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Faers Peer Class Rotation
Updated dailyData needs: mediumlong only
paper
2024
Source
Industry mechanism: adverse-event spike in one drug rotates prescriptions to same-indication peers.
Read the paper →
In plain terms
When a peer drug has a safety event, patients rotate to focal's same-indication drug.
How it works
Peer-basket FAERS severity z over 252d (peers = same indication as focal). Spike triggers rotation to focal.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- Faers adverse events
A data feed this strategy reads, refreshed on its normal schedule.
- Faers drug severity daily
A data feed this strategy reads, refreshed on its normal schedule.
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
- Reported return
- ~3-7%/yr
- Reported Sharpe
- ~0.5
- Tested over
- 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.