AI VGLT Forecast + Trading Strategies


Bullish Case: A potential economic recovery and expectations of Fed rate cuts may bolster demand for VGLT, driving prices higher. The current implied volatility suggests undervaluation, with buyers flocking to long-term treasuries amid market uncertainty.




Bearish Case: Persistent inflationary pressures or a surprise hawkish stance from the Fed could lead to rising rates, negatively impacting VGLT prices. High current market implied volatility indicates significant risk and potential for larger downside movements.




Potential Outcomes:

1. 40% chance of modest price recovery if rate cuts are anticipated;

2. 30% chance of continued muted flat trading;

3. 20% chance of price decline if inflation fears escalate;

4. 10% chance of strong rally linked to economic indicators.




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September 24, 2024


Vanguard Group, Inc. - Vanguard Long-Term Treasury Forecast

VGLT        Vanguard Group, Inc. - Vanguard Long-Term Treasury











Correlated Assets

Assets that tend to move strongly with VGLT



TLH Forecast + Options Trading Strategies   TLH  BlackRock Institutional Trust Company N.A. - iShares 10-20 Year Treasury Bond (0.99)


EDV Forecast + Options Trading Strategies   EDV  Vanguard Group, Inc. - Vanguard Extended Duration Treasury (0.99)


VCLT Forecast + Options Trading Strategies   VCLT  Vanguard Long-Term Corporate Bond (0.98)


TMF Forecast + Options Trading Strategies   TMF  Direxion Daily 20+ Year Treasury Bull 3X Shares (0.96)


BND Forecast + Options Trading Strategies   BND  Vanguard Total Bond Market (0.96)



Uncorrelated Assets

Assets with little price relationship to VGLT



BE Forecast + Options Trading Strategies   BE  Bloom Energy (0.0)


BAND Forecast + Options Trading Strategies   BAND  Bandwidth (0.0)


PK Forecast + Options Trading Strategies   PK  Park Hotels & Resorts (-0.0)


FTI Forecast + Options Trading Strategies   FTI  TechnipFMC (0.0)


WHR Forecast + Options Trading Strategies   WHR  Whirlpool (-0.0)



Anticorrelated Assets

Assets that tend to move strongly against VGLT



DRV Forecast + Options Trading Strategies   DRV  Direxion Daily Real Estate Bear 3X Shares (-0.83)


SRS Forecast + Options Trading Strategies   SRS  ProShares UltraShort Real Estate (-0.85)


TMV Forecast + Options Trading Strategies   TMV  Direxion Daily 20+ Year Treasury Bear 3X Shares (-0.99)


TBF Forecast + Options Trading Strategies   TBF  ProShares Short 20+ Year Treasury (-0.99)


TBT Forecast + Options Trading Strategies   TBT  PowerShares UltraShort Lehman 20+ Yea (-0.99)









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