Eia Refinery Utilization Drift
In plain terms
When US refineries are running hot, refiners (VLO/MPC/PSX) outperform for a couple of weeks.
How it works
EIA weekly refinery utilization surprise vs trailing-52w same-week mean. Strong throughput = strong crack spread = LONG refiner equities (VLO/MPC/PSX/HFC).
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
- 150-300 bps over 10-20d
- Tested over
- 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
EIA crude-storage surprise (vs consensus) → 1-5d energy move.
Every Thursday EIA publishes US natgas storage. If the build is smaller than expected, natgas E&Ps (EQT, RRC, CHK) jump for 1-5 days.
Explore Eia Refinery Utilization Drift on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.