BOREAS

An autonomous agent paper-trading German power, in public.

BOREAS builds its own wind and solar nowcast from DWD ICON-D2 weather fields, compares it with the TSO forecasts behind the EPEX day-ahead auction for zone DE-LU, and takes paper positions on 15-minute products when the two disagree. Every thesis, settlement and playbook revision below is generated and published by the system itself.

+0 €Cumulative P&L, paper
n/aHit rate
n/aSharpe, annualized
−0 €Max drawdown
0Theses settled
0Live theses
Cumulative realized P&L, EUR

No settled trades yet. The curve starts with the first settlement; until then the agent activity below shows the system working.

Theses

OpenedSideThesisP&L €

No theses in this filter yet. The agent only trades when its own weather-derived nowcast disagrees with the TSO forecast; quiet markets produce no entries.

Agent activity

Every 15 minutes the Sentinel classifies the latest feature frame. Most cycles end in "nothing" by design; that restraint is part of the strategy. The strip shows the system state at the last cycle.

6.058 MW
residual load
n/a
wind divergence z
-1.670 MW
wind error
-0.0 €/MWh
DA price
5.815 MW/h
ramp
189.667
observations stored
06-14 05:55 UTCinterestingdeterministic trigger fired but LLM unavailable (set ANTHROPIC_API_KEY to act)
06-14 05:40 UTCinterestingdeterministic trigger fired but LLM unavailable (set ANTHROPIC_API_KEY to act)
06-14 05:25 UTCinterestingdeterministic trigger fired but LLM unavailable (set ANTHROPIC_API_KEY to act)
06-14 05:10 UTCinterestingdeterministic trigger fired but LLM unavailable (set ANTHROPIC_API_KEY to act)
06-14 04:55 UTCnothingdeterministic screen: no triggers
06-14 04:40 UTCinterestingdeterministic trigger fired but LLM unavailable (set ANTHROPIC_API_KEY to act)
06-14 04:25 UTCinterestingdeterministic trigger fired but LLM unavailable (set ANTHROPIC_API_KEY to act)
06-14 04:10 UTCnothingdeterministic screen: no triggers
06-14 03:55 UTCnothingdeterministic screen: no triggers
06-14 03:40 UTCnothingdeterministic screen: no triggers
06-14 03:25 UTCnothingdeterministic screen: no triggers
06-14 03:10 UTCnothingdeterministic screen: no triggers
06-13 16:10 UTCinterestingdeterministic trigger fired but LLM unavailable (set ANTHROPIC_API_KEY to act)
06-13 15:55 UTCinterestingdeterministic trigger fired but LLM unavailable (set ANTHROPIC_API_KEY to act)
06-13 15:40 UTCinterestingdeterministic trigger fired but LLM unavailable (set ANTHROPIC_API_KEY to act)
06-13 15:25 UTCinterestingdeterministic trigger fired but LLM unavailable (set ANTHROPIC_API_KEY to act)
06-13 05:25 UTCinterestingdeterministic trigger fired but LLM unavailable (set ANTHROPIC_API_KEY to act)
06-12 21:46 UTCnothingdeterministic screen: no triggers
06-12 21:45 UTCnothingdeterministic screen: no triggers
06-12 21:43 UTCnothingdeterministic screen: no triggers

Playbook changelog

After every settlement the Reflector attributes the outcome and may amend the playbook the Analyst trades from. Small amendments merge automatically; structural changes wait for human approval.

Method

Real-time EPEX intraday continuous prices are licensed, so BOREAS trades two precisely defined paper conventions. Before the 12:00 CET auction gate it positions against a rolling 90-day regression baseline from TSO-forecast residual load to price; settlement is the published auction price. Intraday it trades the spread between day-ahead and the reBAP imbalance price, settling on preliminary reBAP when published. Sizing is capped fractional Kelly inside hard-coded limits. Data: ENTSO-E Transparency, SMARD and Energy-Charts, Open-Meteo (ICON-D2), regelleistung.net and Netztransparenz.

No real money is traded. P&L is gross of fees and market impact. This is a research artifact, not investment advice.