Exxon / Energy-Sector Intermarket
PairsBuys Exxon when the energy sector sells off sharply, betting on reversion.
Evidence
Full backtest
XOM
0.010% fee
0.020% slippage
Total Return (2y 11mo)
+10.22%
Sharpe Ratio
0.19
Max Drawdown
20.84%
Win Rate
64.8%
Profit Factor
1.12
Market replay
Price, trades & P&L
Entries and exits stay aligned with the equity curve for the full run.
Condition Status
Entry0/1 met
intermarket: XLE ROC < -1.5%-0.960463 vs -1.50
Past performance does not guarantee future results. Hypothetical.