Commodities#191tier 2live in productionNew
ag basis signal
cadence: Weeklydata: mediumlong onlyshort onlylong short
paper
2017
Source
Adjemian, M.K., Bruno, V.G. (2017). "Basis Volatility and Spatial Equilibrium." Agribusiness, 33(3), 379-396.
Read the paper →
What it checks
Farmers selling grain at a premium over futures → tractor/seed names rally; food processors get squeezed.
Mechanism
Cash-minus-futures basis spike → physical scarcity; long farm-input/equipment, short crush processors.
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.
Signal rule
farm-belt basis 90d z > +1.5 → long DE/AGCO/CTVA/MOS/CF; short ADM/BG/INGR; hold 15/45d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
usda_grain_basisWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- 50-150 bps
- Paper window
- T+0 to T+45d
50-150 bps over 30-45d.
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
Explore ag basis signal on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.