EDG-TR-2026-003¶
Weather Trading Backtest Results
| Field | Value |
|---|---|
| Authors | Takeshi Ren (ED-01), Dr. Yang (ED-00) |
| Date | March 2026 |
| Status | Final |
| Project | Weather Trading |
Summary¶
Comprehensive backtesting of ensemble weather forecast spread signals for European energy market trading. Covers multiple forecast horizons (f024–f120), threshold-based entry criteria, and risk-adjusted performance metrics.