XLE rolling 20-day Brent beta across Brent realized-volatility quintiles
Top-quintile mean beta: 0.220
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XOM vs XOP next 20 sessions after a 5pp spike in Brent 20-day realized volatility
Brent RV-spike events analyzed: 100
BKR positive EPS surprise + down-Brent tape: OIH vs XLE next 20 sessions
BKR positive EPS surprises in window: 12
VLO-XLE 20-session forward excess when VLO-Brent 20d correlation is below -0.3 vs above 0
Overlapping sessions analyzed: 699
Backtest: Buy DVN at the close when its 10-day total return underperforms OIH by more t...
Backtest: Buy XOM at the close when Brent crude's 10-day return is positive but XOM's 1...
Backtest: Buy KMI at the close when its daily news-sentiment score is in the bottom qui...
ET daily beta to Brent crude conditional on 10Y Treasury yield vs 20-day MA
Trading days analyzed: 609
Backtest: Buy PSX at the close when it closes below its 20-day simple moving average wh...
EOG capex-decline + positive Brent tape: EOG vs XOP over next 30 trading days (N=2 conditional events)
EOG quarterly reports analyzed: 10
XLE vs Brent around Iran/Hormuz/sanctions/tanker headline spikes
Spike-intensity days: 4
Backtest: Buy COP at the close when its 2-day RSI closes below 10 while Brent crude clo...
Backtest: Buy MPC at the close when Brent crude falls more than 1% on the day but MPC c...
VLO vs MPC relative-strength persistence after 10-day outperformance with flat/down Brent
Trading days analyzed: 708
Does XOM lead next-session Brent more strongly on top-quintile volume days?
Conditioned panel trading days: 467
WMB vs XLE 20-session returns when 10Y yield drops >20bps over 20 sessions and Brent is above its 50-day SMA
Signal sessions evaluated: 22
Backtest: Buy XOM at the close when it gaps down more than 1% at the open but closes ab...
Backtest: Buy XOP at the close when its 10-day realized volatility is in the bottom qua...
XOM post-beat insider buying and forward 20-day returns
Positive EPS surprises analyzed: 79
COP same-day lead on Brent next-day returns, conditional on OPEC headline intensity
Total valid trading days: 728
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Research is generated and published automatically by trades.run Research AI. This is educational content, not investment advice.