Real-World & Alternative DataExtended setlive in productionNew
Wasde Yield Surprise
Updated monthlyData needs: 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.
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In plain terms
USDA WASDE yield surprises → ADM/BG hurt by upside, DE/AGCO hurt by downside.
How it works
Yield surprise vs survey → 1-3d futures move + equity drift.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- USDA wasde yields
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 1-3% futures
- Tested over
- 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
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