google svi attention spike
What it checks
When Google searches for a stock spike, the stock pops then mean-reverts. Long the spike, short the reversal.
Mechanism
Google SVI captures retail attention bursts that push price beyond fundamentals on the day of spike with subsequent reversal over 1-4 weeks.
Signal rule
SVI 126d z>1.5/2.0; LONG attention spike 5/10/21d + SHORT post-spike reversal.
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
google_trends_sviGoogle search-volume index for the ticker as keyword.
Expected edge
- Paper alpha
- +1.5% / -1.0%
- Paper Sharpe
- 0.5-0.8
- Paper window
- 2004-2008 (Da-Engelberg-Gao)
+1.5% over 2w then -1.0% over 1mo; Sharpe ~0.5-0.8.
Related families
wsb attention alphaSentimentApeWisdom aggregates daily mentions from r/WallStreetBets and adjacent retail subreddits. Two distinct sub-edges: (a) mention spike + uptrend โ 2-5 day continuation (squeeze-setup tail, Cookson-Engelberg-Mullins 2023 RFS); (b) mention spike with no uptrend โ 5-20 day mean-reversion (attention-tax tail, Da-Engelberg-Gao 2011 JF social-media extension). We use own-name 60d trend to route between the two regimes.
google trends finbert compositeSentimentSearch-volume surge ร FinBERT sentiment sign โ directional attention shock. Combines Da-Engelberg-Gao attention with Antweiler-Frank sentiment.
stocktwits message velocityBehavioral / AttentionMessage-board volume spikes (not sentiment) predict negative next-day returns. Retail attention gets faded by informed liquidity providers.
Explore google svi attention spike on alphactor.ai
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