Gpr Geopolitical Risk
In plain terms
GPR spikes → long defense/oil/gold over 1-3 months.
How it works
Text-based newspaper-archive index of geopolitical risk; spikes precede defense/oil/gold outperformance.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Gpr index
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 1-2% defense, 3-5% oil
- Tested over
- 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
Uses Fed-funds, term spread, and credit spread (FRED data) to flag risk-off vs risk-on regimes and scale exposure accordingly.
Watch the corporate-bond credit spread — when it compresses sharply, high-beta names rip; when it widens sharply, they get hammered. We trade the regime change.
Explore Gpr Geopolitical Risk on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.