Commodities#192tier 2live in productionNew
clarkson shipping index
cadence: Weeklydata: mediumlong only
paper
2006
Source
Kavussanos, M.G., Visvikis, I.D. (2006). "Shipping freight derivatives: a survey of recent evidence." Maritime Economics & Logistics, 8(3), 233-252.
Read the paper →
What it checks
Tanker spot rates run hot → tanker and LNG shipping stocks rally a month or two later.
Mechanism
ClarkSea + tanker-spot momentum leads tanker/gas-carrier equity 30-60d.
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
60d ClarkSea z > +1 → long FRO/TNK/STNG/DHT/GLOG/LNG; hold 30/60d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
clarkson_shippingWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- 1-3%
- Paper window
- T+0 to T+60d
1-3% over 30-60d.
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
crude brent spreadCommoditiesWTI-Brent tightening = bullish US refining margins.
eia crude storage surpriseGeographicalEIA weekly surprise drives same-day move in WTI + energy equities; bullish-draw → 1-5d energy outperformance.
baltic dry ais proxyGeographicalDry-bulk AIS voyage acceleration leads shippers and miners 20-60d.
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