LMND Forecast + Trading Strategies



Bearish<—>Bullish



80% Confidence




Bullish Case: High call volume indicates potential investor confidence. Recent price growth suggests continued bullish momentum.




Bearish Case: Neglecting regulatory challenges, prevalent market uncertainty, and high implied volatility might pressure prices further down.




Potential Outcomes: 35% chance of gradual price increase; 50% chance of decline due to volatility; 15% stability given flat term structure.




Trading Oracle: Optimal: Bullish short volatility strategy. Sell $36.5 puts, buy $33.5 puts, expiring in ~3 days. Market favors this setup with a 74% chance of profit. High reward-to-risk with expected return of 15% (165% annualized).



February 19, 2025


Lemonade Forecast

LMND        Lemonade











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AX Forecast + Options Trading Strategies   AX  Axos Financial (0.8)


VTWO Forecast + Options Trading Strategies   VTWO  Vanguard Russell 2000 Index (0.8)


COF Forecast + Options Trading Strategies   COF  Capital One Financial (0.79)



Uncorrelated Assets

Assets with little price relationship to LMND



PATH Forecast + Options Trading Strategies   PATH  UiPath (-0.0)


LLY Forecast + Options Trading Strategies   LLY  Lilly(Eli) (0.0)


APH Forecast + Options Trading Strategies   APH  Amphenol (0.0)


DV Forecast + Options Trading Strategies   DV  DoubleVerify (0.0)


VERV Forecast + Options Trading Strategies   VERV  Verve Therapeutics (0.0)



Anticorrelated Assets

Assets that tend to move strongly against LMND



AVNW Forecast + Options Trading Strategies   AVNW  Aviat Networks (-0.65)


XRX Forecast + Options Trading Strategies   XRX  Xerox (-0.66)


ASML Forecast + Options Trading Strategies   ASML  New York Shares (-0.68)


EL Forecast + Options Trading Strategies   EL  Estee Lauder Cos. (-0.68)


SPXS Forecast + Options Trading Strategies   SPXS  Direxion Daily S&P 500 Bear 3X Shares (-0.71)









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