Geopolitical#187tier 2live in productionNew

acled conflict onset defense

cadence: Dailydata: highlong only
paper
2011
Source
Berkman, H., Jacobsen, B., Lee, J.B. (2011). "Time-varying rare disaster risk and stock returns." Journal of Financial Economics, 101(2), 313-332. Also Guidolin-La Ferrara 2010 JPR.
Read the paper →

What it checks

Global conflict fatalities spike → US defense-prime stocks outperform 1-4 weeks.

Mechanism

Large rise in conflict fatalities (rolling 30d global) → 5-30d outperformance of US defense primes + downstream suppliers.

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

30d fatality z >= +1 → long defense basket; hold 5/30d

Data dependencies

  • daily_prices

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

  • acled_events

    Worker data table — see services/worker schema.

Expected edge

Paper alpha
+2% to +5%
Paper Sharpe
~0.5
Paper window
T+0 to T+30d

+2% to +5% over 30d.

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 acled conflict onset defense on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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