Weather#184tier 2live in productionNew
polar vortex ssw macro
cadence: Dailydata: highlong onlyshort only
paper
2023
Source
Smith, K., Polvani, L., Tremblay, L.B. (2016). "Predicting the Onset of Sudden Stratospheric Warmings." GRL, 43(20), 11007-11015. Also Roth Tran 2023 Management Science.
Read the paper →
What it checks
Sudden Stratospheric Warming → polar vortex breaks → cold blast in 10-30 days → long nat-gas, short airlines.
Mechanism
10hPa/60°N anomaly > +3σ for 5+ days (SSW) → polar-vortex breakdown → cold air outbreaks T+10-30. Long natgas, short airlines.
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.
Signal rule
first-day-of-SSW-event → long UNG/BOIL T+0; short AAL/UAL/DAL T+10; hold 10/20/30d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
noaa_strat_tempWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- +2% to +5% natgas
- Paper window
- T+0 to T+30d
+2% to +5% natgas; -1% to -3% airline over 20d.
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 polar vortex ssw macro on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.