Crop Condition X Weather Composite
In plain terms
When crop conditions deteriorate AND the climate signal is unusually strong, we buy ag-input/processor names - the joint signal is sharper than either alone.
How it works
Negative crop-condition shocks combined with strong climate-temperature anomalies (proxied by NOAA ONI/ENSO) compound into a stronger supply-shock signal than either alone. The product term captures the Roberts-Schlenker joint causal channel.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- USDA crop progress
USDA NASS weekly crop progress and condition reports.
- Noaa oni
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 100-250 bps over 20-60d (modeled)
- Tested over
- T+1 to T+60d
Roberts-Schlenker joint-pathway target 100-250 bps over 20-60d.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
When USDA crop conditions deteriorate, we buy agribusiness and ag-equipment names that can benefit from supply tightness.
When top-producer states disagree about crop conditions, supply uncertainty rises and ag-equipment makers tend to underperform.
Strong El Niño/La Niña shocks soft commodities → ag stocks rally 3-6 months.
Explore Crop Condition X Weather Composite on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.