Port Container La Signal Mvp
In plain terms
Internal heuristic: when LA port inbound-container throughput slows vs its ~1yr trend, big importers tend to underperform; when it accelerates, rails/logistics tend to rally. Not validated against an academic paper.
How it works
Internal heuristic on monthly LA inbound-TEU throughput (port_throughput.teu_in, LA-only, monthly POLA HTML scrape). Computes ratio = 4mo MA / 12mo MA, then a 12mo rolling z-score of that ratio; publication-lagged ~12d with T+1 entry. Throughput-momentum read on the LA gateway as a real-economy proxy.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Port throughput
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Tested over
- T+0 to T+20d
50-150 bps over 5-20d.
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 Port Container La Signal Mvp on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.