ATR Forecast


Bullish Case: ATR's consistent growth in key markets, coupled with 52% more bullish than bearish risk and strong recent performance, suggests robust fundamental strength.


Bearish Case: Insider selling and high market-implied volatility indicate potential downside risks, emphasizing uncertainty and possible corrective actions in the near term.


Potential Outcomes:

1. Price stabilization (50%): Continued mean-reversion.

2. Upside breakout (30%): Bullish signals and sector growth.

3. Downside correction (20%): Insider selling impacts sentiment.


Trading Oracle: Short-dated credit spreads capture premium due to backwardation and current high volatility. Focus on OTM puts/calls with minimal exposure to unexpected market moves. Balanced approach exploiting mean reversion and guarding against volatility.


July 17, 2024


Aptargroup Forecast

ATR      Aptargroup











Correlated Assets

Assets that tend to move strongly with ATR



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.84)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.5)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.69)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.75)



Uncorrelated Assets

Assets with little price relationship to ATR



XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.5)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.69)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.75)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.84)



Anticorrelated Assets

Assets that tend to move strongly against ATR



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.84)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.5)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.69)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.75)





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