Political / Speech#450tier 3experimental liveNew

congressional speech tone

cadence: Dailydata: mediumlong only
JF
2013
Journal of Finance
Cohen-Diether-Malloy 2013 (Twitter-style attention) adapted to GPO Congressional Record.
Citation only, paper link pending.

What it checks

When Congress speaks unusually much in one day, we test whether the burst itself moves any sector the next 5-20 days.

Mechanism

Daily count of substantive speech turns (>=50 words) on the House+Senate floor, broadcast as a daily z-score over 252d. On legislative-activity-spike days, the market sometimes reacts at the sector level (defense, energy, healthcare). Substrate gates surface where attribution lives.

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.
Loading substrate evidence…

Signal rule

GPO CREC speech-count z>=1.0/1.5 over 252d, holds 5/10/20d, broadcast.

Data dependencies

  • daily_prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • political_posts

    Worker data table, see services/worker schema.

Expected edge

Paper window
decades (GPO CREC)

Weak broadcast signal β€” substrate gates likely filter to 5-20 reactive sectors.

Related families

Explore congressional speech tone on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more