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WINNING

Energy Seasonal

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

Energy Seasonal (Sep→Apr) 4Y (2022-2025)

3Y
Total Return
+51.0%
3Y
Sharpe Ratio
0.48
3Y
Max Drawdown
-24.8%
3Y
Win Rate
51.6%
3Y
Alpha
+0.0%
3Y
Comp. Score *
0.10
Risk Parameters
Max Allocation7.4%
Stop Loss25.0%
Take Profit5.4%
Max DD Tolerance24.8%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry Rule0.5% below current price for buys
TimingALWAYS ACTIVE: Calendar-based. *
ScalingEnter in 3 tranches over 1-2 weeks to average in
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
CVX BUY 23% 24.4% below entry 5.3% above entry 7.6% TVYH
XOM BUY 23% 24.5% below entry 5.3% above entry 7.6% TVYH
XLE BUY 23% 23.8% below entry 5.2% above entry 7.8% TVYH
OXY BUY 33% 35.0% below entry 7.6% above entry 5.3% TVYH
DVN BUY 37% 38.5% below entry 8.4% above entry 4.8% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires more active monitoring than a pure passive approach. Entry: Wait for a pullback before entering. Buy in 3 tranches over 2-4 weeks to average your entry price. Rebalance: Check monthly. This strategy is more volatile and needs closer attention. Exit rules: - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -61% drawdown to return 36% over the long term. Stopping out would have locked in losses. - Exit rule: Review annually. Exit if the strategy underperforms its benchmark for 3 consecutive years with no clear reason to hold.

Avg 5Y Return
32.7%
Avg 5Y Sharpe
0.1
Avg 5Y Max DD
-49.0%
10Y Return (2015-2024)
35.5%
10Y Sharpe
0.06
10Y Max DD
-60.9%
HODL Composite
0.08
Windows Tested
28
Consistency
57%