Price & Market BehaviorExtended setExperimentalNew
Payment Cycle Reversal
Updated dailyData needs: lowlong shortlong only
paper
2024
Source
Graziani, G. (2024). Time Series Reversal: A Payment Cycle Friction. Working paper (AFA submission).
Read the paper →
In plain terms
Tests whether a stock-specific move around month-end and the first sessions of a new month reverses after recurring payment flows subside.
How it works
Inspired by payment-cycle flow research. This proprietary per-ticker extension measures return across a causal turn-of-month window and tests whether that temporary pressure reverses after the window closes.
Live results
116 times picked on its own · 549 times inside a blend (521 beat the stock) · updated 2026-07-06This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 549 such blended picks (521 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.
How its picks scored vs. buy & hold
Each pick is graded on a recent year it was never tuned on, against simply owning the same stock
Where its edge concentrates
Share of picks in each company-size group that beat buy & hold
How often it trades
Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often
Return vs. buy & hold
How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
- Tested over
- Modern daily equity data
friction premium; decay risk 3/5.
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 Payment Cycle Reversal on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.