Every candidate energy-market trading signal goes through the same five-step validation pipeline before it's classified: predictive content, monotonicity, regime stability, mandatory walk-forward out-of-sample testing, and economic significance measured against realized volatility. Most of what we test doesn't survive that bar - we publish the tiering honestly, not just the winners.
Natural gas storage level vs. its own 5-year seasonal average. The single strongest, most cross-family-robust predictor in the whole library - confirmed 4 separate times.
WTI/Brent relative-value spread. A clean sweep - 100% on every scorecard dimension, 27 years of walk-forward folds.
ERCOT settlement price vs. Henry Hub gas cost, all 15 real hubs/load zones. 100% on every scorecard dimension - the newest Tier 1 entry.
Regional heating-degree-day anomalies vs. forward Henry Hub returns. Real, regime-dependent, and independently useful alongside the Tier 1 factors.
Offered transfer capacity on DE-LU's DK1/NO2 borders. 100% on every scorecard dimension - the largest economic effect in our whole library.
Net cross-border flow on the same borders, all 4 real directions. Confirmed genuinely complementary to cross-zonal capacity, not a correlated echo.
Imbalance settlement prices across Netherlands, Belgium, and France, both real categories - all 6 combinations independently core factors. The strongest Factor Quality Score of any factor in our library.
Germany's real-time activated balancing-energy price, both real flow directions - a core factor at full walk-forward confidence, confirmed not redundant with three other balancing-market document types.
CAISO and NYISO spark spread are real, already-computed factors - held back from the public API for legal and backtestable-history reasons, not shown here. ENTSO-E transmission/interconnector unavailability (DK1, NO2) is a real, deeply-backfilled source with a genuinely mixed validation result - never built into a servable factor at all, kept as internal research coverage pending further evidence, not a legal blocker (unlike CAISO/NYISO above). Full breakdown of every tier, including the excluded subjects within otherwise-public factors (a real region can be excluded even when its own factor family is public): FACTOR_CATALOGUE.md.
Full validation methodology and every real number behind these verdicts: FACTOR_CATALOGUE.md.
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