SWAN Forecast


Bullish Case: With SWAN hovering around its 12-month high, investor sentiment could trigger a bullish run. Historical returns indicate a likelihood of solid positive returns over the next few years.


Bearish Case: SWAN's volatility surface suggests heightened uncertainty. Recent price action has been mostly flat, and any negative oscillation could prompt a sharp downward move.


Potential Outcomes:

1. Continuation of flat trading (40%) -historical trends and sentiment.

2. Moderate rise to $30-32 (30%) - bullish investor sentiment.

3. Price drop to $25-27 (20%) - technical correction.

4. Extreme volatility event (10%) - major market shifts.


Trading Oracle: Utilize Helium short volatility strategy (credit spreads) to capitalize on the anticipated flat price movement and slight premium decay. Optimal bear credit spread: Jul 2024 28/27 put spread. High reward:risk ratio with a high probability of profit within a 60-day timeframe.


July 02, 2024


Amplify BlackSwan Growth & Treasury Core Forecast

SWAN      Amplify BlackSwan Growth & Treasury Core











Correlated Assets

Assets that tend to move strongly with SWAN



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.87)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.34)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.56)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.66)



Uncorrelated Assets

Assets with little price relationship to SWAN



XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.34)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.56)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.66)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.87)



Anticorrelated Assets

Assets that tend to move strongly against SWAN



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.87)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.34)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.56)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.66)





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