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) (0.64)


LTH Forecast + Options Trading Strategies   LTH  Life Time (0.63)


SATS Forecast + Options Trading Strategies   SATS  EchoStar (0.62)


BSX Forecast + Options Trading Strategies   BSX  Boston Scientific (0.6)


HIMX Forecast + Options Trading Strategies   HIMX  Himax (0.6)



Uncorrelated Assets

Assets with little price relationship to NYC



KBH Forecast + Options Trading Strategies   KBH  KB Home (0.0)


EMR Forecast + Options Trading Strategies   EMR  Emerson Electric (0.0)


CG Forecast + Options Trading Strategies   CG  Carlyle (-0.01)


OLPX Forecast + Options Trading Strategies   OLPX  Olaplex (-0.01)


DELL Forecast + Options Trading Strategies   DELL  Dell (-0.01)



Anticorrelated Assets

Assets that tend to move strongly against NYC



MNST Forecast + Options Trading Strategies   MNST  Monster Beverage (-0.62)


ATKR Forecast + Options Trading Strategies   ATKR  Atkore (-0.62)


IOVA Forecast + Options Trading Strategies   IOVA  Iovance Biotherapeutics (-0.64)


MTN Forecast + Options Trading Strategies   MTN  Vail Resorts (-0.65)


HRL Forecast + Options Trading Strategies   HRL  Hormel Foods (-0.73)









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