Geographical#171tier 2live in productionNew
wasde yield surprise
cadence: Monthlydata: mediumlong onlyshort onlylong short
paper
2014
Source
Lehecka, G. V. (2014). "The value of USDA crop progress and condition information." Journal of Agricultural and Resource Economics, 39(1), 88-105. Also Adjemian 2012 AJAE.
Read the paper →
What it checks
USDA WASDE yield surprises → ADM/BG hurt by upside, DE/AGCO hurt by downside.
Mechanism
Yield surprise vs survey → 1-3d futures move + equity drift.
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.
Signal rule
corn/soy yield surprise > +1σ → short food processors / long equipment; hold 5/20d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
usda_wasde_yieldsWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- 1-3% futures
- Paper window
- T+0 to T+20d
Futures 1-3%, equities 5-20d.
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
Explore wasde yield surprise on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.