Probability Map March 29

Meta Strategy Derivatives Portfolio – Probability Map Update.

While market fragility still remains elevated, the current correction is slowly releasing some of the pressure stemming from speculative extremes, as it is rotating through different areas of the market.

The essential short-term message is that we have passed through the main window of increased vulnerability unscathed, and now have the seasonally strong month of April ahead of us, supported by a volatility regime that is shifting lower.

I am introducing a new section containing alternative strategies and special opportunities to the report, starting today with the “Vanna Nights” strategy.

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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