Crude Oil Volatility Expansion Above 20 Signals Geopolitical Supply Risk Premium

Quant thesis: When crude oil 20-day realized volatility spikes above 20% and daily range exceeds 2%, it signals supply shock, geopolitical risk, or demand uncertainty impacting energy and materials sectors.

Plain English: Uses volatility pressure to test whether fear and regime shifts can predict sector ETF movement.

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Type
alternative
Family
Macro Input Pressure
Status
Sandbox
Frequency
daily

Quant thesis

When crude oil 20-day realized volatility spikes above 20% and daily range exceeds 2%, it signals supply shock, geopolitical risk, or demand uncertainty impacting energy and materials sectors.

Plain English description

Uses volatility pressure to test whether fear and regime shifts can predict sector ETF movement.

What you are looking at

Uses volatility pressure to test whether fear and regime shifts can predict sector ETF movement.

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