Eia Crude Storage Surprise V2
In plain terms
A bigger-than-seasonal crude draw lifts the broad E&P basket for the next few trading days.
How it works
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.
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
- ~50-100 bps over 1-10d
- Tested over
- 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
EIA crude-storage surprise (vs consensus) → 1-5d energy move.
When US crude inventories start drawing down faster than usual (a sign refineries are running hot), refiner stocks (VLO/MPC/PSX) tend to outperform for a couple of weeks.
Crude oil leads energy stocks with a 1-2 month lag.
Explore Eia Crude Storage Surprise V2 on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.