Meta Strategy Derivatives Portfolio – Probability Map Update.
Today’s report sees further increased probabilities in favor of an end of the current equity pullback.
We reached our main target range last week and began to add long positions. Further long entries are planned for this week – leading to a leveraged long exposure for the portfolio.
As usual I map my current data-driven estimate of the probabilities for future returns of the S&P 500 over the short-, medium- and long-term.