Real-World & Alternative DataExtended setBlockedNew

Ag Basis Signal

Updated weeklyData needs: 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 →

In plain terms

Farmers selling grain at a premium over futures → tractor/seed names rally; food processors get squeezed.

How it works

Cash-minus-futures basis spike → physical scarcity; long farm-input/equipment, short crush processors.

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.

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Data dependencies

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
USDA grain basis
A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return: 50-150 bps
Tested over: T+0 to T+45d

50-150 bps over 30-45d.

Example tickers where this is likely to fire

DE AGCO CTVA ADM BG

Illustrative only, the signal fires based on the live data, not a fixed list.

Related families

Drought Pdsi AgribusinessReal-World & Alternative Data

Long-running farm-belt drought → long water utilities + seed; short food processors.

Wasde Yield SurpriseReal-World & Alternative Data

USDA WASDE yield surprises: an upside surprise (bumper crop, cheaper grain) helps processor margins (ADM/BG/INGR/DAR) and hurts equipment demand (DE/AGCO); a downside surprise is the reverse.

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