Real-World & Alternative DataExtended setexperimental liveNew
Hurricane Track Uncertainty Insurance Short
Updated dailyData needs: 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.
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In plain terms
When NOAA publishes a hurricane outlook with wide track uncertainty, P&C insurers underperform until the cone resolves.
How it works
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 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.
- Noaa hurricane outlook
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- -1 to -4% over 28d
- Tested over
- 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.