A validated edge on the Swiss quarter-hour.
For a trading desk, the edge is information, not an asset. Orvio's T-15 nowcast delivers the direction of the Swiss system – scored against realized Swissgrid data, over the API, before the quarter-hour closes.
The Swiss imbalance market rewards positions on the system's side and charges those against it. The tradeable information is short-horizon: the direction of the control area over the coming quarter-hours and the imbalance energy price it implies. Orvio's nowcast is scored continuously against realized Swissgrid data – the track record is reproducible, not asserted.
How Orvio fits
The signal arrives over a REST API with scoped keys: direction of the system imbalance in MW and the imbalance energy price in EUR/MWh, per quarter-hour, refreshed every 15 minutes, at the T-15, T-1h, and D-1 horizons. Every value carries its creation time and lead time.
Strategies can be backtested over history with day-ahead and intraday execution costs included – the net impact, including the quarter-hours that would have cost, before capital stands behind it.
82% directional hit-rate when Orvio forecasts the system at least 100 MW short or long.
- 68%
- Any signal
- 76%
- Forecast ≥ 50 MW
- 82%
- Forecast ≥ 100 MW
- 90%
- Forecast ≥ 200 MW
T-15 system-imbalance forecast vs realized Swissgrid data, last 90 days (about 2,240 quarter-hours at the 100 MW threshold), against a 54% naive baseline. The stronger the forecast signal, the more reliable the direction.
What the accuracy is worth
Over the last 90 days, positioning on the Swiss quarter-hour at Orvio's accuracy was worth roughly €95–110 per MWh, modelled against realized imbalance and intraday prices. The return scales almost linearly with how often the direction is right: each additional point of T-15 hit-rate is worth on the order of €6,000 per MW per year of positioned capacity. The P&L is heavy-tailed on both sides: the median positioned quarter-hour returned well under the mean, and the strongest tenth of quarter-hours carried more than half of the net result – episodic, not annuity-like.
These figures are modelled on a paper book against realized prices, not executed P&L – illustrative and gross of execution cost, risk limits and market impact, from a 90-day window that shifts with the season. They apply in the clear-signal quarter-hours – when the forecast flags at least 100 MW short or long, about a quarter of all quarter-hours – not around the clock. Single-price settlement has heavy tails, so a wrong-side quarter-hour at size can erase a run of gains; risk limits are essential. Orvio delivers the signal, not the trade.
What changes in practice
For a desk, the nowcast is an input that composes with existing models: a directional read on the Swiss quarter-hour with measured hit-rates by signal strength – strongest exactly where positions are decided, close to gate closure.
See what flexibility could earn.
Book a demo and see the signal on live data, applied to real assets.
Pricing scales with the portfolio. Book a demo for a quote.
FAQ
How is the signal validated?
Every forecast is scored against realized Swissgrid data. Over the last 90 days: 82% directional hit-rate on signals of at least 100 MW, rising with signal strength.
How is it delivered?
Over a REST API with scoped keys, refreshed every 15 minutes. Onboarding takes days, not months.
Does Orvio trade itself?
Orvio delivers the signal and the analytics; execution stays with the desk. Nothing is placed or executed on customers' behalf.
Which horizons are available?
T-15, T-1h, and D-1. The quarter-hour view is the calibrated, strongest horizon – the last read before gate closure.