Probability Map December 28

Meta Strategy Derivatives Portfolio – Probability Map Update.

— Updated December 29, pre-market —

After an exciting Monday last week, the market remained quiet. Every dip was met by strong buyers, and a support area around SPX 3650 now provides a strong base.

From today onwards seasonal liquidity flows steadily increase into January, which bodes well for the historically strongest weeks in the calendar.

I continue to look towards mid-January to be the beginning of a critical danger period, where extreme sentiment may start to overcome positive breadth and fading supportive seasonality.

As usual, I map my current data-driven estimates of the probabilities for future returns of the S&P 500 over the short, medium, and long term.

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