day-ahead spreads in €/MWh · click a row for detail · click headers to sort
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Tomorrow's spread nowcast
predicted TB2 for the next market day · self-scored daily — MAE over the last 30 scored days shown per zone · 'netload' = ENTSO-E forecast regression, 'ar' = autoregressive
same-month-last-year × measured YoY trend, ±1σ of historical YoY noise · transparent, no ML — "if the trajectory holds"
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Monthly TB2 spread by jurisdiction
monthly averages, €/MWh — seasonality & multi-year drift · click a zone for detail
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Ancillary capacity heatmap
symmetric capacity price, €/MW/day · only zones with published prices
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Year-over-year spread trend
avg TB2, trailing 365 days vs the 365 before — compression detector: shrinking spreads = storage saturating
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Saturation — storage build-out vs spreads
battery MW per GW of peak demand vs avg TB2 (365d) · fitted across all jurisdictions — CAISO/ERCOT show where the curve leads · pipeline (constr. + 20% of queue over 3 yr) ⇒ suggested spread drift %/yr · fleet & queue curated in app/fleet.json
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Site sweep — same battery, every jurisdiction
the full revenue stack (DA + intraday + FCR + aFRR where each exists), last 90 days annualised, with capture & 12-mo forecast applied · indicative IRR from the economics below
set parameters and run
Streams show €/MW/yr after capture (and forecast drift if applied). "–" = that market doesn't exist or isn't publicly priced in the zone. Capacity streams (FCR/aFRR/mFRR) are depth-capped: revenue assumes the asset wins at most 25% of the market's procured MW — thin markets (Baltics, RO FCR) can't absorb full asset power at headline prices. IRR is unlevered, 12-yr life, trading-revenue only.
Optimal duration
avg TBn spreads (365d) · "best" = longest duration whose marginal 2h step still beats amortized cell capex (250 €/kWh, 12 yr ≈ 57 €/MWh/day) · TB4/TB2 drift vs prior year = lengthening sweet spot
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Market character — annuity vs lottery
TB2 tail statistics, last 365 days · high top-10-day share = revenue concentrated in scarcity events (harder to finance with debt) · neg. hours trend = solar cannibalization
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Spread correlation — 365d
Pearson correlation of daily TB2 · high = same weather/fuel regime, no diversification between projects in the two zones
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Auction & tender calendar
contracted-revenue routes and their gates · curated (app/auctions.json) — verify dates with the operator before planning a bid
Nord Pool intraday statistics · hourly VWAP spreads & intra-product ranges, €/MWh · DE/NL/BE/FR + Nordics + Baltics (EPEX-only areas not covered)
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Reading this page
ID TB2 is the same top-2−bottom-2 spread as on the Overview, computed on the hourly intraday
volume-weighted price instead of the day-ahead auction — where it exceeds DA TB2, batteries earn more
trading closer to delivery. Avg range is the mean gap between the highest and lowest trade inside
each hourly product: the room a continuous/algo trading desk plays in. DA↔ID is the average
distance between the day-ahead price and the intraday VWAP for the same hour — the re-trading opportunity
after the auction.
Projects — revenue prediction
perfect-foresight stack, up to two DA cycles/day (second only when it clears efficiency losses) · before fees & taxes