Real-World & Alternative DataExtended setlive in productionNew
Hdd Surprise Natgas
Updated weeklyData needs: mediumlong only
paper
2007
Source
Mu, X. (2007). "Weather, storage, and natural gas price dynamics." Energy Economics, 29(1), 46-63. Also Considine 2000 RE&E.
Read the paper →
In plain terms
NWS forecasts cold spike → long nat-gas E&P for 1-2 weeks.
How it works
Forecast HDD anomaly > +1σ → long nat-gas E&P + LDC utilities.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Eia degree days
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 50-150 bps
- Tested over
- T+0 to T+20d
50-150 bps per ±1σ event Nov-Feb.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
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See which tickers this family is currently firing on, with live signals and rankings.