offline

oil_inventory_surprise

Bjornson-Kim-Lee (1999) AJAE / Wang-Wu (2012) AE — EIA weekly petroleum status surprise (毎水曜 10:30 EST) は 1-day window で 60%+ directional hit rate

All strategies
Rolling Sharpe
90-day rolling window
Drawdown
peak-to-trough
Win Rate
0 fires · weight 0.00×
Current Status
State
Ensemble Weight
Fires (90d)0
Last fired
Methodology

Bjornson-Kim-Lee (1999) AJAE / Wang-Wu (2012) AE — EIA weekly petroleum status surprise (毎水曜 10:30 EST) は 1-day window で 60%+ directional hit rate

Supported Markets
CommodityUS Stock
State Transition History
No state changes recorded yet