Price spikes and volatility events drive a material portion of BESS revenues in the NEM. The critical question: why do some assets capture significantly more value during these events than others?
PortfolioEnergy reveals how stochastic mathematical optimisation delivers substantial outperformance over comparable utility-scale assets across the NEM. Using real AEMO data from live shadow trading, this session explores the strategic principles behind superior event capture: optimal state-of-charge positioning for price spikes that may or may not materialise, and allocating volumes into price bands such that clearing value across multiple scenarios is maximised. The result: market-leading annualised revenues driven by consistently extracting more value from high-volatility events.
Unlike human intervention, stochastic optimisation removes subjectivity and consistently maximises expected value across thousands of dispatch decisions. Attendees will gain actionable insights into the algorithmic approach that becomes the key differentiator as markets mature — without compromising proprietary methodology.
