Stromfee.US · arbitrage levers · revenue transparency
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Share of negative day-ahead intervals per month at CAISO SP15 (Southern California) — real market data from our database, no model.
Negative prices = oversupply: abundant midday solar meets low load — the California duck curve. Negative intervals ARE the arbitrage opportunity: the more of them, the bigger the spread to the expensive evening ramp. The chart below is computed live from our price database (CAISO OASIS day-ahead data).
US market roles, cleanly separated (FERC market design).
Reads here when charging pays: at negative locational marginal prices (LMPs) you are PAID to charge.
More negative intervals = more economically usable cycles for the asset.
A rising share of negative intervals is the growing business case — but don't extrapolate single outlier months.
Negative LMPs trigger solar curtailment economics; the ISO manages oversupply via the market, the utility via interconnection and retail design. Neither earns trading profit.