Cross-Asset / Regime#417tier 2experimental liveNew

treasury auction tail regime

cadence: Event-triggereddata: lowlong onlyshort onlylong short
JF
2013
Journal of Finance
Lou-Yan-Zhang 2013 J. Finance / Fleming-Liu 2016 FRBNY working paper.
Read the paper โ†’

What it checks

When demand at Treasury auctions weakens (low bid-to-cover, foreign buyers retreating), equities sell off over 1-3 weeks. We use the auction signal as a regime gate on each ticker.

Mechanism

Treasury auction bid-to-cover and indirect-bidder share are dealer-stress / foreign-demand proxies. When demand collapses (weak BTC, indirect drying up), equities follow into risk-off over 5-15 days. The opposite signals risk-on.

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

30d composite z of average BTC + indirect-bidder % across Note+Bond auctions; |z|>1 + own-name trend gates 5/10/21d positions.

Data dependencies

  • daily_prices

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

  • treasury_auction_results

    Worker data table, see services/worker schema.

Expected edge

Paper alpha
3-4 bps per cycle (Lou-Yan-Zhang)
Paper Sharpe
~0.4-0.6
Paper window
1999-2010 (Lou-Yan-Zhang)

Auction-cycle yield effect 3-4 bps per cycle (Lou-Yan-Zhang); equity Sharpe 0.4-0.6 on risk-on/off macro beta.

Related families

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