Does anyone know where I can find the Weekly Petroleum Status Report Schedule for the past years? There is one for current year (2016): http://www.eia.gov/petroleum/supply/weekly/schedule.cfm
You must be thinking what I am thinking, that is, event arbitrage? After the sharp drop from last Thursday night announcement, it is no wonder one would feel that way. Let me know your entry condition and the result of your backtest. Happy hunting! The first number is actual, second number is forecast, and the third number is the previous. Jan 06, 2016 11:30 -5.085M 0.439M 2.629M Dec 30, 2015 11:30 2.629M -2.457M -5.877M Dec 23, 2015 11:30 -5.877M 1.083M 4.801M Dec 16, 2015 11:30 4.801M -1.417M -3.568M Dec 09, 2015 11:30 -3.568M 0.252M 1.177M Dec 02, 2015 11:30 1.177M -0.471M 0.961M Nov 25, 2015 11:30 0.961M 1.200M 0.252M Nov 18, 2015 11:30 0.252M 1.900M 4.224M Nov 12, 2015 12:00 4.224M 1.016M 2.847M Nov 04, 2015 11:30 2.847M 2.787M 3.376M Oct 28, 2015 10:30 3.376M 3.417M 8.028M Oct 21, 2015 10:30 8.028M 3.867M 7.562M Oct 15, 2015 11:00 7.562M 2.848M 3.073M Oct 07, 2015 10:30 3.073M 2.200M 3.955M Sep 30, 2015 10:30 3.955M 0.102M -1.925M Sep 23, 2015 10:30 -1.925M -0.533M -2.104M Sep 16, 2015 10:30 -2.104M 1.173M 2.570M Sep 10, 2015 11:00 2.570M 0.933M 4.667M Sep 02, 2015 10:30 4.667M 0.032M -5.452M Aug 26, 2015 10:30 -5.452M 1.022M 2.620M Aug 19, 2015 10:30 2.620M -0.777M -1.682M Aug 12, 2015 10:30 -1.682M -1.817M -4.407M Aug 05, 2015 10:30 -4.407M -1.494M -4.203M Jul 29, 2015 10:30 -4.203M -0.184M 2.468M Jul 22, 2015 10:30 2.468M -2.258M -4.346M Jul 15, 2015 10:30 -4.346M -1.158M 0.384M Jul 08, 2015 10:30 0.384M -0.700M 2.386M Jul 01, 2015 10:30 2.386M -2.000M -4.934M Jun 24, 2015 10:30 -4.934M -2.100M -2.676M Jun 17, 2015 10:30 -2.676M -1.657M -6.812M Jun 10, 2015 10:30 -6.812M -1.720M -1.948M Jun 03, 2015 10:30 -1.948M -1.700M -2.802M May 28, 2015 11:00 -2.802M -0.857M -2.674M May 20, 2015 10:30 -2.674M -1.029M -2.191M May 13, 2015 10:30 -2.191M 0.386M -3.882M May 06, 2015 10:30 -3.882M 1.500M 1.910M Apr 29, 2015 10:30 1.910M 2.300M 5.315M Apr 22, 2015 10:30 5.315M 2.888M 1.294M Apr 15, 2015 10:30 1.294M 4.057M 10.949M Apr 08, 2015 10:30 10.949M 3.429M 4.766M Apr 01, 2015 10:30 4.766M 4.193M 8.170M Mar 25, 2015 10:30 8.170M 5.133M 9.622M Mar 18, 2015 10:30 9.622M 3.750M 4.512M Mar 11, 2015 10:30 4.512M 4.436M 10.303M Mar 04, 2015 11:30 10.303M 4.157M 8.427M Feb 25, 2015 11:30 8.427M 3.983M 7.716M Feb 19, 2015 12:00 7.716M 3.233M 4.868M Feb 11, 2015 11:30 4.868M 3.733M 6.333M Feb 04, 2015 11:30 6.333M 3.467M 8.874M Jan 28, 2015 11:30 8.874M 4.080M 10.071M Jan 22, 2015 12:00 10.071M 2.617M 5.389M Jan 14, 2015 11:30 5.389M 0.417M -3.062M Jan 07, 2015 11:30 -3.062M 0.880M -1.754M