The shape of price
For the adviser who keeps their own financial model and already has the level.
We do not redistribute market data — realised prices belong to ENTSO-E, FX rates to
the National Bank, and storage spreads we already publish free, in full.
What nobody has and we do produce is the shape: captured price and value factor
by technology and zone, the cannibalisation profile over the horizon. We do not transfer the
data, we transfer the result computed from it — the inputs are public anyway, and we
attribute them. The level is bought from Aurora or AleaSoft; the shape is bought from
nowhere.
Not sold until published coverage reaches target on the series being sold. That is a
calibration matter, not a calendar one. And a client's settlement data never enters
this — it is theirs, with its own threshold, at 15 plants.
Operations
Forecasting and nomination support, per MW installed. It runs in parallel and with
no effect: the model writes what it would have proposed, to a journal — it
submits nothing, zero operational risk. We publish no price for something we have
not demonstrated.
What we know so far, measured: over 16 months of backtest the effect came out between
−8,209 and +30,169 RON — an interval that crosses zero. The rule we follow is that
the decision threshold is written before the run, not after the result; that
threshold is not written yet, and we say so rather than imply it exists.
And there is a gate ahead of the measurement that the measurement cannot jump: the
lever that produced the largest backtest gain needs the plant's output data close to
current. In operation it arrives with the monthly settlement note — 46 days old on
average. Until a plant has a near-real-time output source, the backtest gain is not
realisable, and a measurement run now would assess a system with its main lever
switched off.