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Index Deletion Reversal Long

Updated eventData needs: lowlong only
paper
2004
Source
Chen, H., Noronha, G., Singal, V. (2004). "The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation." Journal of Finance, 59(4), 1901-1929.
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In plain terms

When a stock is removed from a major index, the forced selling temporarily pushes the price too low. Wait 5 days for the press to finish, then go long for 2-6 months as the price partially recovers.

How it works

Stocks removed from major indices experience mechanical selling pressure from index funds plus signaling-driven selling from discretionary investors, depressing the price below fundamental value temporarily. The deletion drop partially reverts over 60-180 days post effective date, with average +3-6% LONG-side abnormal return.

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.

  • Index rebalance events

    A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return
+3-6% over 60-180d
Tested over
T+6 to T+180d

+3-6% on the 60-180d reversion long (CNS 2004).

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 Index Deletion Reversal Long 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