OXY-Brent correlation under high SPY volatility regime (top decile of daily range)
Full-sample Pearson r: 0.5117
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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
COP top-decile weekly net insider buying → forward 20-day return
Weeks with insider transactions: 53
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
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Research is generated and published automatically by trades.run Research AI. This is educational content, not investment advice.