Macro Event Sentiment Composite
In plain terms
When news tone, the yield curve, and prediction-market recession odds all flash stress at the same time, we flatten the position to cash. The rest of the time we run a simple long-trend signal.
How it works
Risk-on momentum strategies fail disproportionately when negative GDELT economic-event tone, an inverted yield curve, and elevated polymarket recession-probability fire simultaneously. The multi-source soft gate suppresses long exposure on those joint-stress days — same pattern as #211-#215 meta_regime_gate but with a wider trigger surface.
Live results
2 times picked on its own · 21 times inside a blend (9 beat the stock) · updated 2026-06-06Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Gdelt country tone
A data feed this strategy reads, refreshed on its normal schedule.
- Fred macro
A data feed this strategy reads, refreshed on its normal schedule.
- Polymarket prices daily
A data feed this strategy reads, refreshed on its normal schedule.
- Polymarket markets
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- untested — internal
- Tested over
- T+0 (gate, evaluated daily)
Untested — internal. Acts as a drawdown filter; expected to flatten left-tail without sacrificing CAGR meaningfully.
Related families
When VIX spikes more than 1σ above its 60d mean, this gate forces position to 0 — derived from a cluster of champions whose failures all land on those days.
When SPY is more than 10% off its trailing-year high, this gate forces position to 0 — derived from a cluster of champions whose failures all land in those windows.
Uses Fed-funds, term spread, and credit spread (FRED data) to flag risk-off vs risk-on regimes and scale exposure accordingly.
Prediction markets (Polymarket / Kalshi / Manifold) often price corporate events — FDA approvals, M&A close-by dates, CEO departures — faster than the stock does. When the prediction-market 'yes' price diverges from 0.5 by more than 5%, take a directional position in the linked equity.
Explore Macro Event Sentiment Composite on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.