Election Political Cycle Rotation
In plain terms
Polymarket Dem-odds rise → defense + healthcare rally; GOP-odds rise → energy + financials rally.
How it works
Dem-victory prob delta predicts cross-sectional sector rotation (gov-spend-exposed names long under Dems, energy/financials/private-prisons long under GOP).
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Election odds
A data feed this strategy reads, refreshed on its normal schedule.
- Congress trades
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- +2% to +6%
- Reported Sharpe
- ~0.4
- Tested over
- T+0 to T+180d
+2% to +6% over 90-180d.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
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.
Rising NATO/global defense spend → long US primes.
Explore Election Political Cycle Rotation on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.