast + Options Trading Strategies   NOVA  Sunnova Energy International (0.85)


VLY Forecast + Options Trading Strategies   VLY  Valley National Bancorp (0.83)



Uncorrelated Assets

Assets with little price relationship to IJH



AOSL Forecast + Options Trading Strategies   AOSL  Alpha & Omega Semiconductor (0.0)


TEX Forecast + Options Trading Strategies   TEX  Terex (-0.0)


NOC Forecast + Options Trading Strategies   NOC  Northrop Grumman (-0.0)


ASO Forecast + Options Trading Strategies   ASO  Academy Sports and Outdoors (-0.0)


CNC Forecast + Options Trading Strategies   CNC  Centene (-0.0)



Anticorrelated Assets

Assets that tend to move strongly against IJH



SM Forecast + Options Trading Strategies   SM  SM Energy (-0.73)


FANG Forecast + Options Trading Strategies   FANG  Diamondback Energy (-0.74)


SE Forecast + Options Trading Strategies   SE  Sea (-0.74)


ACGL Forecast + Options Trading Strategies   ACGL  Arch (-0.75)


BJ Forecast + Options Trading Strategies   BJ  BJ's Wholesale Club (-0.75)





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