Monthly long term signals for subindustry level outperformances and underperformances based on consumer intentions.
It can be used as a sectorwise indicator as well as a long-only signal for portfolio construction with a rebalance frequency of 1 month.
Published mid month.
| Column | Type | Description |
|---|---|---|
| _seq | uint | Internal sequence number used to keep data rows in order |
| timestamp | string | Timestamp of the Data - America/New York Time. |
| muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. (underlying field is nc_publish_date_actual) |
| symbol | string | Trading Symbol or Ticker |
| signal_value | double | Label |