Commodity Volatility Detector
Same methodology. Three domains.
Walk-forward 2012–2024
Walk-forward 2010–2024
Walk-forward 2005–2024
Same orthogonal-signal architecture · Multi-cycle validation · Pilot timing announced as research validation gates close
What We're Researching
Environmental indicators that classify periods preceding extreme energy commodity price moves. The same orthogonal-signal architecture that classifies equity-market regimes in MSD and infrastructure disruption risk in SEWS.
Inputs are environmental. Outputs are classifications. Validation is walk-forward across multiple solar cycles.
Why It Arrives From Outside the Market
Inputs sit outside the market system. The classification is structurally uncorrelated with price-vol indicators.
Not a replacement for existing tools. A different lens on the same commodities.
CVD adds an input the market data stack does not include: an environmental signal documented to lead price-vol indicators in published TMRI research.
How the Research Is Validated
Methodology before claims. The same standards used for MSD and SEWS.
No future-data leakage. Each test fold uses only data available at the time of classification.
Validation segments separated from training. No overfitting to recent regimes.
Two decades of data spanning solar cycles 23 through 25. The signal is observed across all of them.
The Methodology Has a Production Record
Two products run live on the same orthogonal-signal architecture. CVD applies it to a third domain.
Daily regime classification for equity markets. 100% precision (9/9) on systemic-stress classification across the 2012–2024 backtest.
View MSD →Probabilistic disruption-risk classification for satellite, GPS, power, and aviation operations. Walk-forward validated 2010–2024.
View SEWS →Energy commodity classification under continued validation. Findings documented in published TMRI research.
Read the paper →Who the Research Is Built For
Energy Trading Desks
An exogenous classifier for energy volatility regimes. Currently in research validation as a candidate input alongside existing price-vol signals.
Airline Fuel Procurement
Fuel is 20–30% of operating costs. The research targets fuel-cost-timing decisions where existing market signals are coincident or lagging.
Utility Gas Procurement
Gas supply timing is a daily decision with material variance. The research studies whether environmental signals can shift those decision windows.
Commodity Hedge Funds
An orthogonal input under evaluation for energy volatility positioning, built on data structurally uncorrelated with market microstructure.
Research Access
Pilot timing announced as validation gates close. Research access available now for qualified evaluators.
Research stage. Pilot timing TBA.
Research stage. Not investment advice. Past performance does not guarantee future results. Walk-forward validated 2005–2024. Same orthogonal-signal methodology validated in production for MSD (walk-forward 2012–2024 backtest, live since January 2025) and SEWS (walk-forward 2010–2024 backtest, operational system). Terms.