Economy & PolicyExtended setExperimentalNew
Acled Protest Consumer Short
Updated dailyData needs: lowshort only
paper
2019
Source
Yang, S. & Yu, X. (2019). "Civil unrest, retail traffic, and consumer behavior." Journal of Business & Economic Statistics (working paper extension).
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In plain terms
When US protest activity spikes, brick-and-mortar consumer retailers see foot-traffic drop — short the basket for 1-3 months.
How it works
US protest event clusters predict near-term foot-traffic + revenue declines for consumer-discretionary retailers in affected regions.
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
- -1 to -3% over 60d
- Tested over
- 30/60/90d
-1 to -3% over 60d on civil-unrest clusters.
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 Protest Consumer Short on alphactor.ai
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