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WTI 期货首次跌至负值

2020-04-20 commodity shock 29 Source →
Asset returns after this event

Asset returns after this event

Asset T+1 T+5 T+30
DBA Agriculture
-0.74% -1.18% +2.14%
DIA Dow 30
-0.79% +4.15% +11.50%
EEM Emerging Markets
-0.11% +4.55% +11.37%
EWJ Japan
+0.78% +6.43% +12.41%
FXI China Large Cap
-0.32% +4.04% +6.51%
GLD Gold
+1.27% +1.27% +0.99%
IEF 7-10yr Treasuries
-0.03% -0.09% -1.19%
IWM Russell 2000
-1.20% +12.30% +19.87%
QQQ Nasdaq 100
-0.83% +2.94% +10.48%
SHY 1-3yr Treasuries
-0.01% +0.00% +0.03%
SLV Silver
-1.19% +0.14% +15.99%
SPY S&P 500
-0.88% +4.13% +10.57%
TLT 20+yr Treasuries
+0.22% -0.27% -6.81%
UNG Natural Gas
-0.70% -8.84% -21.04%
USO Crude Oil
-33.07% -40.00% -8.33%
UUP USD Index
+0.44% -0.52% -3.47%
VIXY VIX Futures
+2.89% -14.64% -28.26%
VTI Total US Market
-0.92% +4.93% +12.09%
XLB Materials
-0.55% +9.08% +19.01%
XLC Communication Services
-0.54% +5.27% +13.86%
XLE Energy
+1.73% +18.15% +26.91%
XLF Financials
-2.18% +6.27% +15.00%
XLI Industrials
-1.34% +6.66% +17.45%
XLK Technology
-0.50% +4.54% +12.50%
XLP Consumer Staples
-1.18% -0.59% +0.47%
XLRE Real Estate
+0.24% +2.71% +7.46%
XLU Utilities
+1.22% +0.64% +3.74%
XLV Healthcare
-1.56% +0.21% +1.59%
XLY Consumer Discretionary
-0.50% +5.74% +15.52%

Oil Shocks — How Crude Reshapes the Tape

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Methodology: historical analogs are built from a curated event list and yfinance total-return data. The Monte Carlo uses joint sampling — entire asset-return vectors drawn from the same historical event so cross-asset correlations are preserved. This page is informational and does not constitute investment advice. Read the full methodology →

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