UVXY Forecast + Trading Strategies



Bearish<—>Bullish



80% Confidence




Bullish Case: Geopolitical tensions or economic uncertainties could spike volatility. Helium implied volatility is higher than market, indicating potential for price surge.




Bearish Case: Persistent contango and high bearish risk suggest continued UVXY decline. Historical price mean reversion supports downward pressure.




Potential Outcomes: Status quo decline persists (55%), minor vol spikes (20%), market shock (15%), unexpected stability (10%).




Trading Oracle: Consider bearish credit spreads. Sell $19 C, buy $21 C, expiring in ~28 days. Leverage high contango, capitalize on time decay. Positive edge, high reward:risk ratio, aligns with market trends.



December 27, 2024


ProShares Ultra VIX Short-Term Futures Forecast

UVXY        ProShares Ultra VIX Short-Term Futures











Correlated Assets

Assets that tend to move strongly with UVXY



KDP Forecast + Options Trading Strategies   KDP  Keurig Dr Pepper (0.64)


AZN Forecast + Options Trading Strategies   AZN  Astrazeneca (0.59)


KO Forecast + Options Trading Strategies   KO  Coca-Cola (0.55)


ZETA Forecast + Options Trading Strategies   ZETA  Zeta Global Holdings Corp (0.53)


ING Forecast + Options Trading Strategies   ING  ING Groep (0.53)



Uncorrelated Assets

Assets with little price relationship to UVXY



EPR Forecast + Options Trading Strategies   EPR  EPR Properties (0.0)


TRV Forecast + Options Trading Strategies   TRV  Travelers Companies (-0.01)


CYBR Forecast + Options Trading Strategies   CYBR  CyberArk Software (-0.01)


AMC Forecast + Options Trading Strategies   AMC  AMC Entertainment (0.01)


WEAT Forecast + Options Trading Strategies   WEAT  Teucrium Wheat (-0.01)



Anticorrelated Assets

Assets that tend to move strongly against UVXY



WHR Forecast + Options Trading Strategies   WHR  Whirlpool (-0.66)


ODFL Forecast + Options Trading Strategies   ODFL  Old Dominion Freight Line (-0.66)


CWH Forecast + Options Trading Strategies   CWH  Camping World (-0.69)


ARKG Forecast + Options Trading Strategies   ARKG  ARK Investment Management LLC - ARK Genomic Revolution (-0.7)


GL Forecast + Options Trading Strategies   GL  Globe Life (-0.73)









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