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the VDE Energy ETF to WTI Crude Oil Ratio | Asset-Specific Analysis | Aug 01 2019


VanAurum Analysis

VanAurum has identified a significant relationship between this signal and one or more of the 2-week, 2-month, or 6-month returns for at least one asset. These are shown below, along with the analytics for each:


XOP_D
126-day returns for the SPDR S&P Oil & Gas Explorers ETF where the VDE Energy ETF to WTI Crude Oil ratio's 35-day net sum of up-days and down-days has been less than or equal to -11.0
Signal: 6.22


6 indicators at extremes




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Market Extremes | the VDE Energy ETF to WTI Crude Oil Ratio


Below is a table of market indicators for the VDE Energy ETF to WTI Crude Oil Ratio that are exhibiting extremes. The chart above is a selection of indicators that VanAurum has calculated to be the most significant on a historical basis.

Note: you can sort by column by clicking on the column titles.

ID Date Asset Indicator Percentile Value
377795 08/01/2019 RATIO_VDE_WTICRUDE_D BOPMA10 98.4581497797357 9.16166665475519
377796 08/01/2019 RATIO_VDE_WTICRUDE_D BOPMA12 98.1450719822813 7.86685014141384
377797 08/01/2019 RATIO_VDE_WTICRUDE_D BOPMA14 97.9398663697105 7.02441693575717
377798 08/01/2019 RATIO_VDE_WTICRUDE_D BOPMA16 97.5643896976484 5.98990849278486
377793 08/01/2019 RATIO_VDE_WTICRUDE_D BOPMA2 99.4612068965517 35.7805012325342
377794 08/01/2019 RATIO_VDE_WTICRUDE_D BOPMA4 97.7789815817985 10.032345136163
377791 08/01/2019 RATIO_VDE_WTICRUDE_D ROC1 99.3565683646113 0.05833771
377792 08/01/2019 RATIO_VDE_WTICRUDE_D UPDOWNSUM35 2.78604273735461 -11.0