CPRI Forecast + Trading Strategies


Bullish Case: CPRI investing in brand restructuring & potential Tapestry synergy can boost profitability. Historical mean-reversion indicates market sentiment recovery.


Bearish Case: High implied volatility suggests continued price swings, with downward pressure from market skepticism. Recent performance & bearish trends support decline.


Potential Outcomes:

1. Strategic recovery boosts prices (40%);

2. Continued price decline (50%);

3. Stagnation (10%). Probabilities reflect market volatility & uncertainties.


Trading Oracle: Trade credit spreads (Helium Short Volatility) targeting Oct-Nov expiries. Bearish outlook due to high implied volatility and recent price trends. Close to current strikes for max profit potential and positive edge. High reward:risk with tight stop-losses.


July 20, 2024










Correlated Assets

Assets that tend to move strongly with CPRI



DLO Forecast + Options Trading Strategies   DLO  DLocal (0.89)


TTEC Forecast + Options Trading Strategies   TTEC  TTEC (0.75)


CHTR Forecast + Options Trading Strategies   CHTR  Charter Communications (0.74)


UUUU Forecast + Options Trading Strategies   UUUU  Energy Fuels (0.72)


CSCO Forecast + Options Trading Strategies   CSCO  Cisco Systems (0.71)



Uncorrelated Assets

Assets with little price relationship to CPRI



POET Forecast + Options Trading Strategies   POET  POET (0.0)


EH Forecast + Options Trading Strategies   EH  EHang Holdings Ltd - (-0.0)


MGNX Forecast + Options Trading Strategies   MGNX  Macrogenics (-0.0)


ZROZ Forecast + Options Trading Strategies   ZROZ  PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded (-0.0)


VEEV Forecast + Options Trading Strategies   VEEV  Veeva Systems (-0.0)



Anticorrelated Assets

Assets that tend to move strongly against CPRI



PUBM Forecast + Options Trading Strategies   PUBM  PubMatic (-0.82)


CROX Forecast + Options Trading Strategies   CROX  Crocs (-0.82)


LPX Forecast + Options Trading Strategies   LPX  Louisiana-Pacific (-0.82)


RMD Forecast + Options Trading Strategies   RMD  Resmed (-0.83)


RTX Forecast + Options Trading Strategies   RTX  Raytheon (-0.83)





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