VIXM Forecast


Bullish Case: Volatility spikes generate sharp price moves; August & October 2024 forecasts show potential uptrend due to high volatility readings.


Bearish Case: Consistent downward price trend and excessive implied volatility imply high risk and potential for further price declines.


Potential Outcomes:

1) Economic data surprises (30%).

2) Market correction (20%).

3) Policy changes on volatility derivatives (10%).

4) Geopolitical events (10%).


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July 17, 2024


ProShares VIX Mid-Term Futures Forecast

VIXM      ProShares VIX Mid-Term Futures











Correlated Assets

Assets that tend to move strongly with VIXM



LI Forecast + Options Trading Strategies   LI  Li Auto (0.77)


VFC Forecast + Options Trading Strategies   VFC  VF (0.72)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (-0.29)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (-0.88)



Uncorrelated Assets

Assets with little price relationship to VIXM



XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (-0.29)


VFC Forecast + Options Trading Strategies   VFC  VF (0.72)


LI Forecast + Options Trading Strategies   LI  Li Auto (0.77)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (-0.88)



Anticorrelated Assets

Assets that tend to move strongly against VIXM



LI Forecast + Options Trading Strategies   LI  Li Auto (0.77)


VFC Forecast + Options Trading Strategies   VFC  VF (0.72)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (-0.29)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (-0.88)





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