Event#438tier 2live in productionNew
faers peer class rotation
cadence: Dailydata: mediumlong only
paper
2024
Source
Industry mechanism: adverse-event spike in one drug rotates prescriptions to same-indication peers.
Read the paper โ
What it checks
When a peer drug has a safety event, patients rotate to focal's same-indication drug.
Mechanism
Peer-basket FAERS severity z over 252d (peers = same indication as focal). Spike triggers rotation to focal.
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
long focal when peer-basket FAERS severity 252d z >= +1.5; hold 21/42/63d.
Data dependencies
faers_adverse_eventsWorker data table, see services/worker schema.
faers_drug_severity_dailyWorker data table, see services/worker schema.
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
- Paper alpha
- ~3-7%/yr
- Paper Sharpe
- ~0.5
- Paper window
- T+1 to T+63d
Same-indication rotation ~3-7%/yr cross-section.
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 peer class rotation on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.