Exxon / Energy-Sector Intermarket
PairsBuys Exxon when the energy sector sells off sharply, betting on reversion.
Strategy
Backtest
XOM
Execution costs: 0.010% fee · 0.020% slippage
Total Return(2y 11mo)
+10.22%
Realized +10.22% / Unrealized 0.00%
Sharpe Ratio
0.19
Max Drawdown
20.84%
Win Rate
64.79%
Profit Factor
1.12
Condition Status
Entry0/1 met
intermarket: XLE ROC < -1.5%-0.960463 vs -1.50
Recent Trades
Trading: XOM
| DIRECTION | ENTRY | EXIT | QTY | PNL | PNL % | FEES | ORDER | EXIT REASON | DURATION | BARS HELD | MAE % | MFE % | ENTRY REASON | OVERLAY |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
buy | $103.846 | $102.919 | 914.9571 | $-866.49 | -0.91% | $18.92 | Market | intermarket | 1d | 7 | 2.20% | 0.11% | Signal | 100% |
buy | $102.22 | $101.7 | 921.4053 | $-498.64 | -0.53% | $18.79 | Market | intermarket | 4d | 14 | 1.96% | 0.44% | Signal | 100% |
buy | $104.701 | $106.924 | 895.0532 | +$1970.47 | +2.10% | $18.94 | Market | intermarket | 23h | 6 | 0.13% | 2.65% | Signal | 100% |
buy | $108.932 | $109.648 | 877.5601 | +$609.40 | +0.64% | $19.18 | Market | intermarket | 2d 1h | 15 | 2.44% | 1.11% | Signal | 100% |
buy | $106.441 | $112.757 | 903.7030 | +$5688.12 | +5.91% | $19.81 | Market | intermarket | 9d | 49 | 0.35% | 6.37% | Signal | 100% |
buy | $113.728 | $117.107 | 893.1684 | +$2997.25 | +2.95% | $20.62 | Market | intermarket | 21h | 4 | 0.14% | 3.44% | Signal | 100% |
buy | $115.939 | $118.696 | 900.7429 | +$2462.82 | +2.36% | $21.13 | Market | intermarket | 6d | 28 | 1.15% | 2.61% | Signal | 100% |
buy | $117.248 | $111.128 | 910.6363 | $-5594.51 | -5.24% | $20.80 | Market | intermarket | 10d | 42 | 10.35% | 0.61% | Signal | 100% |
buy | $105.681 | $108.863 | 959.9660 | +$3034.10 | +2.99% | $20.60 | Market | intermarket | 2d 1h | 15 | 0.81% | 4.04% | Signal | 100% |
buy | $111.557 | $107.878 | 935.2864 | $-3461.34 | -3.32% | $20.52 | Market | intermarket | 13d 2h | 65 | 6.29% | 0.68% | Signal | 100% |
Showing 1–10 of 71 trades
Past performance does not guarantee future results. Hypothetical.