We study the ATSP (Asymmetric Traveling Salesman Problem), and our focus is on negative results in the framework of the Sherali-Adams (SA) Lift and Project method. Our main result pertains to the standard LP (linear programming) relaxation of ATSP, due to Dantzig, Fulkerson, and Johnson. For any fixed integer $t\geq 0$ and small $ε$, $0<ε\ll{1}$, there exists a digraph $G$ on $ν=ν(t,ε)=O(t/ε)$ vertices such that the integrality ratio for level~$t$ of the SA system starting with the standard LP on $G$ is $\ge 1+\frac{1-ε}{2t+3} \approx \frac43, \frac65, \frac87, \dots$. Thus, in terms of the input size, the result holds for any $t = 0,1,\dots,Θ(ν)$ levels. Our key contribution is to identify a structural property of digraphs that allows us to construct fractional feasible solutions for any level~$t$ of the SA system starting from the standard~LP. Our hard instances are simple and satisfy the structural property. There is a further relaxation of the standard LP called the balanced LP, and our methods simplify considerably when the starting LP for the SA system is the balanced~LP; in particular, the relevant structural property (of digraphs) simplifies such that it is satisfied by the digraphs given by the well-known construction of Charikar, Goemans and Karloff (CGK). Consequently, the CGK digraphs serve as hard instances, and we obtain an integrality ratio of $1 +\frac{1-ε}{t+1}$ for any level~$t$ of the SA system, where $0<ε\ll{1}$ and the number of vertices is $ν(t,ε)=O((t/ε)^{(t/ε)})$. Also, our results for the standard~LP extend to the Path-ATSP (find a min cost Hamiltonian dipath from a given source vertex to a given sink vertex).