Event#345tier 2experimental liveNew

corp jet weekend burst event

cadence: Eventdata: mediumlong only
paper
2014
Source
Yermack, D. (2014). "Tailspotting: Identifying and profiting from CEO vacation trips." Review of Financial Studies, 27(3), 809-848.
Read the paper →

What it checks

When a corporate jet flies multiple times over a weekend or holiday, something urgent is happening — go long the short event window.

Mechanism

Routine corporate jet usage is Mon-Fri business hours. Weekend/US-holiday clusters (>=2 flights in 7d) are anomalous and signal urgency (board meetings, regulatory briefings, M&A negotiations, executive scenarios). Event-window long-vol on the resolution.

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

>=2 weekend/holiday flights in a rolling 7d window → LONG event window on T+1; hold 5/10d.

Data dependencies

  • daily_prices

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

  • corporate_jet_flights

    Corporate-jet flight history derived from OpenSky/ADSB sources and mapped to tickers.

Expected edge

Paper alpha
50-200 bps
Paper window
T+1 to T+10d

50-200 bps over 5-10d.

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 corp jet weekend burst event 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