EHIQ Sharp · Paid-tier thesis
When Energy CEOs Hedge in Volatile Markets, Buy.
Eric Jackson · EHIQ Sharp · Drafted and validated 2026-06-01 · Published 2026-10-01
The setup in one sentence
Across 25 years and 345 Energy-sector earnings calls during elevated-volatility periods, when management hedges in their earnings-call language at high density, the stock has produced a +24.1-percentage-point HIGH-vs-LOW spread on 12-month forward returns — with the HIGH-hedge bucket hitting positive returns 90% of the time. Walk-forward, out-of-sample, universe-scale holdout (n=21,882).
| Tercile | Median 12mo return | Hit rate (% positive) |
|---|---|---|
| LOW hedging | +20.8% | 76% |
| MID hedging | (intermediate) | (intermediate) |
| HIGH hedging | +45.0% | 90% |
The rest is for Sharp subscribers
Why this works in Energy specifically, the sector-by-sector holdout comparison (including the two sectors where the signal inverts), the exact mechanical setup and sizing, the historical fire periods, and how EHIQ surfaces each trigger within 24 hours of the call. Sharp is $19/mo — one thesis like this, plus the Sunday digest, every week.
Positions referenced may be held by EMJ Capital or EMJX. See eventhorizoniq.com/disclosures.
EHIQ Sharp is the paid-tier signal product from EHIQ ($19/mo). Research only — not investment or trading advice. Past results, even cleanly walk-forward-validated results on out-of-sample data, do not guarantee future returns. Position sizing, hedge structure, and tax treatment are your responsibility. Discuss with a registered investment professional before acting.