baltic dry ais proxy
What it checks
NOAA AIS shows dry-bulk shipping accelerate → shippers + miners rally 1-2 months.
Mechanism
Dry-bulk AIS voyage acceleration leads shippers and miners 20-60d.
Signal rule
dry_bulk voyages 4w/52w z > +1 → long SBLK/GOGL/GNK/EGLE/SB/FCX/VALE/RIO/BHP/X/CLF; hold 20/60d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
marinecadastre_ais_aggregatesWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- ~3-5%
- Paper window
- T+0 to T+60d
~3-5% over 20-60d.
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
clarkson shipping indexCommoditiesClarkSea + tanker-spot momentum leads tanker/gas-carrier equity 30-60d.
macro regimeMacroBeyond regime_overlay (#10) which uses VIX + SPY trend, this family keys off the macro regime detected from FRED data: term-spread inversion (10Y−2Y < 0), credit-spread widening or compression (BAA−10Y z), and Fed funds cycle direction. Single-name version: gate the simple long-trend signal (SMA50 > SMA200) on the FRED macro regime — full long only in risk-on, half-size in neutral, flat in risk-off, short in inversion.
dr copper industrial leaderCommoditiesCopper prices lead the industrial-sector equity bucket by 4-8 weeks.
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