SERIES: BAMLH0A0HYM2 (3.26)
VIXCLS (17.2)
INDPRO (103.9506)
UMCSENT (48.1)
CPIAUCSL (336.298)
CPILFESL (338.896)
DCOILWTICO (103.37)
MORTGAGE30US (7.24)
PCEPI (132.257)
ICSA (194000)
PAYEMS (159044)
UNRATE (4.2)
M2SL (23413.9)
NETLIQ (5745.73)
RRPONTSYD (4.375)
WALCL (6745635)
WTREGEN (999727)
DFII10 (2.63)
DGS10 (4.98)
DGS2 (4.61)
FEDFUNDS (3.75)
SOFR (3.94)
T10Y2Y (0.38)
FRED // DCOILWTICO
WTI Crude Oil Spot Price (Cushing, OK)
INFLATION Daily
OBSERVATION DATE: 2026-10-27 • UNIT: $/bbl
LATEST OBSERVATION
103.37 $/bbl
PRIOR / PERIOD Δ
105.25 ( -1.88)
YOY CHANGE
+ 66.38 $/bbl
DCOILWTICO // WTI Crude Oil Spot Price (Cushing, OK) ($/bbl)1Y: +41.24 (+66.4%)
2026-10-27OBSERVATION: 103.37 ($/bbl)
11 S&P 500 GICS SECTOR PEARSON CORRELATION MATRIX VS. DCOILWTICO SORTED TAILWIND (+r) ──► HEADWIND (-r)
| ETF | GICS SECTOR | PEARSON r | CORRELATION BAR (-1 TO +1) | R² | BETA / REGIME TRANSMISSION |
|---|---|---|---|---|---|
| XLE | Energy | +0.10 r | | 1% | [+0.07% per +1% delta] Modest pro-cyclical beta benefit on rising DCOILWTICO |
| XLU | Utilities | -0.06 r | | 0% | [-0.02% per +1% delta] Low-beta regime neutral across 5Y DCOILWTICO cycle (261W) |
| XLRE | Real Estate | -0.10 r | | 1% | [-0.05% per +1% delta] Defensive/rate-sensitive drag during DCOILWTICO upswings |
| XLF | Financials | -0.13 r | | 2% | [-0.06% per +1% delta] Defensive/rate-sensitive drag during DCOILWTICO upswings |
| XLK | Technology | -0.14 r | | 2% | [-0.08% per +1% delta] Defensive/rate-sensitive drag during DCOILWTICO upswings |
| XLB | Materials | -0.14 r | | 2% | [-0.06% per +1% delta] Defensive/rate-sensitive drag during DCOILWTICO upswings |
| XLV | Health Care | -0.15 r | | 2% | [-0.06% per +1% delta] Defensive/rate-sensitive drag during DCOILWTICO upswings |
| XLI | Industrials | -0.16 r | | 3% | [-0.07% per +1% delta] Defensive/rate-sensitive drag during DCOILWTICO upswings |
| XLC | Communication Services | -0.16 r | | 3% | [-0.08% per +1% delta] Defensive/rate-sensitive drag during DCOILWTICO upswings |
| XLY | Consumer Discretionary | -0.17 r | | 3% | [-0.09% per +1% delta] Defensive/rate-sensitive drag during DCOILWTICO upswings |
| XLP | Consumer Staples | -0.18 r | | 3% | [-0.06% per +1% delta] Defensive/rate-sensitive drag during DCOILWTICO upswings |
AI MACRO REGIME IMPACT BRIEF NEUTRAL
WTI Crude Oil Spot Price (Cushing, OK) (DCOILWTICO) Prints 103.37 $/bbl (Prior: 105.25 $/bbl)
Cross-asset regression across S&P 500 GICS sectors demonstrates significant factor dispersion to WTI Crude Oil Spot Price (Cushing, OK). Portfolio managers utilize DCOILWTICO inflections to rotate between short-duration cash-flow sectors and long-duration growth multiples.
▲ REGIME TAILWIND SECTORS
XLE // Energy
Modest pro-cyclical beta benefit on rising DCOILWTICO (Pearson r = +0.10, R² = 1%)
▼ REGIME HEADWIND SECTORS
XLP // Consumer Staples
Defensive/rate-sensitive drag during DCOILWTICO upswings (Pearson r = -0.18, R² = 3%)
XLY // Consumer Discretionary
Defensive/rate-sensitive drag during DCOILWTICO upswings (Pearson r = -0.17, R² = 3%)
XLC // Communication Services
Defensive/rate-sensitive drag during DCOILWTICO upswings (Pearson r = -0.16, R² = 3%)
HISTORICAL ANALOG // Comparable to 2022–2025 post-ZIRP monetary normalization where real-rate sensitivity dominated equity factor attribution.
EQUITIES MOST SENSITIVE TO DCOILWTICO STOCK BETA
| TICKER | LAST | % CHG | CORR (r) |
|---|---|---|---|
| XOM Energy | $187.25 | +2.16% | + 0.60 |
| GS Financials | $894.55 | -3.58% | -0.68 |
| JPM Financials | $337.04 | -1.90% | -0.59 |
| AMZN Consumer Discretionary | $240.35 | -1.41% | -0.52 |
| AVGO Technology | $326.08 | -5.48% | -0.51 |
| AAPL Technology | $344.63 | -1.23% | -0.48 |
| NVDA Technology | $204.64 | -4.22% | -0.47 |
| CAT Industrials | $622.75 | -3.81% | -0.45 |
| NFLX Communication Services | $62.08 | +0.05% | -0.43 |
| GOOGL Communication Services | $279.84 | -1.40% | -0.43 |