Gpr Geopolitical Risk Pit
In plain terms
Inactive geopolitical-event research using release- or capture-timed events and effective-dated baskets. Legacy bulk history is not promotion-grade evidence.
How it works
GPR release-point z over the release's own trailing 30 daily values; z >= 1.0/1.5/2.0 -> LONG effective-dated defense/oil/gold members, holds 30/60/90; a date's value is usable only from the observation of a release containing it
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Geo exposure basket observations
A data feed this strategy reads, refreshed on its normal schedule.
- Macro index value observations admissible
A data feed this strategy reads, refreshed on its normal schedule.
- Pc265 macro source contract
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
No inherited return claim; evaluate absolute and identical-episode relative effects post-cost only after exact source coverage exists.
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 Pit on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.