← Factor Library

EU physical flow Tier 1

API name: eu_physical_flow (+ _percentile/_momentum/_volatility) · Source: ENTSO-E

Net cross-border physical electricity flow on DE-LU's same two real interconnector borders, tested against its own forward mean reversion. Chosen specifically to test whether it's a correlated echo of cross-zonal capacity - a real redundancy test confirmed it isn't.

Economic effect

-0.82x to -1.31x realized volatility at 20 trading days, depending on direction - DE-LU→NO2 the strongest.

Servable directions

DirectionSubject idTier
DE-LU → DK1DE-LU/DK1Tier 1
DK1 → DE-LUDK1/DE-LUTier 1
DE-LU → NO2DE-LU/NO2Tier 1
NO2 → DE-LUNO2/DE-LUTier 1
All 4 real confirmed-working directions independently clear every scorecard dimension - sign consistency 88-100%, horizon consistency 100%, OOS stability 89-98%, full walk-forward confidence. NO2→DE-LU has the narrowest real margin (88% sign consistency, just above the 85% bar) of any factor in our whole library, still comfortably clearing it. A real redundancy test confirmed this factor retains genuine, walk-forward- consistent incremental value (44% retention, 67% hit rate) beyond what capacity's own level already tells you - complementary, not a duplicate.

Query it

GET /v1/factors?factor=eu_physical_flow&subject=DE-LU/DK1

Raw sub-daily series: GET /v1/eu/physical-flow?in_domain_eic=10YDK-1--------W&out_domain_eic=10Y1001A1001A82H

Related

Raw source: ENTSO-E Transparency Platform. Related factors: EU cross-zonal capacity (confirmed genuinely complementary, not redundant), EU imbalance price.

Full validation methodology: how we score factors and every real number behind these verdicts in FACTOR_CATALOGUE.md.

Free early access to the API: Get early access →