gpr geopolitical risk
What it checks
GPR spikes → long defense/oil/gold over 1-3 months.
Mechanism
Text-based newspaper-archive index of geopolitical risk; spikes precede defense/oil/gold outperformance.
Signal rule
GPR 30d z >= +1.0 → long defense/oil/gold; hold 30/60/90d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
gpr_indexWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- 1-2% defense, 3-5% oil
- Paper window
- T+0 to T+90d
Caldara-Iacoviello 2022 AER Table 5/6.
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
macro regimeMacroBeyond regime_overlay (#10) which uses VIX + SPY trend, this family keys off the macro regime detected from FRED data: term-spread inversion (10Y−2Y < 0), credit-spread widening or compression (BAA−10Y z), and Fed funds cycle direction. Single-name version: gate the simple long-trend signal (SMA50 > SMA200) on the FRED macro regime — full long only in risk-on, half-size in neutral, flat in risk-off, short in inversion.
credit spread shockMacroGilchrist-Zakrajsek 2012 AER show the excess-bond-premium component of credit spreads predicts equity returns at 1-3mo horizons with R² up to 12%. We use raw BAA-10Y (Moody's BAA corp minus 10Y Treasury) from FRED as the cheap proxy. Widening shock = risk-off pressure (short high-beta names with downtrend); sharp compression = risk-on regime (long beta names with uptrend).
Explore gpr geopolitical risk on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.