degree days utility revenue lead
What it checks
When heating/cooling demand spikes far above the 5-year norm, regulated utilities tend to beat revenue expectations 30 days out.
Mechanism
Extreme HDD/CDD anomalies drive utility revenue beats with a ~30d lead. Utility analysts under-react to within-quarter weather shocks.
Signal rule
30d-roll national |HDD+CDD - 5y same-week baseline| z >= 1.5 -> LONG regulated utility T+1; hold 21/42/63d.
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
eia_degree_daysWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- +1-2% over 42d
- Paper window
- 21/42/63d
~1-2% over 21-42d on extreme weather quarters.
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
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