Real-World & Alternative DataExtended setexperimental liveNew

Google Trends Finbert Composite

Updated dailyData needs: mediumlong onlyshort only

2011

Da, Z., Engelberg, J. & Gao, P. (2011). "In Search of Attention." Journal of Finance 66(5), 1461-1499 + Antweiler, W. & Frank, M. Z. (2004). "Is All That Talk Just Noise?" Journal of Finance 59(3), 1259-1294.

Read the paper →

In plain terms

When Google Trends search interest spikes AND earnings-call sentiment confirms the direction, you get a ~1-3% short-term move.

How it works

Search-volume surge × FinBERT sentiment sign — directional attention shock. Combines Da-Engelberg-Gao attention with Antweiler-Frank sentiment.

Live results

6 times picked on its own · 16 times inside a blend (16 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 16 such blended picks (16 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)

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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.
Transcript finbert scores
A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return: ±1-3% over 10d
Tested over: 5/10/20d

+1-3% short-term on directional retail attention shocks.

Related families

Wsb Attention AlphaReal-World & Alternative Data

When WallStreetBets suddenly piles into a name AND the chart is already trending up, that's a 2-5 day continuation. When they pile in and the chart isn't cooperating, ride the fade once the noise dies down a week later.

Wikipedia Attention SpikeReal-World & Alternative Data

Abnormal Wikipedia pageviews for a ticker predict a 2-week rally then a year-out reversal. Cleaner than Google Trends per Pyun 2024.

Explore Google Trends Finbert Composite on alphactor.ai

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

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