Meta Strategy Derivatives Portfolio – Probability Map Update.

Rally Dynamic

I still expect positive returns through year-end into the beginning of 2022.

In fact, chances are high that we are seeing an accelerated blow-off rally dynamic developing right now.

My current orientation is based on a detailed technical picture paired with the price action we will see this week and a backdrop of quantitative market studies.

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.