Pension Funding Status Drift
In plain terms
Underfunded pension plans drag earnings — underperform for ~1 year.
How it works
Underfunded pensions (<80%) → 12m underperformance via earnings drag from contributions.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Pension funding
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- ~5%
- Tested over
- T+0 to T+365d
~5% over 12m.
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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A bankruptcy logit score that's orthogonal to Altman's Z. We use both — they catch different distress flavors.
Watch the corporate-bond credit spread — when it compresses sharply, high-beta names rip; when it widens sharply, they get hammered. We trade the regime change.
Explore Pension Funding Status Drift on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.