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WINNING

Energy Seasonal

Buy energy Sep-Oct, sell Apr. CVX 82% win, +245% 10Y

3Y
Total Return
+6.7%
3Y
Sharpe Ratio
-0.08
3Y
Max Drawdown
-19.6%
3Y
Win Rate
52.7%
3Y
Alpha
-64.2%
3Y
Comp. Score *
0.10
Risk Parameters
Max Allocation0.0%
Stop Loss8.0%
Take Profit3.0%
Max DD Tolerance19.6%
Rebalancemonthly
Execution Guidance
Order TypeMarket
Entry RuleEnter on calendar date. Timing IS the strategy — don't wait for better price.
TimingALWAYS ACTIVE: Calendar-based. *
ScalingFull position on entry date. Exit on exit date. No scaling needed.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
CVX BUY 24% 8.0% below entry 3.0% above entry 0.0% TVYH
XOM BUY 24% 8.2% below entry 3.1% above entry 0.0% TVYH
XLE BUY 23% 7.7% below entry 3.0% above entry 0.0% TVYH
DVN BUY 37% 12.4% below entry 4.7% above entry 0.0% TVYH
OXY BUY 34% 11.5% below entry 4.3% above entry 0.0% TVYH