Event-Driven#415tier 2experimental liveNew

nhtsa recall drift short

cadence: Event-triggereddata: lowshort only
paper
1985
Source
Jarrell-Peltzman 1985 JPE / Liu-Liu-Luo 2016 J. Marketing.
Read the paper โ†’

What it checks

When NHTSA announces a vehicle recall, we short the manufacturer for the next 1-3 months, weighting by recall size.

Mechanism

Product-recall events deliver announcement-day CARs of -1.4% to -3.4% with cumulative drift to -6% over 20 trading days. Severity-weighted recalls extend the negative drift to -4% CAR over 30 days. NHTSA ticker_link is pre-mapped during ingest.

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

NHTSA recall event for ticker -> SHORT T+1 weighted by log(1 + potential_units), hold 21/60/90d.

Data dependencies

  • daily_prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • nhtsa_vehicle_recalls

    NHTSA vehicle recall campaign data mapped to auto manufacturers.

Expected edge

Paper alpha
-4% CAR over 30d, severity-weighted
Paper window
1967-1981 (Jarrell-Peltzman), 2004-2014 (Liu-Liu-Luo)

-4% CAR over 30d (Liu-Liu-Luo 2016, severity-weighted).

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 nhtsa recall drift short 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