Real-World & Alternative DataExtended setlive in productionNew
Eia Crude Storage Surprise
Updated weeklyData needs: lowlong only
paper
2014
Source
Bu, H. (2014). "Effect of inventory announcements on crude oil price volatility." Energy Economics, 46, 485-494. Also Halova-Kurov-Kucher 2014 JFM.
Read the paper →
In plain terms
EIA crude-storage surprise (vs consensus) → 1-5d energy move.
How it works
EIA weekly surprise drives same-day move in WTI + energy equities; bullish-draw → 1-5d energy outperformance.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Eia crude storage
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 0.5-1.5% / σ
- Tested over
- T+0 to T+5d
Bu 2014 / Halova et al 2014: 0.5-1.5% same-day per σ.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Explore Eia Crude Storage Surprise on alphactor.ai
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