Real-World & Alternative DataExtended setlive in productionNew
Hurricane Landfall Coastal Short
Updated dailyData needs: mediumshort onlylong only
paper
2019
Source
Lanfear, M., Lioui, A., Siebert, M.G. (2019). "Market Anomalies and Disaster Risk." Journal of Financial Markets, 46, 100477. Also Kruttli-Roth Tran-Watugala 2025 JF.
Read the paper →
In plain terms
Active hurricane → coastal stocks drop, reinsurers rally.
How it works
Pre-landfall window T-3 to T+5 shorts coastal-HQ REITs/refiners/ports; longs P&C reinsurers (RNR/RGA/AXS/ACGL).
Live results
5 times picked on its own · 15 times inside a blend (15 beat the stock) · updated 2026-06-06This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 15 such blended picks (15 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.
How its picks scored vs. buy & hold
Each pick is graded on a recent year it was never tuned on, against simply owning the same stock
Where its edge concentrates
Share of picks in each company-size group that beat buy & hold
How often it trades
Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often
Return vs. buy & hold
How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)
Loading substrate evidence…
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Firm hq locations
A data feed this strategy reads, refreshed on its normal schedule.
- Noaa hurdat2
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- -1% to -3% coastal; +1% to +2% reinsurer
- Tested over
- T+0 to T+5d
-1% to -3% coastal; +1% to +2% reinsurer over 5d.
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 Hurricane Landfall Coastal Short on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.