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.




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January 04, 2025


ProShares Ultra SmallCap600 Forecast

SAA        ProShares Ultra SmallCap600











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UDOW Forecast + Options Trading Strategies   UDOW  ProShares UltraPro Dow30 (0.9)


PSMT Forecast + Options Trading Strategies   PSMT  Pricesmart (0.88)


ZION Forecast + Options Trading Strategies   ZION  Zions Bancorporation N.A (0.86)


CBRE Forecast + Options Trading Strategies   CBRE  CBRE (0.86)



Uncorrelated Assets

Assets with little price relationship to SAA



URBN Forecast + Options Trading Strategies   URBN  Urban Outfitters (-0.01)


IOVA Forecast + Options Trading Strategies   IOVA  Iovance Biotherapeutics (0.02)


ODFL Forecast + Options Trading Strategies   ODFL  Old Dominion Freight Line (0.02)


APH Forecast + Options Trading Strategies   APH  Amphenol (0.02)


LCID Forecast + Options Trading Strategies   LCID  Lucid (0.03)



Anticorrelated Assets

Assets that tend to move strongly against SAA



IEP Forecast + Options Trading Strategies   IEP  Icahn (-0.66)


COTY Forecast + Options Trading Strategies   COTY  Coty (-0.67)


EL Forecast + Options Trading Strategies   EL  Estee Lauder Cos. (-0.69)


LABD Forecast + Options Trading Strategies   LABD  Direxion Daily S&P Biotech Bear 3X Shares (-0.77)


SPXS Forecast + Options Trading Strategies   SPXS  Direxion Daily S&P 500 Bear 3X Shares (-0.78)









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