VTV Forecast + Trading Strategies



Bearish<—>Bullish



80% Confidence




Bullish Case: Despite mean reversion, high historical returns and strong institutional inflows suggest continued upside potential in VTV.




Bearish Case: Increased market uncertainty with higher implied volatilities compared to SPY suggests potential downside risks for VTV.




Potential Outcomes: 80% chance VTV stabilizes with slight upside due to institutional support. 20% risk of correction amidst market volatility and macroeconomic challenges.




Trading Oracle: Consider employing a bearish debit spread. Buy 2/21/2025 169 P, sell 2/21/2025 165 P. Short-term outlook targets downside volatility based on negative price forecasts and implied volatility differences. Favorable edge with high probability of profit.



January 04, 2025


Vanguard Value Forecast

VTV        Vanguard Value











Correlated Assets

Assets that tend to move strongly with VTV



DGRO Forecast + Options Trading Strategies   DGRO  iShares Core Dividend Growth (1.0)


IWD Forecast + Options Trading Strategies   IWD  iShares Russell 1000 Value (0.99)


SPLV Forecast + Options Trading Strategies   SPLV  Invesco S&P 500 Low Volatility (0.98)


TT Forecast + Options Trading Strategies   TT  Trane (0.97)


SSO Forecast + Options Trading Strategies   SSO  ProShares Ultra S&P500 (0.96)



Uncorrelated Assets

Assets with little price relationship to VTV



OGN Forecast + Options Trading Strategies   OGN  Organon (-0.01)


FANG Forecast + Options Trading Strategies   FANG  Diamondback Energy (0.02)


PAYC Forecast + Options Trading Strategies   PAYC  Paycom Software (0.03)


IOVA Forecast + Options Trading Strategies   IOVA  Iovance Biotherapeutics (-0.04)


WPC Forecast + Options Trading Strategies   WPC  W. P. Carey (-0.05)



Anticorrelated Assets

Assets that tend to move strongly against VTV



IEP Forecast + Options Trading Strategies   IEP  Icahn (-0.86)


AMR Forecast + Options Trading Strategies   AMR  Alta Mesa Resources (-0.86)


APLS Forecast + Options Trading Strategies   APLS  Apellis Pharmaceuticals (-0.89)


WBA Forecast + Options Trading Strategies   WBA  Walgreens Boots Alliance (-0.89)


SPXS Forecast + Options Trading Strategies   SPXS  Direxion Daily S&P 500 Bear 3X Shares (-0.97)









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