Port Inbound Retail Inventory Build
In plain terms
Port LA inbound TEU surges → TGT/BBY/WMT inventory glut → SHORT for 1-2 months.
How it works
LA-inbound TEU 4m/12m ratio z-score > +1 (surge) → retailer inventory glut → margin compression → SHORT retailer 20-40d later.
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
- Reported return
- -1% to -3%
- Tested over
- T+0 to T+40d
-1% to -3% over 40d.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
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.
U.S. imports surge MoM → retailer margin pressure in 1-2 months → SHORT TGT/BBY/LULU/AAPL/WMT.
Explore Port Inbound Retail Inventory Build on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.