Economy & PolicyExtended setInvalidNew

Ofac Sdn Sanctions Event

Updated dailyData needs: highshort only

2019

Draca, M., Garred, J., Stickland, L., Warrinnier, N. (2019). "On Target? Sanctions and the Economic Interests of Elite Policymakers in Iran." LSE/CEP DP. Also Besedeš-Goldbach-Nitsch 2017 EP.

Read the paper →

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.

Live results

0 times picked on its own · 9 times inside a blend (9 beat the stock) · updated 2026-07-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 9 such blended picks (9 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

Loading substrate evidence…

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

XOM CVX GE CAT BA MCD PEP PM

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

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Explore Ofac Sdn Sanctions Event on alphactor.ai

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