Oil Supply Disruption
In plain terms
Tanker attacks in Hormuz/Red Sea → oil + tanker stocks rally; airlines + broad market dip 1-5 days.
How it works
Chokepoint disruptions (Hormuz/Red Sea/pipelines) → cross-asset: long E&P + tankers, short airlines + SPY.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Oil chokepoint events
A data feed this strategy reads, refreshed on its normal schedule.
- Acled events
A data feed this strategy reads, refreshed on its normal schedule.
- Ofac sdn
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- +3% to +12%
- Reported Sharpe
- ~0.5
- Tested over
- 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
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Global conflict fatalities spike → US defense-prime stocks outperform 1-4 weeks.
OFAC adds new country/entity to sanctions list → US firms with disclosed business there underperform 1-3 weeks.
WTI tightening to Brent → US refiner margin tailwind.
Explore Oil Supply Disruption on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.