AI SABR Forecast + Trading Strategies


Bullish Case: SABR implies a bullish trend due to declining market implied volatility and increasing trading volume in call options, suggesting a potential recovery from current lows.


Bearish Case: High implied volatility and persistent downward pressure in historical returns indicate a risk of continued price declines, driven by market uncertainties and execution issues.


Potential Outcomes:

1. Potential recovery to $4.00 (25%);

2. Sustained volatility leading to a drop below $2.50 (35%);

3. Stabilization at current levels due to market sentiment (40%).


Trading Oracle: Adopt a bullish debit spread strategy: buy $3.00 calls and sell $3.50 calls. Leverage high implied volatility and positive edge from trading volume dynamics. With a short-term outlook, this strategy has significant upside potential with managed risk.


August 21, 2024










Correlated Assets

Assets that tend to move strongly with SABR



AUPH Forecast + Options Trading Strategies   AUPH  Aurinia Pharmaceuticals (0.87)


NOVA Forecast + Options Trading Strategies   NOVA  Sunnova Energy International (0.85)


IRDM Forecast + Options Trading Strategies   IRDM  Iridium Communications (0.85)


RIVN Forecast + Options Trading Strategies   RIVN  Rivian Automotive (0.84)


IJH Forecast + Options Trading Strategies   IJH  BlackRock Institutional Trust Company N.A. - iShares Core S&P Mid-Cap (0.84)



Uncorrelated Assets

Assets with little price relationship to SABR



DK Forecast + Options Trading Strategies   DK  Delek US (0.0)


VOYA Forecast + Options Trading Strategies   VOYA  Voya Financial (0.0)


BUD Forecast + Options Trading Strategies   BUD  Anheuser-Busch (0.01)


ARCH Forecast + Options Trading Strategies   ARCH  Arch Resources (-0.01)


HAS Forecast + Options Trading Strategies   HAS  Hasbro (-0.01)



Anticorrelated Assets

Assets that tend to move strongly against SABR



SMCI Forecast + Options Trading Strategies   SMCI  Super Micro Computer (-0.79)


SWBI Forecast + Options Trading Strategies   SWBI  Smith & Wesson Brands (-0.79)


LIN Forecast + Options Trading Strategies   LIN  Linde (-0.8)


BWXT Forecast + Options Trading Strategies   BWXT  BWX (-0.8)


CPRT Forecast + Options Trading Strategies   CPRT  Copart (-0.83)





Become a more profitable investor with AI optimized trading strategies






×

Chat with SABR


 Ask any question about SABR!