Vehicle-Recall Drift
In plain terms
When a carmaker has an unusually large recall wave, we short the stock for the next few weeks.
How it works
NHTSA recall clusters create warranty-cost, brand, and regulatory overhang for auto manufacturers. A high z-score in affected units triggers a short signal.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- NHTSA vehicle recalls
NHTSA vehicle recall campaign data mapped to auto manufacturers.
Expected edge
- Reported return
- untested - internal
- Tested over
- T+1 to T+40d
Untested internal event family; target 50-150 bps over 10-40d.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Amazon review count for a brand accelerates → the parent stock outperforms 1-2 months.
Read each year's 10-K through a finance-specific positive/negative word filter. Companies whose tone got more positive year-over-year tend to outperform after the filing date; those whose tone got more negative tend to lag.
Explore Vehicle-Recall Drift on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.