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Signals

GBSI-US Signals apply the Snowtrail Signals framework to the US natural gas market.

They summarise balance conditions into interpretable indicators that can be tracked over time or consumed programmatically.

What GBSI-US Signals represent​

GBSI-US Signals are designed to capture:

  • Overall system tightness or looseness
  • Changes in balance conditions through time
  • Relative stress versus historical norms

Signals are contextual rather than predictive, providing insight into current market conditions rather than price direction. GBSI-US makes no forward, sizing or VaR claim; see Validation status.

Typical use cases​

  • Monitoring balance conditions ahead of key seasonal periods
  • Comparing current stress levels to prior years
  • Providing macro context for discretionary analysis
  • Supplying balance indicators to systematic models and screens

Design notes​

  • Signals are interpretable and documented
  • Construction is consistent through time
  • Point-in-time integrity is maintained to support research and backtesting

Accessing GBSI-US Signals​

from snowtrail import Snowtrail
client = Snowtrail(api_key="your-api-key")

# Fetch system stress signal data
df = client.gbsi_us.system_stress(date_from="2024-01-01")

# All methods return pandas DataFrames
print(df.head())

For a conceptual overview, see Data Model → Signals.