// PLATFORM VALIDATION
Independently Verified.
Industry Standard. Credible.
Every formula and calculation in Strat-Oil Analytix has been verified against established industry methodologies from IEA, EIA, CME, Platts, Wood Mackenzie, Bloomberg, Goldman Sachs, and JPMorgan.
✅
ALL FORMULAS VERIFIED — INDUSTRY STANDARD
Every analytical module in Strat-Oil Analytix uses the same methodologies employed by Bloomberg Terminal, S&P Global Platts, Wood Mackenzie, and the IEA. VaR Backtesting is validated against the Basel II Traffic-Light Protocol. Every chart carries a data provenance stamp — source, formula, and timestamp — for full auditability. All formulas have been cross-referenced against published industry standards and official government data sources.
- 3-2-1 formula matches IEA/CME Group published standard
- 5-3-2 formula verified against CME heavy crude methodology
- Gasoline/diesel yield ratios consistent with industry benchmarks
- Chicago and Group 3 benchmarks correctly applied
- Crisis score weights (40/40/20) match IEA weighted methodology
- Price ceiling (Brent ×2.0) consistent with IEA 9-week scenario modeling
- Weekly inventory draw formula matches IEA emergency supply framework
- Supply coverage aligned with IEA 90-day reserve standard
- Qatar 30% global LNG share confirmed by IEA Gas Market Report 2023
- TTF spike cap (+250%) consistent with Goldman Sachs LNG analysis
- Shipping surge cap (+150%) matches Baltic LNG Index methodology
- HH escalation (×0.30/demand unit) per EIA Short-Term Energy Outlook
- MC VaR / MC CVaR are primary KPIs — Basel III / Bloomberg Terminal (approx) standard; Parametric shown as comparison only
- Monte Carlo engine runs 100,000 simulations — Schwartz Ornstein-Uhlenbeck + Merton Jump Diffusion — same model class used by JPMorgan and Goldman Sachs quant desks
- CVaR (Expected Shortfall) computed from MC tail mean — FRTB / Basel IV regulatory standard
- Sharpe and Sortino Ratios annualized correctly to √252 trading days
- GPW netback formula matches Platts / Wood Mackenzie standard
- Yield ratios (45% gasoline / 35% diesel / 20% residual) industry standard
- Dubai differential (Brent −.50) matches Platts published differential
- OPEC basket uses official OPEC member production weights
- 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
// METHODOLOGY COMPARISON
| FEATURE |
METHODOLOGY SOURCE |
BLOOMBERG TERMINAL |
STRAT-OIL ANALYTIX |
| Crack Spread Analysis | IEA / CME Group | ✓ | ✓ |
| VaR / CVaR | Basel III / FRTB | ✓ | ✓ MC-Primary |
| Monte Carlo (100,000 sims) | Schwartz OU + Merton Jump | ✓ | ✓ |
| LNG Chain Cost Netback | Wood Mackenzie | ✓ | ✓ |
| 15-Country APAC Reserves | EIA / IEA / DOE | Partial | ✓ Full APAC |
| 9-Week Stress Test | IEA Weighted Index | Partial | ✓ Full Simulator |
| Hormuz LNG Stress Model | IEA Gas Report 2023 | Partial | ✓ Full Model |
| APAC-Focused Intelligence | APAC Specialist Platform | ✗ Global Only | ✓ APAC Dedicated |
| VaR Backtesting (3-Level) | Basel II / Kupiec / Christoffersen | Basic only | ✓ Full 3-Level Protocol |
| Data Provenance Stamp | Industry Auditability Standard | ✗ | ✓ All Modules |
| MC-Anchored Stress Scenarios | Bear / Base / Bull via GBM | Partial | ✓ Fully Linked |