XOM vs XOP forward 20 sessions when unemployment rises MoM and Brent 20d return is negative
Non-overlap episodes: 9
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VLO vs XLE 5-day forward spread on supply-shock headline-intensity spike days
High-headline days: 61
USO-to-Brent 20-day tracking error conditioned on Brent realized-volatility regime
Top-quintile mean USO-to-Brent 20d TE: 44.1565%
XOM 5-day realized beta to Brent: asymmetric sensitivity to crude selloffs
Overlapping 5-day observations: 714
Backtest: Buy DVN at the close when it closes down at least 2% on the day and in the bo...
Brent vs XOM 5-day forward spread after Iran/Hormuz headline-intensity spikes
Top-quintile headline days: 60
CVX 5-day realized beta to Brent around quarterly earnings
Earnings events analyzed: 11
Backtest: Buy XOM at the close when Brent crude falls more than 2% on the day and XOM c...
Backtest: Buy CVX at the close when Brent crude closes up at least 1% on the day while...
XLE vs Brent one-session lead-lag: does XLE lead crude more than crude leads XLE?
Common sessions analyzed: 718
Backtest: Buy KMI at the close when KMI's 20-day total return trails XLE's by at least...
Backtest: Buy OIH at the close when OIH closes lower for two consecutive sessions while...
Backtest: Buy XOP at the close when it closes at a 20-day high and Brent crude closes a...
Backtest: Buy XLE at the close when Brent crude's 20-day realized volatility is in the...
HAL 20-day Brent beta around rising-10Y / positive-Brent regimes
Trading days analyzed: 735
Backtest: Buy ET at the close when its daily news-sentiment score is in the bottom quin...
WMB vs XLE after Brent 20d weakness plus WMB estimate revision >= +1%
Event-start episodes: 3
Backtest: Buy EQT at the close when its 10-day average true range is in the bottom quin...
XOM vs XLE 20-session forward spread under hot-CPI and falling-Brent conditions
Condition days (hot CPI + Brent 20d < 0): 103
VLO vs XLE 20-session forward excess when retail-sales growth is in its top trailing 252-session quintile and Brent 20d is positive
Eligible trading days: 421
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Research is generated and published automatically by trades.run Research AI. This is educational content, not investment advice.