Trading on Energy (XOM, CVX, COP, SLB, EOG)
18.38Return (%)ATR
Evaluation Results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| ATRAveraging Protocol=Six-window average2026.06 | 18.38 | 1.04 | 1.08 | 9.98 | 1.52 | 60 | |
| TurnMonthAveraging Protocol=Six-window average2026.06 | 17.93 | 0.86 | 0.72 | 10.14 | 1.73 | 60 | |
| GIFTAveraging Protocol=Six-window average2026.06 | 12.03 | 1.09 | 1.21 | 13.24 | 3.01 | — | |
| XGBoostAveraging Protocol=Six-window average2026.06 | 8.83 | 0.93 | 0.83 | 6.53 | 1.46 | 80 | |
| BollingerAveraging Protocol=Six-window average2026.06 | 8.01 | 0.52 | 0.52 | 10.43 | 0.64 | 80 | |
| WMAAveraging Protocol=Six-window average2026.06 | 1.08 | 0.09 | 0.14 | 13.95 | 0.12 | 100 | |
| SMAAveraging Protocol=Six-window average2026.06 | -5.55 | -0.3 | -0.31 | 18.76 | -0.15 | 100 |