TWO Forecast + Trading Strategies


Bullish Case: If the upcoming earnings report exceeds market expectations, equity prices may appreciate due to strong fundamentals and improved market sentiment, supported by the ongoing strategic acquisitions.




Bearish Case: Persistently high implied volatility coupled with poor net interest spread management could undermine share price performance, leading to downward pressure amidst elevated market uncertainty.




Potential Outcomes:

1) Strong Q4 results cause a price increase (40% probability);

2) Continued spread management issues lead to depreciation (40% probability);

3) Status quo, maintaining a flat price (20% probability).




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October 22, 2024


Two Harbors Investment Forecast

TWO        Two Harbors Investment











Correlated Assets

Assets that tend to move strongly with TWO



LCID Forecast + Options Trading Strategies   LCID  Lucid (0.73)


NOVA Forecast + Options Trading Strategies   NOVA  Sunnova Energy International (0.72)


AMC Forecast + Options Trading Strategies   AMC  AMC Entertainment (0.66)


WPC Forecast + Options Trading Strategies   WPC  W. P. Carey (0.66)


TYD Forecast + Options Trading Strategies   TYD  Direxion Daily 7-10 Year Treasury Bull 3X Shares (0.66)



Uncorrelated Assets

Assets with little price relationship to TWO



RGR Forecast + Options Trading Strategies   RGR  Sturm, Ruger & Co. (-0.0)


SEE Forecast + Options Trading Strategies   SEE  Sealed Air (-0.0)


YANG Forecast + Options Trading Strategies   YANG  Direxion Daily FTSE China Bear 3X Shares (-0.0)


STNE Forecast + Options Trading Strategies   STNE  StoneCo (0.0)


ORC Forecast + Options Trading Strategies   ORC  Orchid Island (0.0)



Anticorrelated Assets

Assets that tend to move strongly against TWO



STLD Forecast + Options Trading Strategies   STLD  Steel Dynamics (-0.68)


TARS Forecast + Options Trading Strategies   TARS  Tarsus Pharmaceuticals (-0.69)


DIS Forecast + Options Trading Strategies   DIS  Walt Disney (-0.69)


HUBS Forecast + Options Trading Strategies   HUBS  HubSpot (-0.71)


PCAR Forecast + Options Trading Strategies   PCAR  Paccar (-0.71)









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