Network#443tier 1live in productionNew

`supplier customer named 10k graph`

cadence: Dailydata: highshort only

2008

Cohen, L., & Frazzini, A. (2008). Economic Links and Predictable Returns. JF 63:4.

What it checks

Extracts named customer/supplier references from the firm's own 10-K filing - when one of those named partners has bad news, the firm follows.

Mechanism

Named-entity substring match of company names in focal's 10-K Item 1 vs the universe stocks.name. When a NAMED PEER has a negative 8-K, SHORT focal as confirmed supplier/customer.

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

short focal post-named-peer-8K-negative through 5/10/21/63d.

Data dependencies

sec_10k_business_text
Worker data table, see services/worker schema.
sec_8k_events
Item-coded 8-K events (1.01 material agreements, 4.02 non-reliance, etc.).
stocks
Worker data table, see services/worker schema.
daily_prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

Paper alpha: ~3-7%/yr
Paper Sharpe: ~0.6
Paper window: T+1 to T+63d

Confirmed-edge graph tighter than TNIC text-similarity; Cohen-Frazzini original mechanism.

Example tickers where this is likely to fire

AAPL NVDA TSLA PFE META

Illustrative only, the signal fires based on the live data, not a fixed list.

Related families

competitor bad news relative longEntity-Graph / Event

In concentrated industries, severe bankruptcy / restatement events on one firm produce a *competitive* effect for surviving peers (share reallocation). Net +0.5% to +1.5% CAR over 5-20d.

tnic peer event contagionEntity-Graph / Event

When a TNIC text-similar peer files a negative 8-K (bankruptcy, restatement, delisting, auditor change, material impairment), the focal ticker drifts negatively over 5-21 days. Salience under-reaction to shared product-market risk.

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supplier customer named 10k graph