Real-World & Alternative DataExtended setInvalidNew
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.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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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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