Adverse events#332tier 2experimental liveNew

faers class rotation

cadence: Dailydata: highshort only
paper
2008
Source
Cohen, L. & Frazzini, A. (2008). "Economic Links and Predictable Returns." Journal of Finance, 63(4), 1977-2011. (Cross-firm contagion mechanism applied to FAERS therapeutic-class severity spillover.)
Read the paper →

What it checks

When a whole drug class has a safety-event spike, we short the worst-hit company and assume the market rotates to alternatives.

Mechanism

Class-wide FAERS severity surge causes prescribers to pull back across all class members; the worst-hit ticker bears the brunt of the negative drift while alternatives rotate up.

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

Class-total 7d severity z >= +2 (peers sharing dominant FAERS indication) AND ticker share >= 25% -> SHORT worst-hit ticker T+1; hold 10/20/40 trading days.

Data dependencies

  • daily_prices

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

  • faers_drug_severity_daily

    Worker data table — see services/worker schema.

  • faers_adverse_events

    Worker data table — see services/worker schema.

Expected edge

Paper alpha
untested - internal
Paper window
T+1 to T+40d

Cohen-Frazzini 2008 analog: cross-class spillover with concentrated incidence.

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 faers class rotation 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