Combined StrategiesExtended setexperimental liveNew

Combo Amihud X Industry Lead Lag

Updated dailyData needs: mediumlong short

2026

interaction-miner discovery (2026-05-20): amihud_illiquidity x industry_lead_lag, lift_ratio=1.375

In plain terms

Combines two production families that almost never agree: a stock that's both thin-traded and lagging a sector that's beating the market is a textbook slow-diffusion setup.

How it works

When a stock enters an illiquid regime (high Amihud percentile = thin trading = stale prices) AND its sector is leading the broad market while the stock itself lags the sector, the combination is a textbook slow-information-diffusion setup. The miner's holdback IC for the z_sum combination is 37% higher than either component alone (pair_corr=0.018, holdback n=3230).

Live results

68 times picked on its own · 88 times inside a blend (78 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 88 such blended picks (78 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

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Data dependencies

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Spy prices
A data feed this strategy reads, refreshed on its normal schedule.
Sector ETF prices
A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return: lift=1.375x over either signal alone
Tested over: 10-day forward

Combined IC=0.227 on 10-day forward returns vs 0.31 / 0.24 for either alone - lift 1.375x. Pair-correlation 0.018 means truly orthogonal information.

Related families

Amihud IlliquidityPrice & Market Behavior

Measures how much the price moves per dollar traded. Stocks costly to exit must pay investors more — long the illiquid names for the premium.

Industry Lead LagReal-World & Alternative Data

If the sector ETF outperformed SPY recently but the stock hasn't caught up, info diffuses slowly — bet the laggard catches up.

Explore Combo Amihud X Industry Lead Lag on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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