Economy & PolicyCore researchlive in productionNew
Usd Factor Betas
Updated dailyData needs: mediumlong onlylong short
In plain terms
Sorting stocks by USD sensitivity creates a tradeable spread under USD strength/weakness regimes.
How it works
Beta of stock returns on DXY (USD trade-weighted index); long high-USD-beta on USD strength regime.
Live results
7 times picked on its own · 43 times inside a blend (32 beat the stock) · updated 2026-06-06This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 43 such blended picks (32 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.
How its picks scored vs. buy & hold
Each pick is graded on a recent year it was never tuned on, against simply owning the same stock
Where its edge concentrates
Share of picks in each company-size group that beat buy & hold
How often it trades
Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often
Return vs. buy & hold
How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)
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Data dependencies
- Fred macro
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
- ~1-2% ann. (USD-beta decile spread)
Verdelhan 2018: ~1-2% ann. via USD-beta tilt.
Explore Usd Factor Betas on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.