Commodities#237tier 2live in productionNew

eia crude storage surprise v2

cadence: Weeklydata: mediumlong only
paper
2012
Source
Hong, H. & Yogo, M. (2012). "What does futures market interest tell us about the macroeconomy and asset prices?" Journal of Financial Economics. Symeonidis, Prokopczuk, Brooks & Lazar (2012). "Futures basis, inventory and commodity price volatility." Energy Economics.
Read the paper →

What it checks

A bigger-than-seasonal crude draw lifts the broad E&P basket for the next few trading days.

Mechanism

EIA weekly crude-storage surprises proxy inventory pressure in the WTI complex. Large bullish draws tend to lift a broader E&P basket over the next few sessions.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.

Signal rule

Lower-48 crude stocks weekly change minus 5y same-week mean; 52w rolling z <= -1.0 or -1.5 -> LONG broad E&P basket. Signal lag 1d. Hold 1/3/5/10d.

Data dependencies

  • daily_prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • eia_crude_storage

    Worker data table — see services/worker schema.

Expected edge

Paper alpha
~50-100 bps over 1-10d
Paper window
T+1 to T+10d

Inventory-surprise passthrough is roughly 50-100 bps over 1-10d on the E&P basket.

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 v2 on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more