Economy & PolicyExtended setexperimental liveNew

Jolts Hiring Acceleration Long

Updated monthlyData needs: lowlong only
paper
2014
Source
In-house demand-momentum hypothesis (no supporting paper). Contrarian benchmark: Belo, F., Lin, X., Bazdresch, S. (2014). "Labor Hiring, Investment, and Stock Return Predictability in the Cross Section." Journal of Political Economy, 122(1), 129-177.
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In plain terms

Industry hiring acceleration (the 3-month change in YoY job openings growth) leads earnings surprises by about a quarter. When an industry's hiring growth jumps by 5+ percentage points over 3 months, go long the industry leaders for 1-3 months.

How it works

Distinct from #79 jolts_hiring_momentum, which trades the LEVEL of openings_yoy_pct in BLB 2014's documented (negative) direction. This family trades the ACCELERATION (3-month delta of openings_yoy_pct) in the OPPOSITE direction: an in-house hypothesis that accelerating industry hiring is a leading indicator of demand strength -> margin expansion -> +EPS surprise on the LONG side over a 1-2 quarter horizon. Under BLB's labor-adjustment-cost mechanism the expected sign is negative, so this family's validation rests entirely on the harness (random-shuffle significance + holdback), not on the literature.

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.

  • Jolts industry openings

    BLS Job-Openings & Labor-Turnover Survey at monthly cadence.

  • Stocks

    A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return
+2-4% over 21-63d
Tested over
T+45d to T+63d after publication

+2-4% over 21-63d on accelerating-industry leaders (in-house expectation, not a paper result).

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 Jolts Hiring Acceleration Long on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more