SAA Forecast



Bearish<—>Bullish



80% Confidence




Bullish Case: SAA's high implied volatility and recent price uptrend suggest potential for continued gains, supported by strong leverage in bullish markets.




Bearish Case: Elevated implied volatility indicates market uncertainty. Risks include potential volatility spikes and leveraged downside due to adverse market conditions.




Potential Outcomes: Moderate rally (40% chance) due to volatility spikes; flat performance (30%); downturn (30%) amidst market fears.




Trading Oracle: Consider a bull call spread: buy SAA 26.00 C, sell 28.00 C. This leverages high implied volatility and targets a 2-month horizon. Positive edge from volatility trends offers high reward with moderate risk.



January 04, 2025


ProShares Ultra SmallCap600 Forecast

SAA        ProShares Ultra SmallCap600











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Assets that tend to move strongly with SAA



UWM Forecast + Options Trading Strategies   UWM  ProShares Ultra Russell2000 (0.99)


IWR Forecast + Options Trading Strategies   IWR  BlackRock Institutional Trust Company N.A. - iShares Russell Mid-Cap (0.92)


UDOW Forecast + Options Trading Strategies   UDOW  ProShares UltraPro Dow30 (0.91)


ZION Forecast + Options Trading Strategies   ZION  Zions Bancorporation N.A (0.89)


VTV Forecast + Options Trading Strategies   VTV  Vanguard Value (0.88)



Uncorrelated Assets

Assets with little price relationship to SAA



UUUU Forecast + Options Trading Strategies   UUUU  Energy Fuels (-0.0)


OLED Forecast + Options Trading Strategies   OLED  Universal Display (-0.02)


FMC Forecast + Options Trading Strategies   FMC  FMC (0.02)


LCID Forecast + Options Trading Strategies   LCID  Lucid (-0.02)


WY Forecast + Options Trading Strategies   WY  Weyerhaeuser (-0.02)



Anticorrelated Assets

Assets that tend to move strongly against SAA



ASML Forecast + Options Trading Strategies   ASML  New York Shares (-0.69)


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


OXY Forecast + Options Trading Strategies   OXY  Occidental Petroleum (-0.71)


EL Forecast + Options Trading Strategies   EL  Estee Lauder Cos. (-0.72)


SPXS Forecast + Options Trading Strategies   SPXS  Direxion Daily S&P 500 Bear 3X Shares (-0.83)









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