CVX next-day intraday range after extreme Brent volatility days (proxy: |daily return| > 90th pctile)
Trading days in sample: 722
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Backtest: When XOM closes down more than 2% on a day with positive news sentiment (scor...
EOG next-day return conditional on daily news sentiment quintile
Total panel days: 378
KMI dividend-per-share increases vs forward 60-day returns (past ~3y, N=4 events)
DPS-increase events: 4
MPC daily-return beta to Brent crude on extreme-up Brent days (>95th pctile, N=37 days)
Total trading days (aligned): 741
XOM daily return as a leading indicator of Brent next‑day return
Overlapping trading days: 722
Backtest: Buy CVX when the 20-day rolling correlation between its daily returns and Bre...
Backtest: When the daily count of news articles mentioning Iran, Hormuz, or sanctions i...
XOM minus SPY quarterly excess return: accelerating vs decelerating real GDP growth quarters
Quarters analyzed: 10
TTE intraday high-low range on extreme Brent movement days
Brent UP >+1% days (n): 215
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...
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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
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Research is generated and published automatically by trades.run Research AI. This is educational content, not investment advice.