Premium · Paper Trading · Virtual Capital Only
The objective is to test whether The Crude Oracle's daily intelligence process can outperform standard passive or generic oil-market tools over time through better data, risk control and decision discipline.
| Category | Target | Actual | Note |
|---|---|---|---|
| Core Energy Positions | 25% | 25.5% | Longer-term oil and gas equity exposure |
| Tactical Oil Trades | 20% | 21.5% | Brent futures + crude ETC (notional counted) |
| Gas / LNG Opportunities | 15% | 15% | LNG operator + natural gas ETC |
| Services / Shipping / Infrastructure | 15% | 15% | Oilfield services + tankers |
| Speculative Opportunities | 10% | 5.5% | Capped-risk positions only — under-deployed by choice |
| Cash Reserve | 15% | 17.5% | Risk control and opportunity reserve |
Targets are illustrative, not prescriptive — the system adjusts with market conditions, with changes journaled.
| ID | Asset | Ticker / Exch / Ccy | Size | Entry | Current | Allocated | Unrealised P/L | Risk | Stop | Source / Data |
|---|---|---|---|---|---|---|---|---|---|---|
| P-001 | Global Upstream Major (Sample A) Core Energy Positions | SMPL-A · LSE · GBP | 3,650 shares | £20.50 | £20.89 | $95,000(9.5%) | +$1,805 | Low-Medium | £18.90 (-7.8%) | LSE delayed quote (indicative)delayed Updated 2026-07-04 |
| P-002 | High-Dividend Integrated (Sample J) Core Energy Positions | SMPL-J · LSE · GBP | 5,200 shares | £13.60 | £13.76 | $90,000(9%) | +$1,080 | Low | £12.50 (-8.1%) | LSE delayed quote (indicative)delayed Updated 2026-07-04 |
| P-003 | Midstream Pipeline Operator (Sample D) Core Energy Positions | SMPL-D · NYSE · USD | 1,750 units | $40.00 | $40.16 | $70,000(7%) | +$280 | Low | $36.80 (-8.0%) | Public delayed quote (indicative)delayed Updated 2026-07-04 |
| P-004 | ICE Brent Crude Futures (2 lots, 2,000 bbl notional) Tactical Oil Trades | BRN Sep-26 · ICE · USD | 2 contracts (notional $154,600) | $77.30 | $78.42 | $154,600(15.5%) | +$2,240 | Medium | $75.90 (risk $2,800 = 0.28% of account) | ICE-style desk mark (indicative)manual Updated 2026-07-04 |
| P-005 | Brent Crude ETC (sample) Tactical Oil Trades | CRUD-ETC · LSE · USD | 1,200 units | $50.00 | $50.70 | $60,000(6%) | +$840 | Medium | $47.50 (-5.0%) | Public delayed quote (indicative)delayed Updated 2026-07-04 |
| P-006 | Global LNG Operator (Sample C) Gas / LNG Opportunities | SMPL-C · NYSE · USD | 540 shares | $176.00 | $180.05 | $95,000(9.5%) | +$2,185 | Medium | $161.90 (-8.0%) | Public delayed quote (indicative)delayed Updated 2026-07-04 |
| P-007 | Natural Gas ETC (sample) Gas / LNG Opportunities | NGAS-ETC · LSE · USD | 5,000 units | $11.00 | $10.84 | $55,000(5.5%) | $-825 | Medium-High | $10.12 (-8.0%) | Public delayed quote (indicative)delayed Updated 2026-07-04 |
| P-008 | Oilfield Services Leader (Sample E) Services / Shipping / Infrastructure | SMPL-E · NYSE · USD | 1,560 shares | $48.00 | $48.87 | $75,000(7.5%) | +$1,350 | Medium | $44.20 (-7.9%) | Public delayed quote (indicative)delayed Updated 2026-07-04 |
| P-009 | Crude Tanker Owner (Sample G) Services / Shipping / Infrastructure | SMPL-G · NYSE · USD | 3,000 shares | $25.00 | $25.85 | $75,000(7.5%) | +$2,550 | Medium-High | $22.80 (-8.8%) | Public delayed quote (indicative)delayed Updated 2026-07-04 |
| P-010 | Gasoil ETC (sample) — diesel crack research theme Speculative Opportunities | GSOL-ETC · LSE · USD | 600 units | $50.00 | $49.60 | $30,000(3%) | $-240 | HIGH | $46.00 (-8.0%, risk 0.24% of account) | Public delayed quote (indicative)delayed Updated 2026-07-04 |
| P-011 | North Sea Independent (Sample I) Speculative Opportunities | SMPL-I · LSE / AIM · GBP | 16,000 shares | £1.25 | £1.23 | $25,000(2.5%) | $-400 | HIGH | £1.10 (-12%, risk 0.30% of account — wide stop justified by illiquidity) | LSE delayed quote (indicative)delayed Updated 2026-07-04 |
2026-07-01 → 2026-07-03 · Entry $68.20 · Exit $69.77 · $50,000 allocated
Target reached at range top ahead of the weekly EIA print — took the tactical gain rather than hold event risk. Decision label: Exit.
