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Trading on Energy (XOM, CVX, COP, SLB, EOG)

18.38Return (%)ATR
-6.5072-0.04616.41512.8761Jun 7, 2026

Evaluation results

MethodLinks
ATRAveraging Protocol=Six-window average2026.0618.381.041.089.981.5260
TurnMonthAveraging Protocol=Six-window average2026.0617.930.860.7210.141.7360
GIFTAveraging Protocol=Six-window average2026.0612.031.091.2113.243.01—
XGBoostAveraging Protocol=Six-window average2026.068.830.930.836.531.4680
BollingerAveraging Protocol=Six-window average2026.068.010.520.5210.430.6480
WMAAveraging Protocol=Six-window average2026.061.080.090.1413.950.12100
SMAAveraging Protocol=Six-window average2026.06-5.55-0.3-0.3118.76-0.15100