Oil Energy Sector Rotation
In plain terms
Crude oil leads energy stocks with a 1-2 month lag.
How it works
Oil-price changes predict equity returns with a lag; strongest single-sector effect is on energy producers.
Data dependencies
- Fred macro
A data feed this strategy reads, refreshed on its normal schedule.
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
- Reported return
- ~3-7% over 30-60d
- Tested over
- T+0 to T+60d
Driesprong-Jacobsen-Maat 2008: ~3-7% over 30-60d.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Uses Fed-funds, term spread, and credit spread (FRED data) to flag risk-off vs risk-on regimes and scale exposure accordingly.
Steep curve → favor cyclicals (XLY/XLF/XLI); flattening → favor defensives (XLU/XLP/XLV).
Copper leads industrial stocks by 4-8 weeks.
Explore Oil Energy Sector Rotation on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.