Weather#154tier 3live in productionNew
enso oni
cadence: Monthlydata: lowlong only
paper
2017
Source
Brunner, A. (2002). "El Niño and World Primary Commodity Prices." Review of Economics and Statistics, 84(1), 176-183. Also Cashin-Mohaddes-Raissi 2017 JIE.
Read the paper →
What it checks
Strong El Niño/La Niña shocks soft commodities → ag stocks rally 3-6 months.
Mechanism
|ONI| > 1.5 → soft-commodity shocks lift ag inputs/handlers 90-180d.
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
|ONI| >= 1.5 → long ag tickers (DE/AGCO/CF/MOS/CTVA/ADM/BG) + soft-commodity ETFs (DBA/CORN/WEAT); hold 30/90/180d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
noaa_oniWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- 100-300 bps/mo
- Paper window
- T+0 to T+180d
Brunner 2002 + Cashin et al 2017: 100-300 bps/month |ONI|>1.5.
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
Explore enso oni on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.