Weather#362tier 2experimental liveNew
hurricane track uncertainty insurance short
cadence: Dailydata: lowshort only
paper
2004
Source
Bin, O. & Polasky, S. (2004). "Effects of Flood Hazards on Property Values: Evidence Before and After Hurricane Floyd." The Journal of Risk and Insurance 71(4), 627-647.
Read the paper →
What it checks
When NOAA publishes a hurricane outlook with wide track uncertainty, P&C insurers underperform until the cone resolves.
Mechanism
NOAA hurricane outlook publications carry option-like contingent-liability shocks for P&C insurers — widening uncertainty hurts insurer expected liability before landfall actually happens.
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.
Signal rule
NOAA hurricane outlook published in last 14d -> SHORT P&C insurer T+1; hold 14/28/56d (typical track-resolution window).
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
noaa_hurricane_outlookWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- -1 to -4% over 28d
- Paper window
- 14/28/56d
Bin-Polasky 2004; -1 to -4% over 28d during open outlook windows.
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 track uncertainty insurance short on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.