gpr threats acts
What it checks
GPR-Threats predicts 1-2 month moves; GPR-Acts predicts 1-2 week moves.
Mechanism
Threats (forward-looking, slow-decay) 30-60d; Acts (realized, fast-decay) 5-10d.
Signal rule
GPRT z>=1 → long 30-60d; GPRA z>=1 → long 5-10d. Same universe as gpr_geopolitical_risk.
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
- Threats 30-60d; Acts 5-10d
- Paper window
- T+0 to T+60d
Caldara-Iacoviello 2022.
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
gpr geopolitical riskGeopoliticalText-based newspaper-archive index of geopolitical risk; spikes precede defense/oil/gold outperformance.
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.
Explore gpr threats acts on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.