CPAC Forecast


Bullish Case: CPAC’s recent price trends show recovery momentum, supported by a historically solid mean-reversion pattern and AI’s moderately positive forecast (+0.04%). CPAC’s technical stability offers a short-term bullish outlook.


Bearish Case: Historical return data show high likelihood of negative returns over multiple periods, combined with neutral AI forecasts and recent trend flatness. Negative political risks from internal and external turmoil for CPAC can reinforce bearish sentiment.


Potential Outcomes:

1. Mean reversion-driven moderate gains (45%).

2. Continued flat price action amid AI neutrality (30%).

3. Event-driven volatility causing price shocks (15%).

4. Unforeseen political/regulatory disruptions (10%).


Trading Oracle: Deploy short volatility credit spreads, expiring December 2024, to exploit limited downside risk from flatter historical returns. Potential high-momentum events suggest iron condors for unexpected volatility. Neutral outlook capitalizes on time decay in a stable price trend.


July 16, 2024


Cementos Pacasmayo S.A.A. Forecast

CPAC      Cementos Pacasmayo S.A.A.











Correlated Assets

Assets that tend to move strongly with CPAC



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.63)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.53)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.3)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.47)



Uncorrelated Assets

Assets with little price relationship to CPAC



LI Forecast + Options Trading Strategies   LI  Li Auto (-0.3)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.47)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.53)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.63)



Anticorrelated Assets

Assets that tend to move strongly against CPAC



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.63)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.53)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.3)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.47)





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