Supplier Customer Named 10K Graph
In plain terms
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.
How it works
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.
Live results
0 times picked on its own · 234 times inside a blend (225 beat the stock) · updated 2026-06-06Data dependencies
- SEC 10k business text
A data feed this strategy reads, refreshed on its normal schedule.
- SEC 8k events
Item-coded 8-K events (1.01 material agreements, 4.02 non-reliance, etc.).
- Stocks
A data feed this strategy reads, refreshed on its normal schedule.
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
- Reported return
- ~3-7%/yr
- Reported Sharpe
- ~0.6
- Tested over
- 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
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
When a competitor blows up (bankruptcy, delisting, auditor disagreement), we go LONG the survivors because they pick up the market share.
When a stock similar to ours files an awful 8-K, ours often drifts down too over the next 1-3 weeks. We short alongside.
Explore Supplier Customer Named 10K Graph on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.