Meta#367tier 1experimental liveNew

`multi source long composite`

cadence: Dailydata: highlong only

2008

Composite of: Hwang-Stevens (2016) + Brav-Jiang-Partnoy-Thomas (2008) JF + Cohen-Malloy-Pomorski (2012) JF + Jayaraman-Frye (2020) + Mostaghim-Gagne-Kesselheim (2017) BMJ.

Read the paper →

What it checks

When two or more independent bullish signals fire on the same stock within two months, the joint conviction is much stronger than any single signal.

Mechanism

≥2 independent long-side signals (Phase-3 readout, activist 13D, Form 4 cluster buying, corp-jet target leak, fast-track FDA) within 60d amplify joint long conviction.

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

Count of distinct sources flashing within trailing 60d >= 2 -> LONG T+1; hold 30/60/90d.

Data dependencies

daily_prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
clinical_trials_phaseiii
Worker data table — see services/worker schema.
sec_13d_filings
Worker data table — see services/worker schema.
insider_form4
Worker data table — see services/worker schema.
corporate_jet_flights_history
Corporate-jet flight history derived from OpenSky/ADSB sources and mapped to tickers.
fda_adcomm
Worker data table — see services/worker schema.

Expected edge

Paper alpha: +3 to +8% over 60d
Paper window: 30/60/90d

+3 to +8% over 60d on multi-source long signal.

Related families

form4 cluster anomalyInsider

Anomaly-tail Form 4 insider PURCHASE clusters (>=4 distinct insiders within 30 days, or >=3 insiders with aggregate dollar value >= $2M) strip routine-liquidity noise that dominates single-insider buys. Long the issuer 60-180d post-cluster.

corp jet acquisition target signalEvent

Acquirers visit target boards by corporate jet 30d before announcement (and during due diligence). Single-jet acquirer→target HQ-region visits are a different geometric signal from #255 corp_jet_cluster_ma_leak (multi-jet co-presence).

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multi source long composite