Real-World & Alternative DataExtended setexperimental liveNew

Google Svi Attention Spike

Updated dailyData needs: lowlong onlyshort only
JF
2011
Journal of Finance
Da-Engelberg-Gao 2011 JF.
Read the paper →

In plain terms

When Google searches for a stock spike, the stock pops then mean-reverts. Long the spike, short the reversal.

How it works

Google SVI captures retail attention bursts that push price beyond fundamentals on the day of spike with subsequent reversal over 1-4 weeks.

Live results

35 times picked on its own · 67 times inside a blend (57 beat the stock) · updated 2026-06-06
This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 67 such blended picks (57 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.
How its picks scored vs. buy & hold
Each pick is graded on a recent year it was never tuned on, against simply owning the same stock
Where its edge concentrates
Share of picks in each company-size group that beat buy & hold
How often it trades
Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often
Return vs. buy & hold
How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)
Loading substrate evidence…

Data dependencies

  • Daily prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • Google trends svi

    Google search-volume index for the ticker as keyword.

Expected edge

Reported return
+1.5% / -1.0%
Reported Sharpe
0.5-0.8
Tested over
2004-2008 (Da-Engelberg-Gao)

+1.5% over 2w then -1.0% over 1mo; Sharpe ~0.5-0.8.

Related families

Explore Google Svi Attention Spike on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more