Gdelt Event Tone Country Exposure
In plain terms
GDELT scans millions of news stories. Sharply negative US-China headlines → short China-exposed chip stocks for 5 days.
How it works
GDELT bilateral negative-tone shocks on USA-CHN/TWN dyads precede tighter export-control pricing on country-exposed US equities.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Gdelt country tone
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- -50 to -150bp
- Reported Sharpe
- ~0.2-0.4
- Tested over
- T+0 to T+5d
-50 to -150bp 5d post-tone-shock.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
GPR spikes → long defense/oil/gold over 1-3 months.
Tariff news spikes TPU; China-exposed semis underperform 1-2 months.
OFAC adds new country/entity to sanctions list → US firms with disclosed business there underperform 1-3 weeks.
Explore Gdelt Event Tone Country Exposure on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.