| KMI | XOM | CVX | COP | SLB | EOG | OXY | MPC | PSX | VLO |
---|---|---|---|---|---|---|---|---|---|---|
Panel A: Energy stocks | ||||||||||
Net positions (uptrend) |  − 11 | 6 | 0 | 4 | 3 |  − 1 |  − 5 | 4 | 6 | 3 |
Net positions (downtrend) |  − 5 |  − 13 |  − 5 | 2 |  − 2 |  − 8 |  − 8 |  − 4 | 0 |  − 2 |
Total gain (uptrend) | 216.20 |  − 502.5 |  − 121.9 |  − 202.1 |  − 124.57 | 511.06 | 493.47 |  − 197.6 |  − 514.8 |  − 253.1 |
Total gain (downtrend) | 100.84 | 922.17 | 586.88 |  − 124.19 | 99.73 | 738.81 | 433.98 | 270.37 | 1.69 | 184.57 |
Total return |  − 5% |  − 4% |  − 7% | 177% | 4% | 44% |  − 770% | 12% | 11% | 4% |
Average risk | 5.22 | 20.44 | 27.42 | 12.60 | 9.20 | 22.30 | 16.44 | 15.46 | 19.37 | 17.62 |
Sharpe |  − 0.014 |  − 0.003 |  − 0.003 | 0.139 | 0.002 | 0.019 |  − 0.470 | 0.006 | 0.004 | 0.001 |
Sharpe per trade | 0 | 0 | 0 | 0.006 | 0 | 0.001 |  − 0.012 | 00 | 0 | 0 |
Buy-and-hold returns | 25.4% |  − 16.1% |  − 0.7% | 29.8% |  − 38.4% |  − 14.6% |  − 33.5% |  − 8.6% | 9.8% | 9.6% |
 | SNC | POWR | GRID | TSL |
---|---|---|---|---|
Panel B: Energy cryptos | ||||
Net positions (uptrend) | 0 |  − 3 | 4 | 0 |
Net positions (downtrend) |  − 2 |  − 4 |  − 5 |  − 5 |
Total gain (uptrend) | 0 | 0.37 |  − 0.81 | 0 |
Total gain (downtrend) | 0.01 | 0.90 | 0.64 | 0.04 |
Total return | 10% | 66% |  − 5% | 1595% |
Average risk | 0 | 0.04 | 0.05 | 0 |
Sharpe | 24.10 | 17.34 |  − 1.45 | 16,568.33 |
Sharpe per trade | 2.01 | 0.54 |  − 0.06 | 1656.83 |
Buy-and-hold returns |  − 0.986 |  − 0.938 |  − 0.960 |  − 0.987 |