Lesson: The process worked: entry on inventory-draw signal (Module 1), exit at pre-defined target. Not holding through binary events is a rule, not a prediction.
Every trade is recorded with this template before entry. Decision labels: Buy/Add · Hold · Reduce · Exit · Watch only · No trade.
Sources: EIA Weekly Petroleum Status Report · The Crude Oracle Balance Engine / Curve Dashboard
Sources: Public freight assessments · Company filings · The Crude Oracle Flow Map
Special risk warning: Speculative instrument referencing a crowded-short squeeze scenario; risk of rapid reversal. Position deliberately capped at 3%.
Sources: EIA weekly data · ICE COT (public) · The Crude Oracle Hypothesis Builder
July 2026 to date (3 trading days — far too short to judge; shown for format)
| Metric | Crude Oracle Virtual Portfolio | Brent | WTI | Energy ETF | Notes |
|---|---|---|---|---|---|
| Period return | +1.20% | +1.45% | +1.31% | +0.92% | Sample period; cash drag vs pure beta expected early |
| Year-to-date return | +1.20% | +1.45% | +1.31% | +0.92% | Inception 2026-07-01 |
| Max drawdown | -0.4% | -0.8% | -0.9% | -0.6% | Risk control objective visible here |
| Win rate | 1/1 closed | — | — | — | One closed trade — no statistical meaning yet |
| Number of trades | 12 opened, 1 closed | — | — | — | |
| Best trade | T-000 WTI ETF +2.3% | — | — | — | Exit at pre-defined target |
| Worst open position | NGAS-ETC -1.5% | — | — | — | Within stop distance |
Benchmarks: cash (SONIA/T-bill proxy), Brent front month, WTI front month, broad energy ETF, S&P 500 energy sector where available. All benchmark values indicative/delayed. Simulated performance does not guarantee future results.
Crude firm on the inventory draw; both benchmarks backwardated. Physical tightness real at the prompt, suspect in the deferred (Brent 6-month rich vs Atlantic length).
Brent $78.42 (+1.4% w/w), WTI $74.18. Uptrend within range; resistance zone $79.80–80.50 Brent. Brent–WTI $4.24 keeps the US export arb working.
TTF eased on storage pace; NBP followed. NGAS-ETC position under water — thesis is winter tightening, stop distance intact.
OPEC+ unwind signalling is the live bear risk (low confidence). Rotterdam outage removes 400 kb/d of runs. Sanctions designations tightening effective supply.
US gasoline at 5-yr average; India structural growth intact; European diesel still the weak link — which is exactly why the crack hypothesis is capped at 3%.
US commercial -2.1 mb; Cushing below 25 mb toward operational minimums. Draw cycle intact — supports T-001.
Red Sea reroutings persist; hurricane watch on the US Gulf (two-sided for crude). No position action — monitoring per News-to-Barrels event cards.
Diesel crack dislocation (Hypothesis #1, 68% evidence weight) — already expressed via GSOL-ETC at capped size. No addition; let the thesis work or fail.
Crowded Brent length (82nd percentile) meeting an OPEC+ unwind headline. Mitigation: futures stop at $75.90, cash at 17.5%.
11 open, all within limits. Tankers best (+3.4%); gas ETC worst (-1.5%), within stop distance. No stops threatened.
No trade today. Watch only: refiner exposure if cracks reprice; UK gas ETC on storage data. Discipline over activity.
All stops verified. Aggregate theoretical loss if every stop hit simultaneously: ~4.1% of account — inside the 5% review threshold.
82.5% deployed (43% equities, 15.5% futures notional, 14.5% ETC, 2.5% spec equity, 7% other), 17.5% cash.
$175,400 (17.5%) — above the 10% minimum; held for the hurricane window and OPEC+ event risk.
Added: US independent refiner (crack repricing play, watch only). No removals.
Positioned with the physical tightness, hedged by cash and stops against the two live event risks. The process, not the P&L, is today's product.
Source: The Crude Oracle intelligence modules 1–6 · Updated 2026-07-04 · manual
Inventory signal — T-001 and P-005 sensitive
Supply/demand balance revisions
IEA vs OPEC demand disagreement tracking
First full monthly report published
Monthly report format: “The Crude Oracle $1,000,000 Virtual Portfolio Report — [Month]” — 14 sections from starting balance to risk warning, first edition due 2026-07-31. Template in docs/PORTFOLIO_PLAYBOOK.md.