Weather#182tier 2live in productionNew

snowfall retail short

cadence: Dailydata: 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 →

What it checks

Heavy snowstorm in NYC/Boston/Chicago → short Macy's/Nordstrom/Gap/TJX for 1-2 weeks.

Mechanism

6+ snowfall in top retail metros suppresses foot traffic 1-2 weeks; apparel/dept-store retailers miss the following week's SSS prints.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.

Signal rule

retail-metro GHCNd SNOW>=152mm/day OR rolling-3d>=254mm → short next session; hold 5/10d

Data dependencies

  • daily_prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • noaa_ghcnd_daily

    Worker data table — see services/worker schema.

Expected edge

Paper alpha
-1% to -2%
Paper window
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

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more