eia crude storage surprise v2
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.
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_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
eia_crude_storageWorker 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
eia crude storage surpriseGeographicalEIA weekly surprise drives same-day move in WTI + energy equities; bullish-draw → 1-5d energy outperformance.
eia refinery utilization driftCommoditiesEIA weekly refinery utilization surprise vs trailing-52w same-week mean. Strong throughput = strong crack spread = LONG refiner equities (VLO/MPC/PSX/HFC).
oil energy sector rotationMacroOil-price changes predict equity returns with a lag; strongest single-sector effect is on energy producers.
Explore eia crude storage surprise v2 on alphactor.ai
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