Real-World & Alternative DataExtended setlive in productionNew
Snowfall Retail Short
Updated dailyData needs: mediumshort only
paper
2000
Source
Starr-McCluer, M. (2000). "The Effects of Weather on Retail Sales." Federal Reserve FEDS 2000-08. Also Murray et al 2010 JRCS.
Read the paper →
In plain terms
Heavy snowstorm in NYC/Boston/Chicago → short Macy's/Nordstrom/Gap/TJX for 1-2 weeks.
How it works
6+ snowfall in top retail metros suppresses foot traffic 1-2 weeks; apparel/dept-store retailers miss the following week's SSS prints.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Noaa ghcnd daily
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- -1% to -2%
- Tested over
- T+0 to T+10d
-1% to -2% over 10d.
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 Snowfall Retail Short on alphactor.ai
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