Geographical#172tier 2live in productionNew

`census ft900 import nowcast`

cadence: Monthlydata: mediumlong onlyshort onlylong short

paper

2008

Source

Hillberry, R., Hummels, D. (2008). "Trade Responses to Geographic Frictions." Also Froot-Kang-Ozik-Sadka 2017 RFS.

Read the paper →

What it checks

Census FT900 import surges in apparel/electronics/toys lead retailer revenue by 1 quarter.

Mechanism

YoY HTS-chapter imports → retailer same-segment revenue 1-quarter lag.

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

HTS-61/62 imports YoY → apparel; HTS-85 → electronics; HTS-94 → furniture; HTS-95 → toys; hold 30/60/90d

Data dependencies

daily_prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
census_ft900
Worker data table — see services/worker schema.

Expected edge

Paper alpha: 5-7% ann.
Paper window: T+0 to T+90d

5-7% ann. long/short (Froot et al RFS).

Example tickers where this is likely to fire

LULU GPS BBY AAPL WSM

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

Related families

macro regimeMacro

Beyond 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.

yield curve sector rotationMacro

Yield-curve slope (10y - 2y) gates cyclical vs defensive sector longs.

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census ft900 import nowcast