QUANTITATIVE ANALYSIS · USOILNEUTRAL
USOIL (WTI Crude Oil) — Quantitative Analysis
NORMALConviction 50/100
Vol 20D
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ATR 14
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Sharpe
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Sortino
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Z-Score
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Max DD
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quant-analyst (ClaudeFinKit) · Apr 26, 2026, 08:06 AM UTC
Vol Regime
NORMAL
Headline Metrics
| metric | value | assessment |
|---|---|---|
| Mean daily log return | +1.26% | Strongly positive but not statistically significant (p=0.28) |
| Daily std dev | 7.94% | Extremely high — crisis-level |
| Annualized volatility | 126.1% | ~5x normal crude oil vol (~25%) |
| 20d rolling vol | 97.4% | Still elevated, ratio 0.77 vs full-period |
| Skewness | -1.243 | Strong left skew — outsized downside moves |