Economy & PolicyExtended setlive in productionNew
Acled Conflict Onset Defense
Updated dailyData needs: 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.
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In plain terms
Global conflict fatalities spike → US defense-prime stocks outperform 1-4 weeks.
How it works
Large rise in conflict fatalities (rolling 30d global) → 5-30d outperformance of US defense primes + downstream suppliers.
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.
- Acled events
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- +2% to +5%
- Reported Sharpe
- ~0.5
- Tested over
- 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.