// PLATFORM VALIDATION
Independently Verified.
Industry Standard. Credible.
Every formula, calculation, connector, and stress model in Strat-Oil Analytix has been cross-verified against official industry methodologies from IEA, EIA, CME, Platts, Wood Mackenzie, and Bloomberg.
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ALL FORMULAS & CONNECTORS VERIFIED — INDUSTRY STANDARD
Every analytical module and connector in Strat-Oil Analytix uses the same methodologies employed by Bloomberg Terminal, S&P Global Platts, Wood Mackenzie, and the IEA. The Universal Plug System and ERP/SAP connectors are designed for seamless enterprise integration.
- 3-2-1 formula matches IEA/CME Group published standard
- 5-3-2 formula verified against CME heavy crude methodology
- Both formulas calculated against WTI (US Gulf Coast convention), matching RBOB/Heating Oil NYMEX contract benchmarks
- Crisis score weighting emphasizes physical supply disruption and price pressure as primary drivers, with inventory depletion as a secondary factor — reflecting the IEA emergency supply framework
- Price ceiling calibrated to a realistic maximum consistent with observed historical supply shock events
- Weekly inventory draw formula matches IEA emergency supply framework
- Supply coverage aligned with IEA 90-day reserve standard
- Alternative Supply and Refinery Outage inputs can be checked live against EIA OPEC spare capacity and EIA weekly refinery utilization data
- Qatar's global LNG supply share verified at ~20% against EIA/IEA reporting on the actual 2026 Hormuz disruption (corrected from an earlier 30% estimate)
- Alternative Supply Cushion parameter can be checked live against current US LNG export volume vs documented nominal export capacity (EIA)
- TTF and shipping cost escalation ceilings are internal stress-test parameters calibrated to a sustained, full-blockade scenario, informed by market reactions observed during the actual 2026 Hormuz Strait disruption
- Henry Hub modeled with a smaller secondary sensitivity to demand surge, consistent with the limited near-term flexibility of US export capacity observed in 2026
- Henry Hub – TTF spread computed with TTF converted from EUR/MWh to USD/MMBtu
- EUR/USD conversion rate sourced live from Yahoo Finance, auto-refreshed — not a fixed manual rate
- Chain cost and arbitrage signal (OPEN/MARGINAL/CLOSED) update in real time as the spread changes
- Full chain cost methodology (HH + Liquefaction + Shipping + Regasification + Regional Freight) aligned with Wood Mackenzie LNG netback standards
- Shipping cost uses a Market Regime selector (Normal/Elevated/Crisis) anchored to dated, real 2025-2026 LNG carrier day-rate observations — since no free live LNG freight feed exists (real benchmarks are paid commercial subscriptions), this is disclosed as a scenario band, not a live price
- Arbitrage signal compares delivered cost against live TTF benchmark pricing
- Forward curve Cost of Carry model matches CME Group / Platts standard methodology
- Risk-free rate input sourced live from the 13-week US Treasury Bill yield (Yahoo Finance), replacing a previously fixed 5% assumption
- OVX (Oil VIX) and OPEC Basket tracked alongside the forward curve for a full pricing-instrument overview
- MC VaR / MC CVaR are primary KPIs — Basel III / Bloomberg Terminal (approx) standard
- Monte Carlo engine runs 100,000 simulations — Schwartz Ornstein-Uhlenbeck + Merton Jump Diffusion
- CVaR (Expected Shortfall) computed from MC tail mean — FRTB / Basel IV regulatory standard
- Sharpe and Sortino Ratios annualized correctly to √252 trading days, using a live risk-free rate (13-week US T-Bill, Yahoo Finance)
- Universal Data Connector — functions like a "Universal Electrical Plug" for any data source
- Three plug-in channels: Python Plugin (drop a .py file), File Drop (CSV/JSON auto-detected every 5 seconds), REST Push API (POST JSON from any language)
- 15 connector types available on Enterprise tier: MySQL, PostgreSQL, SQL Server, Oracle DB, MongoDB, SAP OData (S/4HANA), SAP RFC/BAPI (ECC), Oracle EBS/Fusion, Dynamics 365, REST API, SharePoint/OneDrive, AWS S3, Bloomberg Terminal, Platts/OPIS, CSV/Excel
- Auto-detect and real-time data ingestion from any system — single dashboard, all connectors built-in, no separate software required
- Direct export of structured data (CSV/Excel) compatible with SAP S/4HANA, Oracle EBS, Microsoft Dynamics 365
- REST API endpoint for real-time push from ERP systems
- SAP OData and BAPI field names auto-mapped: NetPriceAmount → price, OrderQuantity → volume, SupplierName → vendor, NETPR → price, MENGE → volume, NAME1 → vendor
- Universal connector framework supports OData, RFC/BAPI, SQL, SOAP, and many others
- No separate middleware — direct plug-and-play with existing ERP infrastructure
- GPW netback formula matches Platts / Wood Mackenzie standard
- Yield ratios (45% gasoline / 35% diesel / 20% residual) industry standard
- Dubai differential (Brent −$1.50) matches Platts published differential
- OPEC basket sourced via live multi-source data feed with verified trend-model fallback
- Freight, gasoline premium, and diesel premium can be checked live against the platform's tanker-rate proxy and RBOB/Heating-Oil-vs-Brent futures spreads (Yahoo Finance)
- Live disruption index (0–100), refinery status, supply vulnerability score, and geo heat rating computed per country
- Tracks Hormuz, Malacca, and Panama chokepoints with vessel density baselines and min/max ranges per chokepoint
- News sentiment signal monitors live headlines for blockade/tension keywords to adjust risk in real time
- Feeds directly into the 9-Week Stress Test's disruption and price-surge scoring
- US, Europe, China reserves sourced from EIA (May 2026)
- Japan, Korea, Australia reserves sourced from IEA (Dec 2025)
- Philippines data sourced from DOE Philippines (Mar 2026)
- Malaysia/Indonesia from Petronas/Pertamina official publications
- Level 1 — Basel II Traffic-Light: Breach count vs expected — GREEN / YELLOW / RED zones per BIS regulatory guidance
- Level 2 — Kupiec POF Test: Exact likelihood ratio LR_PoF = −2·log[((1−α)^(T−x)·α^x) / ((1−x/T)^(T−x)·(x/T)^x)] — chi-square df=1 — same methodology as MATLAB varbacktest() and Bloomberg Terminal (approx)
- Level 3 — Christoffersen Conditional Coverage: Tests breach independence (no clustering) — LR_CC = LR_PoF + LR_Independence, chi-square df=2 — Basel III / academic standard
- Applied to both MC VaR (primary) and Parametric VaR (comparison) — full dual-model validation
- Every chart output carries a source attribution label — data source, formula, and timestamp
- Full traceability from raw data to output — auditable by procurement and compliance teams
- Per-tab methodology citations applied consistently across all 10 dashboard modules
- Meets data auditability standards expected in energy procurement workflows
DISCLAIMER & LIMITATIONS
Strat-Oil Analytix is a decision-support tool. While all calculations follow published industry methodologies, final trading and procurement decisions should always be validated with primary sources and professional judgment. Historical performance is not indicative of future results. All data is sourced from public and licensed feeds (EIA, IEA, Yahoo Finance, etc.) as of the date of computation.