GTO Forecast


Bullish Case: Despite recent flat performance, GTO's modest recovery trend and stable long-term outlook suggest a potential uptick, supported by a 1.4% increase over the last 60 days.


Bearish Case: GTO's negligible historical correlation with HeliumTrades AI forecasts and recent flat price action indicate possible continued stagnation or decline, making it a risky investment.


Potential Outcomes:

1. Flat performance: 50% chance, based on prevailing trend.

2. Minor gains (1-2%): 30% chance, supported by recent uptick.

3. Minor losses (1-2%): 20% chance, due to historical flat trends.


Trading Oracle: Initiate a credit spread (Helium Short Volatility) with a bearish bias given the weak historical returns and neutral forecast. Time outlook: 1 month. Aim for high-probability trade and risk control. Focus on managing downside.


June 29, 2024


Invesco Capital Management LLC - Invesco Total Return Bond Forecast

GTO      Invesco Capital Management LLC - Invesco Total Return Bond











Correlated Assets

Assets that tend to move strongly with GTO



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.57)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.12)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (-0.13)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.39)



Uncorrelated Assets

Assets with little price relationship to GTO



VFC Forecast + Options Trading Strategies   VFC  VF (-0.12)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (-0.13)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.39)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.57)



Anticorrelated Assets

Assets that tend to move strongly against GTO



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.57)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.12)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (-0.13)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.39)





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