MSTU – T-Rex 2X Long MSTR Daily Target ETF (ETF-US) | 2-wk Markov

How the Markov model works here

A Markov Chain simplifies weekly price action into states—Down, Neutral, Up—and learns the probability of moving from one to the next. It’s “memoryless”: the next step depends on the current state, not distant history.

We present: Prob. Up Next Week (one-week transition), Prob. Up ≤ k (at least one Up in the next k weeks), Expected Run (typical state duration), and Reward Stats (average weekly returns by state/transition).

Higher Up probabilities / longer Up runs = constructive. Persistent negative rewards or Down bias = caution. Educational only – not financial advice.

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Markov Results

k = 2 Reset

Prob. Up Next Week

0.00

Neutral

Prob. Up ≤ k

0.00

At least one Up within k weeks

Expected Up Run (wks)

0.0

Typical

Down-state Reward (%/wk)

0.00

Benign

P20 / P80 (weekly)

-0.44 / -0.05 Range

Reward (Up %/wk)

Positive

Reward (Neutral %/wk)

Baseline

Expected Down Run (wks)

Risk

Lookahead Horizon (k weeks)

2

Move the slider to see probabilities within 1–8 weeks.

MSTU - T-Rex 2X Long MSTR Daily Target ETF ETF-US

Metric	Value
Current State	Down
Prob. Up Next Week	0.111
Prob. Up ≤ 2	0.178
Expected Run (Current)	2.25
Expected Run (Up)	2.5
P20 / P80 Bands	-0.444 / -0.05

Quick Read

Prob. Up Next Week

0.111

Prob. Up ≤ k

0.178

Expected Run (Current)

2.250

Expected Run (Up)

2.500

Avg Return in Up (wk)

0.056

Avg Return in Neutral

-0.040

Avg Return in Down

-0.057

Plain-English Interpretation

Current regime: Down.

Short-term odds do not favour an Up move yet. Current regime typically lasts a couple of weeks. Average weekly return while Up is positive - constructive when the regime turns. Down regime carries negative drift - avoid knife-catching. Typical weekly range sits between -0.444 and -0.050 (20th–80th pct).

Reward Stats (avg % return)

State	Avg Return	Samples
0	-0.057	6
1	-0.040	17
2	0.056	7

Transition	Avg Return	Samples
0->0	-0.064	4
0->1	-0.045	2
1->0	0.005	2
1->1	-0.053	13
1->2	-0.002	2
2->1	0.166	2
2->2	0.012	5

Reading the metrics

Prob. Up Next Week — one-step transition. Higher values are constructive.
Prob. Up ≤ k — chance of at least one Up in the next k weeks.
Expected Run — typical duration of current state; longer Up runs support trends.
P20 / P80 — typical weekly range for risk sizing.
Reward Stats — average weekly returns by state/transition; negatives flag caution.

Legend

Positive Negative Neutral k = weeks ahead Probabilities Ranges (P20/P80)

Accents appear where metrics indicate strength or risk.