Real-World & Alternative DataExtended setexperimental liveNew
Extreme Temp Retail Short
Updated dailyData needs: lowshort only
paper
2000
Source
Roth, A. & Tribbet, J. (2011) + Starr-McCluer, M. (2000). "The Effects of Weather on Retail Sales." Federal Reserve Board working paper.
Read the paper →
In plain terms
Extreme heat or cold during peak retail weeks (back-to-school, Black Friday) hurts specialty apparel — short for 2-6 weeks.
How it works
Extreme temperature anomalies during peak retail weeks hurt foot-traffic to specialty retailers dependent on weather-aligned product cycles.
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.
Loading substrate evidence…
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Merra2 temp anomaly
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- -1 to -3% over 28d
- Tested over
- 14/28/42d
Starr-McCluer 2000; -1 to -3 percentage points on weather-anomaly weeks.
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 Extreme Temp Retail Short on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.