Meta Strategy Derivatives Portfolio – Probability Map Update.

In week six of the first significant consolidation period since September 2020, the S&P 500 has reclaimed key resistance areas to close right at the last hurdle before its all-time high.

I look at the main scenarios of what the near future (1-4 months) may look like and how to best structure our current positioning to balance the odds for a high probability of success paired with the possibility of a high payout.

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.