Weather#363tier 2experimental liveNew

`extreme temp retail short`

cadence: Dailydata: lowshort only

2000

Roth, A. & Tribbet, J. (2011) + Starr-McCluer, M. (2000). "The Effects of Weather on Retail Sales." Federal Reserve Board working paper.

Read the paper →

What it checks

Extreme heat or cold during peak retail weeks (back-to-school, Black Friday) hurts specialty apparel — short for 2-6 weeks.

Mechanism

Extreme temperature anomalies during peak retail weeks hurt foot-traffic to specialty retailers dependent on weather-aligned product cycles.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.

Signal rule

MERRA-2 |temp anomaly| z >= 2.0 vs trailing 5y -> SHORT specialty retail T+1; hold 14/28/42d.

Data dependencies

daily_prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
merra2_temp_anomaly
Worker data table — see services/worker schema.

Expected edge

Paper alpha: -1 to -3% over 28d
Paper window: 14/28/42d

Starr-McCluer 2000; -1 to -3 percentage points on weather-anomaly weeks.

Example tickers where this is likely to fire

LULU BBWI GPS ANF

Illustrative only — the signal fires based on the live data, not a fixed list.

Related families

weather x eia x utilitiesEnergy composite

Cold-weather anomaly (HDD 1σ above same-week 5y mean) combined with tight natgas storage (storage_change 1σ below same-week 5y mean) is a joint demand+supply stress. Utilities (fuel-cost passthrough lag) underperform short-term; natgas E&Ps benefit on price. We combine both legs into a directional pair trade per ticker.

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extreme temp retail short