| Week ending | Model | WN3 | Consensus | Actual |
Model err | Cons err | Surprise | Source |
Paper trades (QG, Wed close → Thu close)
| Week | Status | Side | n |
Pred surprise | Actual surprise |
Entry | Exit | P&L | Reasoning |
Consensus is logged independently of the model and never used as a feature.
Street surveys (Reuters/NGI) are paywalled; the automated series is the
Trading Economics economist survey, ingested on GitHub Actions.
EIA actuals overlay the official Thursday 10:30 ET WNGSR print
(ir.eia.gov/ngs/wngsr.json) so a lagging Open Data API
cannot leave the latest week blank. The gate requires 26 overlapping
weeks with rolling MAE below consensus and surprise-direction hit rate
above 50%. Paper trading is a QG overlay on predicted surprise versus
consensus; it does not wait for the gate.
WeatherNext 3 is an A/B forecast source (purple) and does not drive paper
trades. Next-week predictions require 7 complete forecast days — Maps
Weather API is 10 days, so week+1 is usually available from Wednesday;
full WeatherNext 3 (15 days) covers it from Saturday.
Rules are in natgas/signal/translate.py. Ledger:
data/paper/trades.csv.