Commodities#238tier 2live in productionNew

eia refinery utilization drift

cadence: Weeklydata: mediumlong only
paper
2002
Source
Extends: Considine, T. J. (2002). "Inventories and market power in the world crude oil market." Energy Economics. Novel refiner-equity application — alphactor 2026-05-20.
Read the paper →

What it checks

When US refineries are running hot, refiners (VLO/MPC/PSX) outperform for a couple of weeks.

Mechanism

EIA weekly refinery utilization surprise vs trailing-52w same-week mean. Strong throughput = strong crack spread = LONG refiner equities (VLO/MPC/PSX/HFC).

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

z(refinery_util vs 52w same-week baseline) > 1.0σ → LONG refiner basket. Hold 5/10/20d. T+1 lag.

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
150-300 bps over 10-20d
Paper window
T+1 to T+20d

Refiner crack-spread sensitivity gives ~150-300 bps over 10-20d on a >1σ utilization surprise.

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 refinery utilization drift 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