NYC Forecast



Bearish<—>Bullish



80% Confidence




Bullish Case: NYC's strategic property locations and historical mean reversion suggest potential for long-term appreciation. Economic recovery and strategic planning can bolster confidence.




Bearish Case: Persistent socio-political issues, rising crime rates, and remote work trends could depress property demand and rental yields, hampering recovery.




Potential Outcomes:
  • 45% chance of socio-political stabilization lifting real estate demand.
  • 35% chance crime rates undercut investor confidence, reducing property value.
  • 20% chance of economic rebound increasing demand slightly.




Trading Oracle: Use short-term credit spreads (Helium Short Volatility) as NYC shows low volatility and mean-reverting behavior. Target a 1-3 month window. This approach prudently captures time decay and premium decay given neutral AI signals and social sentiments.



January 30, 2025


New York City REIT Forecast

NYC        New York City REIT











Correlated Assets

Assets that tend to move strongly with NYC



LLY Forecast + Options Trading Strategies   LLY  Lilly(Eli) (0.7)


BLBD Forecast + Options Trading Strategies   BLBD  Blue Bird (0.68)


HPQ Forecast + Options Trading Strategies   HPQ  HP (0.66)


BBY Forecast + Options Trading Strategies   BBY  Best Buy (0.63)


KO Forecast + Options Trading Strategies   KO  Coca-Cola (0.62)



Uncorrelated Assets

Assets with little price relationship to NYC



GIII Forecast + Options Trading Strategies   GIII  G-III Apparel (0.0)


DNN Forecast + Options Trading Strategies   DNN  Denison Mines (0.0)


TSN Forecast + Options Trading Strategies   TSN  Tyson Foods (-0.01)


V Forecast + Options Trading Strategies   V  Visa (-0.01)


SOFI Forecast + Options Trading Strategies   SOFI  SoFi (0.01)



Anticorrelated Assets

Assets that tend to move strongly against NYC



PATH Forecast + Options Trading Strategies   PATH  UiPath (-0.66)


DAR Forecast + Options Trading Strategies   DAR  Darling Ingredients (-0.66)


DV Forecast + Options Trading Strategies   DV  DoubleVerify (-0.67)


HTZ Forecast + Options Trading Strategies   HTZ  Hertz Global Holdings (-0.69)


LAC Forecast + Options Trading Strategies   LAC  Lithium Americas (-0.72)









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