Geopolitical Supply Chain Risk Pit
In plain terms
Inactive geopolitical-event research using release- or capture-timed events and effective-dated baskets. Legacy bulk history is not promotion-grade evidence.
How it works
four-leg composite z (inverted global GDELT tone, global ACLED fatalities, inverted LA+LB port TEU change from the shipping release substrate, inverted BDI-proxy 60d change from effective-dated bdi_proxy members); ALL FOUR legs must be admissible on a session or the composite is undefined there — legs are NEVER silently dropped (the legacy module averaged whatever legs existed, silently changing the composite's meaning); composite >= 1.0/1.5 -> SHORT effective-dated cyclical_high_beta members (borrow-enforced), holds 10/20
Data dependencies
- Conflict event source revisions
A data feed this strategy reads, refreshed on its normal schedule.
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Gdelt country day observations
A data feed this strategy reads, refreshed on its normal schedule.
- Geo exposure basket observations
A data feed this strategy reads, refreshed on its normal schedule.
- Shipping coverage manifests
A data feed this strategy reads, refreshed on its normal schedule.
- Shipping release observations
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
No inherited return claim; evaluate absolute and identical-episode relative effects post-cost only after exact source coverage exists.
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 Pit on alphactor.ai
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