AI VXX Forecast + Trading Strategies


Price Forecast:


Bearish<->Bullish


Bullish Case: With VXX volatility trending higher and Helium's forecast outpacing market expectations, a spike in volatility may arise from geopolitical tensions or market shifts. Increased demand for hedging could push VXX upward significantly.


Bearish Case: Current market stability suggests persistent low demand for volatility protection, with high implied volatility levels already priced in. A continued downward trend in VXX is likely as traders seek less risky assets, leading to potential losses.


Potential Outcomes:

1) 20% chance of a sharp volatility spike due to a market shock;

2) 50% probability of VXX maintaining a bearish trend;

3) 30% likelihood of slow recovery if market sentiment turns risk-averse.


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August 23, 2024


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

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











Correlated Assets

Assets that tend to move strongly with VXX



VIXY Forecast + Options Trading Strategies   VIXY  ProShares VIX Short-Term Futures (0.75)


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FWRD Forecast + Options Trading Strategies   FWRD  Forward Air (0.7)


MOMO Forecast + Options Trading Strategies   MOMO  Hello (0.67)


AON Forecast + Options Trading Strategies   AON  Aon plc. - (0.67)



Uncorrelated Assets

Assets with little price relationship to VXX



LW Forecast + Options Trading Strategies   LW  Lamb Weston (-0.0)


DBRG Forecast + Options Trading Strategies   DBRG  DigitalBridge (-0.0)


MDLZ Forecast + Options Trading Strategies   MDLZ  Mondelez International (0.0)


PSNL Forecast + Options Trading Strategies   PSNL  Personalis (0.0)


ARWR Forecast + Options Trading Strategies   ARWR  Arrowhead Pharmaceuticals (0.0)



Anticorrelated Assets

Assets that tend to move strongly against VXX



EW Forecast + Options Trading Strategies   EW  Edwards Lifesciences (-0.84)


AVGO Forecast + Options Trading Strategies   AVGO  Broadcom (-0.84)


SIMO Forecast + Options Trading Strategies   SIMO  Silicon Motion Technology (-0.85)


CRWD Forecast + Options Trading Strategies   CRWD  Crowdstrike (-0.88)


SVIX Forecast + Options Trading Strategies   SVIX  VS Trust - 1x Short VIX Futures (-0.9)





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