Weather#248tier 2live in productionNew

noaa landfall insurance short

cadence: Dailydata: mediumshort only
paper
1994
Source
Extends: Born, P., Viscusi, W.K. (1994). "Insurance market responses to the 1989 California earthquake." Journal of Risk and Insurance. Also Klein, R.W. (1998) J. Insurance Regulation. Novel track-cone-trigger application.
Read the paper →

What it checks

Hurricane approaches FL/TX/LA coast → property insurer stocks (ALL/TRV/AIG/PGR) drop for 1-3 weeks.

Mechanism

HURDAT2 hurricane-strength fix inside FL/TX/LA coastal cone (lat/lon bounding box) within trailing 5d → SHORT property insurer basket.

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

wind_kt>=64 + in FL/TX/LA cone, last 5d → short ALL/TRV/AIG/PGR; hold 5/10/15d

Data dependencies

  • daily_prices

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

  • noaa_hurdat2

    Worker data table — see services/worker schema.

Expected edge

Paper alpha
-2% to -4%
Paper window
T+0 to T+15d

-2% to -4% over 10-15d.

Example tickers where this is likely to fire

Illustrative only — the signal fires based on the live data, not a fixed list.

Related families

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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