Census Ft900 Import Nowcast
In plain terms
When U.S. monthly imports are surging year-over-year, import-reliant retailers tend to restock and may see firmer demand a quarter later, so the strategy leans long on the import surge and short on the pullback. This is an internal macro heuristic, not a published-paper result: the data only supports a single national-imports signal, not the per-category (apparel vs electronics vs toys) split the cohort labels suggest.
How it works
National U.S. goods-imports YoY (Census FT900 World total) as a real-time leading macro proxy for import-dependent retail consumption: rising in-warehouse import volume plausibly nowcasts quarter-ahead import-exposed retailer demand. Internally-motivated heuristic. HTS-chapter / per-sector decomposition is NOT available from the current country-rollup ingest (the Census timeseries API now requires a key we do not hold; the working PDF press-release fallback carries only World + per-country balances), so this is a single national-imports nowcast, NOT a per-sector signal.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Census ft900
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Tested over
- T+0 to T+90d
5-7% ann. long/short (Froot et al RFS).
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 Census Ft900 Import Nowcast on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.