Real-World & Alternative DataExtended setlive in productionNew
Enso Oni
Updated monthlyData needs: 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 →
In plain terms
Strong El Niño/La Niña shocks soft commodities → ag stocks rally 3-6 months.
How it works
|ONI| > 1.5 → soft-commodity shocks lift ag inputs/handlers 90-180d.
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
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Noaa oni
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 100-300 bps/mo
- Tested over
- 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
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