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Gpr Sector Defense Long Pit

Updated dailyData needs: lowlong only
paper
2022
Source
Caldara and Iacoviello (2022) do not report the legacy defense-basket abnormal-return policy or its claimed magnitude; this sector transfer is internal.
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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 defense_prime members, holds 20/60; the legacy '+2-3% abnormal return' transfer claim is removed

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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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

Explore Gpr Sector Defense Long Pit on alphactor.ai

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

For informational and educational purposes only. Not financial advice. Learn more