Sentiment#45tier 1live in production

`attention spike`

cadence: Weeklydata: lowshort onlylong onlylong short

Mechanism

Abnormal Google search-volume on a ticker (SVI z-score) predicts: • SHORT-RUN OVERPRICING: investor attention spike → retail piles in → ~2-4 week mean-reversion as price corrects. • Especially in retail-heavy names (small/mid-cap, meme

Signal rule

z-score of Google Trends SVI; long quiet, short spike (no earnings catalyst)

Data dependencies

google_trends_svi
Google search-volume index for the ticker as keyword.

Expected edge

2-week long for spike, 6-month short basket for unwinding (Da-Engelberg-Gao 2011)

Illustrative pattern only

NOT a backtest

Illustrative pattern only — see /app for live backtests and the actual current equity curve.

Example tickers where this is likely to fire

GME AMC MSTR

Illustrative only — the signal fires based on the live data, not a fixed list.

Related families

wikipedia attentionSentiment

Abnormal retail attention → 2-week price run-up, year-out reversal. Wikipedia pageviews is a cleaner orthogonal signal than Google Trends (Pyun 2024 shows it dominates Trends in OOS tests).

transcript finbert qa dispersionText-NLP

Huang, Wang & Yang (2023) *Contemporary Accounting Research*: "FinBERT: A Large Language Model for Extracting Information from Financial Text." FinBERT-tone outperforms Loughran-McDonald wordcount on every post-call drift measure they tested (3-day CAR R² roughly doubles). Follow- up by Chen et al. (2024 *JFE*) shows a ~5% annualised long-short on the Q&A-dispersion

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attention spike