Meta Strategy Derivatives Portfolio – Probability Map Update.

— Updated February 5, pre-market —
— Updated February 3, pre-market —
— Updated February 2, pre-market —

I spent the last weeks slowly and carefully rotating the model portfolio to a net short exposure. After last Wednesday’s close below key support, I further added to this short position, which has accumulated a healthy profit.

For the next couple of weeks, navigating the current pullback / correction will be my main priority. Fast drops from all-time-highs offer a range of great reward : risk opportunities that can play out very quickly.

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.