Geopolitical#357tier 2experimental liveNew
acled protest consumer short
cadence: Dailydata: 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).
Read the paper →
What it checks
When US protest activity spikes, brick-and-mortar consumer retailers see foot-traffic drop — short the basket for 1-3 months.
Mechanism
US protest event clusters predict near-term foot-traffic + revenue declines for consumer-discretionary retailers in affected regions.
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.
Signal rule
ACLED US protest 30d-roll count z >= 1.5 vs 5y baseline -> SHORT consumer-disc basket T+1; hold 30/60/90d.
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
acled_eventsWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- -1 to -3% over 60d
- Paper window
- 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
See which tickers this family is currently firing on, with live signals and rankings.