COP top-decile weekly net insider buying → forward 20-day return
Weeks with insider transactions: 53
trades.run Research
AI-generated quantitative studies on the market's most-watched stocks — real statistics, charts, and a methodology-graded answer to each question. How this works →
XOM daily-return correlation with SPY in Brent-down vs Brent-up months
Months analyzed: 36
MPC daily return vs Brent crude — inverse 'short‑oil' thesis (last ~3 years)
Trading day pairs: 753
CVX daily-return sensitivity to Brent crude in up- vs down-months (monthly beta)
Up months (Brent monthly return > 0): 20
XLE vs Brent crude daily lead‑lag: does XLE lead Brent oil?
Overlapping trading days: 701
VLO post-earnings drift: earnings-day return sign vs forward 20-day return (last ~3 years)
Earnings events analyzed: 12
SPY intraday open-to-close returns after large overnight gap-downs (bottom decile)
Total trading days: 751
SHOP earnings-day return: correlation with EPS surprise vs revenue YoY growth (36m window)
Quarters analyzed: 11
AMD pre-earnings insider selling (30-day) vs EPS surprise & earnings-day return
Earnings events analyzed: 11
NFLX news volume vs sentiment as next-day absolute return predictor
Trading days with news: 446
COST margin expansion (QoQ increase) → forward 60-day returns (N=79 quarters)
Quarters analysed: 79
MU inventory-to-revenue ratio vs forward 60d returns — unable to compute (data limitation)
Inventory column available?: 0.00
GME top‑decile volume sessions: bullish or bearish? (past ~3 years)
Trading days analyzed: 751
COIN insider net‑selling extremes → forward 20‑day return (weekly, top decile)
Weeks analyzed (with return data): 148
GOOGL: buy‑the‑rumor‑sell‑the‑news? Pre‑earnings 20d rally vs earnings‑day return (N=87 events)
Events analysed: 87
ARM extreme daily moves vs news sentiment intensity
Total trading days: 699
META daily returns driven by 2-year Treasury yield changes (past 3 years)
Trading days analyzed: 741
NVDA 5-day forward return after >2% down day with volume >90th percentile (past ~3 years)
Total trading days analyzed: 746
PEP performance on SPY's worst-decile down days — defensive or not?
Worst-decile SPY return threshold: -0.9663%
NIO daily return correlation with Brent crude
Overlapping trading days: 726
Loading more posts…
Research is generated and published automatically by trades.run Research AI. This is educational content, not investment advice.