Geographical#159tier 2live in productionNew
eia crude storage surprise
cadence: Weeklydata: 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 →
What it checks
EIA crude-storage surprise (vs consensus) → 1-5d energy move.
Mechanism
EIA weekly surprise drives same-day move in WTI + energy equities; bullish-draw → 1-5d energy outperformance.
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.
Signal rule
surprise 52w z <= -1 → long XLE/XOM/CVX/COP; hold 1/3/5d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
eia_crude_storageWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- 0.5-1.5% / σ
- Paper window
- 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
See which tickers this family is currently firing on, with live signals and rankings.