acled red sea freight premium
What it checks
When conflict heats up around the Red Sea / Suez (Yemen / Saudi / Egypt), freight rates spike and dry-bulk + tanker stocks rally.
Mechanism
Conflict events in Yemen, Saudi Arabia, and Egypt — particularly along the Red Sea / Suez Canal / Bab-el-Mandeb shipping corridor — push spot freight rates higher. Insurance premiums spike, vessels reroute around Cape of Good Hope (~10-14 days transit), and the dry-bulk + tanker basket re-rates positively on spread expansion.
Signal rule
14d count of state_based + non_state ACLED events in Yemen / Saudi / Egypt, z over 360d. z>=+1.5 → LONG dry-bulk + tanker basket. Hold 10/20d.
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 +2% over 20d
- Paper window
- T+0 to T+20d
Target +75 to +200 bps over 20d on qualifying fires (~4-10 per year).
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
baltic dry ais proxyGeographicalDry-bulk AIS voyage acceleration leads shippers and miners 20-60d.
clarkson shipping indexCommoditiesClarkSea + tanker-spot momentum leads tanker/gas-carrier equity 30-60d.
acled oil supply shock longGeopoliticalConflict events in oil-producing countries (Saudi, Iraq, Iran, Libya, Algeria, UAE, Kuwait, Yemen, Nigeria) raise the implied option value of held barrels (Hamilton 2003 / Kilian 2009 supply-shock channel). A z>=2σ spike in 7-day ACLED event count across MENA-oil + Nigeria drives a measurable LONG drift in US-listed integrated oil + refiner equities.
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