Real-World & Alternative DataExtended setlive in productionNew
Dr Copper Industrial Leader
Updated weeklyData needs: lowlong onlyshort onlylong short
paper
2014
Source
Mu, X., Ye, H. (2014). "Industrial metals as leading indicators of equity sector returns." Journal of Commodity Markets.
Read the paper →
In plain terms
Copper leads industrial stocks by 4-8 weeks.
How it works
Copper prices lead the industrial-sector equity bucket by 4-8 weeks.
Live results
0 times picked on its own · 2 times inside a blend (2 beat the stock) · updated 2026-06-06This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 2 such blended picks (2 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
- Fred macro
A data feed this strategy reads, refreshed on its normal schedule.
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
- Reported return
- ~3-5% over 30-60d
- Tested over
- T+0 to T+60d
Mu-Ye 2014: ~3-5% 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.
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