Economy & PolicyExtended setInvalidNew

Oil Energy Sector Rotation

Updated weeklyData needs: lowlong onlyshort onlylong short

2008

Driesprong, G., Jacobsen, B., Maat, B. (2008). "Striking oil: Another puzzle?" Journal of Financial Economics, 89(2), 307-327.

Read the paper →

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.

Live results

0 times picked on its own · 2 times inside a blend (2 beat the stock) · updated 2026-07-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 2 such blended picks (2 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

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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

XLE XOM CVX COP EOG

Illustrative only, the signal fires based on the live data, not a fixed list.

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Explore Oil Energy Sector Rotation on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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