trademark filing velocity
What it checks
When a company files an unusual cluster of new trademarks, especially intent-to-use filings, it often signals a product launch and predicts 1-3 month outperformance.
Mechanism
Public companies file trademarks ahead of product launches and brand expansions; intent-to-use (1B) filings are especially predictive because they require the applicant to declare bona fide intent within 6-36 months. Rolling 30-day count of intent-to-use filings per ticker is z-scored over a 252-day window; spikes predict 1-3 month forward returns of 1-3% annualized.
Signal rule
USPTO intent-to-use (1B) filings, 30d rolling count z-scored over 252d, fires at z >= 1.0/1.5, holds 21/63/126d, targeted.
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
trademark_filingsWorker data table, see services/worker schema.
Expected edge
- Paper alpha
- 1-3%/yr (Carley-Lindsey 2014)
- Paper window
- 1985-2010 (Carley-Lindsey)
1-3% annualized on consumer-products and tech names.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
patent innovation premiumAlt-DataPatent values inferred from 3-day stock reaction to USPTO grant. Firms with high value of recently granted patents (relative to market cap) outperform by ~3-5%/yr β real options on growth the market under-prices until citations validate.
patent class driftAlt-DataCohen-Diether-Malloy 2013 RFS document that firms reallocating R&D / patent filings toward different technology classes earn 7-9% ann. abnormal returns over 1-2y. The market under-weights narrative pivots β patent-class shifts signal a real business reorientation that sell-side estimates don't reflect in real time. We proxy class-pivot via the rolling z-score of KPSS monthly innovation-value (highly correlated with the class-entropy delta in the paper's appendix).
Explore trademark filing velocity on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.