Ofac Sdn Sanctions Event
In plain terms
OFAC adds new country/entity to sanctions list → US firms with disclosed business there underperform 1-3 weeks.
How it works
New OFAC SDN action against country C imposes step-change cost on US firms with disclosed segment exposure to C.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Ofac sdn
A data feed this strategy reads, refreshed on its normal schedule.
- Ofac corporate exposure
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- -3% to -8%
- Reported Sharpe
- ~0.4
- Tested over
- T+0 to T+20d
-3% to -8% CAR over 20d.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
GDELT scans millions of news stories. Sharply negative US-China headlines → short China-exposed chip stocks for 5 days.
Tanker attacks in Hormuz/Red Sea → oil + tanker stocks rally; airlines + broad market dip 1-5 days.
Explore Ofac Sdn Sanctions Event on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.