VTEB Forecast


Bullish Case: VTEB's historical mean reversion suggests potential for minor price uptick alongside current bullish sentiment across tenors.


Bearish Case: VTEB's recent underperformance and high implied volatility for lower strike prices indicate potential downside risks, aligned with historical correlation to low growth indicators.


Potential Outcomes: 75% chance of remaining stable with <1% gain, 20% chance of 3-5% decline, 5% chance of >5% increase due to policy shifts.


Trading Oracle: Deploy credit spreads (VTEB 08/16/2024 48.00 P) leveraging mean reversion and high implied volatility for lower strike prices. This strategy has positive edge, high probability of profit. Expiration target: ~4 months.


July 03, 2024


Vanguard Group Forecast

VTEB      Vanguard Group











Correlated Assets

Assets that tend to move strongly with VTEB



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.49)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.08)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (-0.23)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.26)



Uncorrelated Assets

Assets with little price relationship to VTEB



VFC Forecast + Options Trading Strategies   VFC  VF (-0.08)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (-0.23)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.26)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.49)



Anticorrelated Assets

Assets that tend to move strongly against VTEB



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.49)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.08)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (-0.23)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.26)





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