Weather#249tier 2live in productionNew

noaa storm refiner disruption

cadence: Dailydata: mediumshort only
paper
2002
Source
Considine, T.J. (2002). "Inventories and market power in the world crude oil market." Energy Economics 24(3), 247-265. Also Cohen, L., Garcia, D., Khan, U., Pinchuk, A. (2024) (hurricanes and equity returns).
Read the paper →

What it checks

Storm enters Gulf of Mexico → refiner and chemical stocks (VLO/MPC/PSX/LYB/DOW) drop 1-3% for a week.

Mechanism

Tropical-storm-or-stronger HURDAT2 fix inside Gulf-of-Mexico bounding box → SHORT U.S. refiners + chemicals (supply-disruption + platform-shutdown channel).

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

wind_kt>=34 in GoM box, last 7d → short VLO/MPC/PSX/LYB/DOW; hold 3/7d

Data dependencies

  • daily_prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • noaa_hurdat2

    Worker data table — see services/worker schema.

Expected edge

Paper alpha
-1% to -3%
Paper window
T+0 to T+7d

-1% to -3% over 7d.

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 noaa storm refiner disruption 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