Probability Map August 23

Meta Strategy Derivatives Portfolio – Probability Map Update.

Yet Another V-Bottom?

After a sharp drop in the beginning of last week, the S&P is trading below its highs, but has reclaimed its important short-term trend on Friday.

All this is happening while an historically stretched rally meets market internals that show ever increasing weakness.

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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