Pos Same Store Nowcast
In plain terms
When SafeGraph's 13-week smoothed foot-traffic YoY for a retailer breaks above +5% or below -5%, the next earnings report is likely to surprise in that direction. Go long winners, short laggards, hold through earnings.
How it works
SafeGraph weekly foot-traffic data lets us nowcast same-store sales direction for brick-and-mortar retailers ahead of the quarterly earnings print. HYY 2024 document that foot-traffic YoY > +5% predicts positive EPS surprise; < -5% predicts negative. This family adds a 13-week smoothing layer to the existing store_traffic_safegraph signal to reduce holiday-calendar noise.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Safegraph visits
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- +/-1-3% over 21-63d
- Tested over
- T+8d to T+63d
+1-3% LONG / -1-3% SHORT over 21-63d on above/below-trend retail names (HYY 2024).
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
SafeGraph foot-traffic accelerates → retailer's next earnings beats.
An internal (not academically-cited) bet that the post-pandemic split between enclosed-mall REITs and strip-center REITs in real-world store visits keeps going: when one group's year-over-year foot-traffic growth pulls clearly ahead of the other (by 10 or 15 percentage points on a 13-week smoothed basis), buy the winning group's REITs and short the lagging group's for the next one to three months.
Stocks earn an abnormal positive return in the 2 days before through 1 day after their scheduled earnings — uncertainty resolution premium.
Explore Pos Same Store Nowcast on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.