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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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Uncorrelated Stock Forecasts

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


TNDM Forecast + Options Trading Strategies   TNDM  Tandem Diabetes Care (0.0)


PGNY Forecast + Options Trading Strategies   PGNY  Progyny (-0.0)


GFI Forecast + Options Trading Strategies   GFI  Gold Fields (-0.0)


LH Forecast + Options Trading Strategies   LH  Laboratory Corp. Of America (-0.01)



Anticorrelated Stock Forecasts

Assets that tend to move strongly against VXX



CYBR Forecast + Options Trading Strategies   CYBR  CyberArk Software (-0.97)


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


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


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


UBER Forecast + Options Trading Strategies   UBER  Uber (-0.98)





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