Geographical#251tier 2live in productionNew
port inbound retail inventory build
cadence: Monthlydata: mediumshort only
paper
2024
Source
Extends: Wagner, S., Tay, R., Gilliam, M. (2024). "Port-throughput as a Leading Indicator of Retail Inventory Cycles." IJPE. Also Hummels-Klenow 2005 AER. Novel per-retailer passthrough.
Read the paper →
What it checks
Port LA inbound TEU surges → TGT/BBY/WMT inventory glut → SHORT for 1-2 months.
Mechanism
LA-inbound TEU 4m/12m ratio z-score > +1 (surge) → retailer inventory glut → margin compression → SHORT retailer 20-40d later.
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.
Signal rule
LA TEU 4m/12m z > +1 → short TGT/BBY/WMT; hold 20/40d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
port_throughputWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- -1% to -3%
- Paper window
- 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
port container la signal mvpGeographicalLA+LB inbound TEU 4w/52w ratio z leads importer / rail-logistics equity 1-4 weeks.
census ft900 tariff passthroughGeographicalWorld-imports MoM > +8% → importer COGS spike → 30-60d margin compression → SHORT exposed retailers (Amiti et al 2019 pass-through channel).
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