Geopolitical Supply Chain Risk
In plain terms
When global news tone, conflict fatalities, port throughput drops, and shipping prices all flash supply-chain stress at the same time, we short the cyclical industrials that depend on global trade for two to three weeks.
How it works
Geopolitical + supply-chain stress raises CAPEX timing risk and inventory cost for cyclical industrials tied to global trade tonnage. When the composite of GDELT tone, ACLED fatalities, port-throughput shock, and Baltic Dry proxy crosses +1.5σ, the cyclical-industrials basket underperforms over 10-20 days.
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.
- Acled events
A data feed this strategy reads, refreshed on its normal schedule.
- Port throughput
A data feed this strategy reads, refreshed on its normal schedule.
- Baltic dry proxy
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- untested — internal
- Tested over
- T+0 to T+20d
Untested — internal multi-source composite. Caldara-Iacoviello 2022 GPR index alone explains 1-2% MoM variance in cyclical-industrials returns; combining with supply-chain legs sharpens.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Global conflict fatalities spike → US defense-prime stocks outperform 1-4 weeks.
When the tone of news about a country tanks (z below -1.5), short the US-listed multinationals with revenue exposure to that country.
NOAA AIS shows dry-bulk shipping accelerate → shippers + miners rally 1-2 months.
Explore Geopolitical Supply Chain Risk on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.