TTE intraday high-low range on extreme Brent movement days
Brent UP >+1% days (n): 215
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TTE daily-return beta to Brent crude by US unemployment regime (low vs high, N=36 months)
Months analysed: 36
FANG daily beta to crude oil (USO close) by USO volume regime (top quartile high volume)
Beta (low USO vol): 0.6485
Backtest: When Brent crude closes down more than 2% and VLO closes up on the same day,...
Backtest: Buy APA at the close when it closes in the bottom 20% of its 20-day closing r...
Backtest: When XLE's daily high-low range is in the bottom decile of its 20-day range,...
BKR daily-return beta to Brent crude – high vs normal oil-vol regimes
Overlapping BKR-Brent trading days: 741
XOM monthly excess return during CPI-surprise months (CPI MoM > trailing 12-mo avg)
Total months analyzed (overlap): 21
Backtest: Buy VLO at the close when its 5-day return exceeds XLE's 5-day return by more...
Backtest: When EQT closes 5% below its 20-day simple moving average while Brent crude i...
XOP-XLE weekly return spread → next-week Brent return (N=155 weeks)
Weeks analyzed: 155
OXY-Brent correlation under high SPY volatility regime (top decile of daily range)
Full-sample Pearson r: 0.5117
XLE daily return vs SPY high‑low range (equity turmoil proxy)
Trading days analyzed: 753
XLE forward 1‑week return after steepening vs. flattening of 2s10s spread
Total trading days with valid data: 738
OXY: net debt/EBITDA vs subsequent beta to Brent (N=10 quarters)
Quarters analyzed: 10
Does HAL daily return lead XLE next-day return? (≈3‑year window)
Trading days analysed (lead panel): 752
XOM intraday high-low range on days with top-decile geopolitical news (Iran/Hormuz/sanctions)
Total trading days analyzed: 754
XOM top‑decile news sentiment and forward 5‑day returns — does extreme bullish hype mark short‑term tops?
Total trading days with price + sentiment: 490
USO vs Brent crude: daily return tracking and contango drag (N=741 days)
Mean daily USO return: 0.1034%
BP daily return correlation: Brent crude vs S&P 500 (3‑year window)
Days analysed: 700
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Research is generated and published automatically by trades.run Research AI. This is educational content, not investment advice.