Public
USO spike protection
Fragile
“Whenever the price of USO spikes 5% weekly, buy a basket of top energy stocks.”
From Public
As tested: USO closes 5%+ above its close 5 sessions earlier → buy XOM, CVX, COP, EOG and SLB equally at the next open, hold 20 sessions. Measured against holding SPY.
Edge per trade+0.59%% vs SPY, per trade
t-stat0.5995% range -1.38 to +2.55
Trades76Sep 1, 2016 – Oct 12, 2026
Win rate46%beat the comparison
Last 12 months+1.57%10 signals
Why fragile
- t-stat 0.59 is inside the noise
- 29% of resamples have no edge
- 79% of nudged versions keep the edge, so it isn't one lucky setting
- positive in both halves (+1.00 before 2022, +0.18 after)
Year by year
2016
+1.79%3
2017
-2.05%6
2018
+0.52%5
2019
-1.97%8
2020
-1.89%7
2021
+7.16%8
2022
+5.11%9
2023
-2.20%9
2024
-1.35%7
2025
+0.41%6
2026
+0.19%8
Every signal
| Signal | Basket | Comparison | Edge |
|---|---|---|---|
| Sep 10, 2026 | -2.51% | +1.20% | -3.72% |
| Aug 11, 2026 | +7.10% | -1.59% | +8.69% |
| Jul 8, 2026 | +4.82% | +3.00% | +1.82% |
| Jun 3, 2026 | -11.92% | -0.72% | -11.20% |
| Apr 30, 2026 | -4.91% | +4.88% | -9.79% |
| Mar 31, 2026 | -0.37% | +8.82% | -9.19% |
| Mar 2, 2026 | +9.64% | -6.13% | +15.77% |
| Jan 27, 2026 | +8.54% | -0.56% | +9.10% |
| Dec 23, 2025 | +12.71% | +0.19% | +12.52% |
| Oct 23, 2025 | -1.85% | -3.54% | +1.69% |
| Jul 29, 2025 | +0.18% | +1.45% | -1.27% |
| Jun 6, 2025 | +8.54% | +3.74% | +4.80% |
| Apr 17, 2025 | +4.54% | +14.01% | -9.48% |
| Jan 16, 2025 | -3.64% | +2.13% | -5.77% |
| Dec 13, 2024 | +3.57% | -1.85% | +5.42% |
| Nov 4, 2024 | +3.56% | +5.81% | -2.26% |
| Sep 17, 2024 | +2.63% | +3.16% | -0.53% |
| Aug 12, 2024 | -5.88% | +2.29% | -8.17% |
| Jun 10, 2024 | +0.78% | +5.44% | -4.66% |
| Mar 18, 2024 | +3.59% | -1.68% | +5.27% |
| Jan 26, 2024 | -0.79% | +3.74% | -4.53% |
| Dec 19, 2023 | -7.31% | +1.79% | -9.10% |
| Oct 13, 2023 | -9.46% | +1.57% | -11.02% |
| Aug 31, 2023 | +0.54% | -5.34% | +5.88% |
| Jul 24, 2023 | +2.14% | -3.21% | +5.35% |
| Jun 20, 2023 | +8.33% | +4.37% | +3.97% |
| May 10, 2023 | +4.45% | +4.17% | +0.28% |
| Apr 4, 2023 | -8.35% | +0.03% | -8.38% |
| Mar 6, 2023 | +0.57% | +2.00% | -1.43% |
| Jan 17, 2023 | -1.96% | +3.42% | -5.38% |
| Dec 14, 2022 | +8.44% | +1.53% | +6.91% |
| Nov 4, 2022 | -5.21% | +5.79% | -11.00% |
| Oct 3, 2022 | +18.41% | +3.71% | +14.70% |
| Aug 23, 2022 | -3.06% | -8.05% | +4.98% |
| Jul 19, 2022 | +8.68% | +9.49% | -0.81% |
| May 16, 2022 | +2.12% | -8.03% | +10.15% |
| Apr 13, 2022 | -2.78% | -11.55% | +8.77% |
| Mar 1, 2022 | +5.42% | +7.08% | -1.66% |
| Jan 12, 2022 | +9.12% | -4.84% | +13.97% |
| Dec 7, 2021 | +4.83% | +0.28% | +4.54% |
| Sep 27, 2021 | +11.03% | +3.61% | +7.43% |
| Aug 25, 2021 | +6.88% | -0.89% | +7.78% |
| Jul 26, 2021 | -4.40% | +1.67% | -6.07% |
| May 27, 2021 | +7.48% | +1.67% | +5.80% |
| Apr 14, 2021 | +8.43% | -2.01% | +10.44% |
| Feb 9, 2021 | +22.94% | -0.70% | +23.64% |
| Jan 8, 2021 | +7.08% | +3.35% | +3.72% |
| Nov 5, 2020 | +40.63% | +5.67% | +34.96% |
| Sep 17, 2020 | -6.76% | +3.63% | -10.38% |
| Jul 6, 2020 | -4.62% | +4.21% | -8.83% |
| Jun 3, 2020 | -9.68% | +0.27% | -9.95% |
| May 4, 2020 | +6.63% | +7.48% | -0.85% |
| Mar 25, 2020 | +18.49% | +11.82% | +6.68% |
| Feb 18, 2020 | -49.61% | -24.75% | -24.87% |
| Nov 26, 2019 | +7.51% | +3.15% | +4.35% |
| Oct 25, 2019 | +2.10% | +2.67% | -0.57% |
| Sep 16, 2019 | -11.76% | -0.85% | -10.92% |
| Aug 13, 2019 | +6.23% | +4.25% | +1.98% |
| Jun 19, 2019 | -0.82% | +1.45% | -2.27% |
| Apr 3, 2019 | -5.64% | +1.52% | -7.15% |