ACGL Forecast + Trading Strategies


Bullish Case: Given ACGL's stable and low implied volatility, consistent historical returns, and a current uptick in call option trading volume, a bullish outlook is credible.


Bearish Case: Despite recent price stagnation and a higher Helium-model long volatility forecast, low market trading volume and insider selling might signify potential downward pressure.


Potential Outcomes: Potential growth (35%) due to positive AI advances; market fluctuations (25%) from global events; increased regulatory costs (20%); substantial claims from catastrophic events (20%).


Trading Oracle: Implement a bullish call debit spread expiring in ~35 days. Buy 1 $100.0 strike call and sell 1 $105.0 call option. This strategy leverages stable volatility and resilient historical returns with a high reward:risk ratio, providing an alpha-driven edge with positive expected outcomes.


July 16, 2024










Correlated Assets

Assets that tend to move strongly with ACGL



FTI Forecast + Options Trading Strategies   FTI  TechnipFMC (0.86)


WDC Forecast + Options Trading Strategies   WDC  Western Digital (0.8)


GEO Forecast + Options Trading Strategies   GEO  Geo Group (0.79)


HMY Forecast + Options Trading Strategies   HMY  Harmony Gold Mining (0.78)


HWM Forecast + Options Trading Strategies   HWM  Howmet Aerospace (0.77)



Uncorrelated Assets

Assets with little price relationship to ACGL



GUSH Forecast + Options Trading Strategies   GUSH  Direxion Daily S&P Oil & Gas Exp. & Prod. (0.06)


WYNN Forecast + Options Trading Strategies   WYNN  Wynn Resorts (-0.06)


FL Forecast + Options Trading Strategies   FL  Foot Locker (-0.07)


AOSL Forecast + Options Trading Strategies   AOSL  Alpha & Omega Semiconductor (-0.09)


VOYA Forecast + Options Trading Strategies   VOYA  Voya Financial (0.13)



Anticorrelated Assets

Assets that tend to move strongly against ACGL



PAYC Forecast + Options Trading Strategies   PAYC  Paycom Software (-0.79)


EVLV Forecast + Options Trading Strategies   EVLV  Evolv (-0.83)


NOVA Forecast + Options Trading Strategies   NOVA  Sunnova Energy International (-0.88)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.88)


FXY Forecast + Options Trading Strategies   FXY  Invesco CurrencyShares Japanese Yen (-0.93)





Become a more profitable investor with AI optimized trading strategies






×

Chat with ACGL


 Ask any question about ACGL!