VXX Forecast


Bullish Case: Leveraging historical return analysis and an upward trend in short-term implied volatility, VXX indicates underpriced bullish potential against a backdrop of rising market uncertainty, aligning with Helium's higher IV projections, offering profit potential in abrupt market shifts.


Bearish Case: VXX has persistently trended downwards, reflecting an enduring market stability. Recent price behavior reinforces flat-to-bearish expectations, with Helium and market data projecting a -0.65% return, highlighting robust systemic resilience against volatility.


Potential Outcomes:

1. 25% chance of VXX increase upon economic releases or geopolitical tensions spiking IV.

2. 50% likelihood VXX remains subpar as markets absorb expected news without panic.

3. 25% chance VXX surges above estimation on unexpected global financial stress.


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April 25, 2024


iPath Series B S&P 500 VIX Short-Term Futures Forecast

VXX        iPath Series B S&P 500 VIX Short-Term Futures
Price Forecast: BEARISH    Price Action: MEAN REVERTING (?)











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VIXM Forecast + Options Trading Strategies   VIXM  ProShares VIX Mid-Term Futures (0.98)


UVXY Forecast + Options Trading Strategies   UVXY  ProShares Ultra VIX Short-Term Futures (0.98)


BOIL Forecast + Options Trading Strategies   BOIL  ProShares Ultra Bloomberg Natural Gas (0.93)


AMC Forecast + Options Trading Strategies   AMC  AMC Entertainment (0.92)



Uncorrelated Stock Forecasts

Assets with little price relationship to VXX



F Forecast + Options Trading Strategies   F  Ford Motor (0.0)


LH Forecast + Options Trading Strategies   LH  Laboratory Corp. Of America (-0.0)


FHI Forecast + Options Trading Strategies   FHI  Federated Hermes (0.0)


BERY Forecast + Options Trading Strategies   BERY  Berry (0.0)


BNS Forecast + Options Trading Strategies   BNS  Bank Of Nova Scotia (0.0)



Anticorrelated Stock Forecasts

Assets that tend to move strongly against VXX



MOD Forecast + Options Trading Strategies   MOD  Modine Manufacturing (-0.96)


TT Forecast + Options Trading Strategies   TT  Trane (-0.97)


UBER Forecast + Options Trading Strategies   UBER  Uber (-0.97)


KKR Forecast + Options Trading Strategies   KKR  KKR (-0.97)


ITT Forecast + Options Trading Strategies   ITT  ITT (-0.97)





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