Corporate Lobbying X Polymarket
In plain terms
When a company is spending top-quartile money on lobbying AND a polymarket prediction market favours their preferred regulatory outcome, the stock tends to outperform for two to three months. We buy and hold.
How it works
A firm spending heavily on lobbying AND a polymarket regulatory market on the firm's outcome trading favorably (YES probability >= 0.6) is a joint signal of policy-edge thesis. Either leg alone is noisy (Hill-Kelly-Lockhart 2014); the interaction sharpens both directionally.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Lobbying disclosures
OpenSecrets Senate LDA quarterly lobbying-spend filings.
- Polymarket markets
A data feed this strategy reads, refreshed on its normal schedule.
- Polymarket prices daily
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- untested — internal
- Tested over
- T+0 to T+90d
Untested — internal composite of two weak-alone signals; targets +1-3% over 60-90d horizon on policy-edge firms.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Companies that sharply increased lobbying spend QoQ outperform 6-12 months later — management is signaling private belief in regulatory tailwinds.
Prediction markets (Polymarket / Kalshi / Manifold) often price corporate events — FDA approvals, M&A close-by dates, CEO departures — faster than the stock does. When the prediction-market 'yes' price diverges from 0.5 by more than 5%, take a directional position in the linked equity.
When several different members of Congress disclose buying the same stock within a 90-day window, follow the cluster. When they're selling, fade it. Single trades are noise — clusters of two-plus distinct members carry the signal.
Explore Corporate Lobbying X Polymarket on alphactor.ai
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