Meta Strategy Trading Portfolio – Probability Map Update.

Probability Map Deep Dive

From a short-term perspective a confluence of data points to a rather good opportunity to short the S&P 500 over the next weeks.

Why then have I temporarily downgraded the current opportunity from green to yellow this week?

The answer lies in the simple, powerful concept that probabilistic forecasts for different time horizons all interact with each other.

Only when all outlooks are aligned is the opportunity truly excellent.

I dive deep into our current Probability Map to highlight the concepts of multi-time-frame forecasting and data-driven edge stacking.