Geographical#252tier 2live in productionNew
census ft900 tariff passthrough
cadence: Monthlydata: mediumshort only
paper
2019
Source
Amiti, M., Redding, S.J., Weinstein, D.E. (2019). "The impact of the 2018 trade war on U.S. prices and welfare." JEP 33(4), 187-210. Also Fajgelbaum-Goldberg-Kennedy-Khandelwal 2020 QJE "The Return to Protectionism."
Read the paper →
What it checks
U.S. imports surge MoM → retailer margin pressure in 1-2 months → SHORT TGT/BBY/LULU/AAPL/WMT.
Mechanism
World-imports MoM > +8% → importer COGS spike → 30-60d margin compression → SHORT exposed retailers (Amiti et al 2019 pass-through channel).
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.
Signal rule
Census FT900 world-imports MoM > +8% → short TGT/BBY/LULU/AAPL/WMT; hold 30/60d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
census_ft900Worker data table — see services/worker schema.
Expected edge
- Paper alpha
- -2% to -4%
- Paper window
- T+0 to T+60d
-2% to -4% over 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
Explore census ft900 tariff passthrough on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.