Battery Timing - Optimization Tools

How It Works

1. Generates N price scenarios
2. For each: finds min (charge) & max (discharge) price intervals
3. Computes probability each interval is optimal
4. Analyzes all charge-discharge pairs
5. Identifies Pareto-optimal strategies

-- Date

-- Day

-- Scenarios

-- Best E[Spread] (NIS)

Optimal Charge/Discharge Timing Probabilities

P(Optimal Charge)

P(Optimal Discharge)

Risk-Return Analysis (Efficient Frontier)

Efficient Frontier Pairs

Charge	Discharge	E[Spread]	Std Dev	Sharpe
Run analysis to see results

Expected Spread Heatmap (Charge vs Discharge Interval)

Each cell shows expected price spread for charging at row interval and discharging at column interval. Only pairs where discharge > charge are shown.

Methodology: Monte Carlo simulation samples price scenarios from the generative price model. For each scenario, optimal charge (argmin price) and discharge (argmax price) intervals are identified. The efficient frontier shows Pareto-optimal pairs balancing expected return against variance (risk).