SHY Forecast


Bullish Case: Despite low option volumes, the mean-reverting nature coupled with decreasing implied volatility suggests stability. The long-term view shows a potential for gradual upward correction as economic conditions stabilize.




Bearish Case: High put volumes and recent backwardation in implied volatility indicate skepticism. Economic uncertainties may press SHY further down, especially if market tensions impact global economies adversely.




Potential Outcomes:
1. Stable at $82-$84 (50% chance) - Supported by mean reversion.
2. Dip to $80 (30% chance) - Elevated put volumes and economic pressures.
3. Climb to $85 (20% chance) - Decreasing volatility and stabilization.



April 15, 2025


BTC iShares 1-3 Year Trea Forecast

SHY        BTC iShares 1-3 Year Trea











Correlated Assets

Assets that tend to move strongly with SHY



FEZ Forecast + Options Trading Strategies   FEZ  SPDR EURO Stoxx 50 (0.73)


TRI Forecast + Options Trading Strategies   TRI  Thomson-Reuters (0.69)


OPCH Forecast + Options Trading Strategies   OPCH  Option Care Health Inc. - Registered Shares (0.68)


SAN Forecast + Options Trading Strategies   SAN  Banco Santander (0.58)


WNS Forecast + Options Trading Strategies   WNS  WNS Holdings Limited (0.56)



Uncorrelated Assets

Assets with little price relationship to SHY



ZG Forecast + Options Trading Strategies   ZG  Zillow (0.0)


CL Forecast + Options Trading Strategies   CL  Colgate-Palmolive (-0.0)


WMG Forecast + Options Trading Strategies   WMG  Warner Music (-0.0)


JPM Forecast + Options Trading Strategies   JPM  JPMorgan Chase (0.01)


GSL Forecast + Options Trading Strategies   GSL  Global Ship Lease (0.01)



Anticorrelated Assets

Assets that tend to move strongly against SHY



SAM Forecast + Options Trading Strategies   SAM  Boston Beer Co. (-0.64)


MBUU Forecast + Options Trading Strategies   MBUU  Malibu Boats (-0.65)


H Forecast + Options Trading Strategies   H  Hyatt Hotels (-0.67)


FLR Forecast + Options Trading Strategies   FLR  Fluor (-0.69)


RPD Forecast + Options Trading Strategies   RPD  Rapid7 (-0.72)









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