MVV Forecast


Bullish Case: MVV has demonstrated significant historical growth, with a yearly rise of 17.6% and +38% over two years. The implied volatility surface suggests a potential for strong gains given the high volatility near lower strike prices.


Bearish Case: MVV's recent performance has been flat, and its price has declined by 5.8% over the last sixty days. High implied volatility also indicates potential market uncertainty and risk of further declines.


Potential Outcomes:

1. Continued growth due to past performance: 50%.

2. Market correction due to current declines: 30%.

3. Intermediate stability with minor fluctuations: 20%. Probabilities derived from historical trends and volatility analysis.


Trading Oracle: Given the high implied volatility and current market conditions, a short volatility strategy with credit spreads around MVV strikes at $60-$70, expiring in 113 days, offers high reward-to-risk ratios and significant alpha. Expect fast premium decay leading to quick profits.


July 05, 2024


ProShares Ultra MidCap400 Forecast

MVV      ProShares Ultra MidCap400











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