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Geopolitical#190tier 2live in productionNew

oil supply disruption

cadence: Dailydata: highlong onlyshort only
paper
2009
Source
Kilian, L. (2009). "Not All Oil Price Shocks Are Alike." American Economic Review, 99(3), 1053-1069. Also Kilian-Park 2009 IER.
Read the paper →

What it checks

Tanker attacks in Hormuz/Red Sea → oil + tanker stocks rally; airlines + broad market dip 1-5 days.

Mechanism

Chokepoint disruptions (Hormuz/Red Sea/pipelines) → cross-asset: long E&P + tankers, short airlines + SPY.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.

Signal rule

chokepoint event severity>=1 last 5d → long XOM/CVX/COP/EOG/FANG/DVN + FRO/TNK/INSW/STNG/DHT; short AAL/UAL/DAL + SPY; hold 1/5/30d

Data dependencies

  • daily_prices

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

  • oil_chokepoint_events

    Worker data table — see services/worker schema.

  • acled_events

    Worker data table — see services/worker schema.

  • ofac_sdn

    Worker data table — see services/worker schema.

Expected edge

Paper alpha
+3% to +12%
Paper Sharpe
~0.5
Paper window
T+0 to T+30d

+3% to +12% on E&P/tankers; -2% to -4% on airlines.

Example tickers where this is likely to fire

XOMCVXFROTNKSTNGAALUAL

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

Related families

acled conflict onset defenseGeopolitical

Large rise in conflict fatalities (rolling 30d global) → 5-30d outperformance of US defense primes + downstream suppliers.

ofac sdn sanctions eventGeopolitical

New OFAC SDN action against country C imposes step-change cost on US firms with disclosed segment exposure to C.

crude brent spreadCommodities

WTI-Brent tightening = bullish US refining margins.

Explore oil supply disruption on alphactor.ai

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For informational and educational purposes only. Not financial advice. Learn more