Gpr Oil Long 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 252 daily values; z >= 1.5/2.0 -> LONG effective-dated oil_major members, holds 20/60
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
When geopolitical risk spikes (Caldara-Iacoviello GPR index, daily), defense stocks (Lockheed, Raytheon, Northrop, etc.) outperform on expected procurement budget increases. Go long the defense basket for 1-3 months.
When conflict events spike in oil-producing countries (Saudi/Iraq/Iran/Libya/Nigeria), the supply-shock premium lifts US-listed oil majors over the next 5-20 days.
Tanker attacks in Hormuz/Red Sea → oil + tanker stocks rally; airlines + broad market dip 1-5 days.
Explore Gpr Oil Long Pit on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.