Oil Refinery Outage News Volume Surge Signals Energy Sector Supply Constraint Trade
Lab started: 2026-04-22  ·  Last run: 2026-09-10  ·  $100k base · $10k/trade
Tests whether this signal can add information beyond price alone.
Signal Brief
Quant Thesis

This signal tests whether news-flow pressure can identify sector stress or momentum before it is fully priced.

Plain English Description

Tests whether this signal can add information beyond price alone.

Total Equity
$99,916
Net P&L
$-84
Return
-0.08%
Win Rate
64%
Strategy
Oil Refinery Outage News Volume Surge Signals Energy Sector Supply Constraint Trade
Sharpe Ratio
-12.99
Max Drawdown
-0.2%
Avg Win
$+39
Avg Loss
$-62
Realized / Unrealized
$+25 / $+0
Equity Curve
Drawdown
Open Positions (0)
No open positions
Portfolio Stats
CASH$99,915.51
BORROWED$0.00
ACCRUED INT.$0.00
OPEN POSITIONS0
TOTAL TRADES11
WINNERS7
WIN RATE63.6%
SIM START2026-04-22
Trade Log (last 30)
DateActionTickerPriceSharesValueP&LNotes
2026-09-10 SELL XLE $64.77 77.9715 $5,039.99 $+28.43 (+0.6%) rebalance
2026-09-09 BUY XLE $64.06 77.9715 $4,994.85 CASH
2026-08-27 SELL XLE $62.43 80.4823 $5,014.29 $+12.32 (+0.2%) rebalance
2026-08-25 BUY XLE $62.06 80.4823 $4,994.73 CASH
2026-08-24 SELL XLE $63.11 78.5327 $4,945.98 $-51.84 (-1.0%) rebalance
2026-08-21 BUY XLE $63.64 78.5327 $4,997.82 CASH
2026-08-20 SELL XLE $63.75 78.6131 $5,001.36 $+1.98 (+0.0%) rebalance
2026-08-19 BUY XLE $63.58 78.6131 $4,998.22 CASH
2026-08-18 SELL XLE $63.68 79.8382 $5,073.87 $+48.88 (+1.0%) rebalance
2026-08-17 BUY XLE $62.58 79.8382 $4,996.27 CASH
2026-08-14 SELL XLE $61.91 81.8032 $5,054.21 $+37.36 (+0.8%) rebalance
2026-08-13 BUY XLE $61.06 81.8032 $4,994.90 CASH
2026-08-12 SELL XLE $61.03 81.9876 $4,993.48 $-2.03 (-0.0%) rebalance
2026-08-11 BUY XLE $60.93 81.9876 $4,995.50 CASH
2026-08-10 SELL XLE $60.18 86.7652 $5,211.29 $+140.04 (+2.8%) rebalance
2026-08-07 BUY XLE $57.50 86.7652 $4,989.00 CASH
2026-08-05 SELL XLE $57.31 85.3583 $4,881.67 $-113.50 (-2.3%) rebalance
2026-08-04 BUY XLE $58.52 85.3583 $4,995.17 CASH
2026-08-03 SELL XLE $58.79 83.8588 $4,919.83 $-79.82 (-1.6%) rebalance
2026-07-24 BUY XLE $59.62 83.8588 $4,999.66 CASH
2026-07-23 SELL XLE $59.38 84.4595 $5,004.98 $+3.14 (+0.1%) rebalance
2026-07-22 BUY XLE $59.20 84.4595 $5,000.00 CASH