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Noaa Landfall Insurance Short

Updated dailyData needs: 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 →

In plain terms

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

How it works

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

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.

  • Noaa hurdat2

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

Expected edge

Reported return
-2% to -4%
Tested over
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

Explore Noaa Landfall Insurance 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