Consumer / Discretionary#452tier 3experimental liveNew

opentable traffic consumer discretionary

cadence: Dailydata: lowlong only
JF
2011
Journal of Finance
Da-Engelberg-Gao 2011 JF (attention-as-alpha) applied to high-frequency consumer activity panel.
Citation only, paper link pending.

What it checks

When OpenTable seated-diner traffic spikes vs the 2019 baseline, restaurant and travel stocks tend to follow over 5-20 days.

Mechanism

OpenTable State-of-Industry US seated-diner YoY% spikes 1sigma above 252d mean predict 5-20d outperformance in restaurants, hotels, airlines, ride-share, leisure REITs. Free data since March 2020 (~6yr backfill).

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.
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Signal rule

OpenTable US seated-diner-vs-2019 % z>=1.0/1.5 over 252d, holds 5/10/20d, broadcast.

Data dependencies

  • daily_prices

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

  • opentable_panel

    Worker data table, see services/worker schema.

Expected edge

Paper alpha
0.5-2%/yr
Paper window
2020-03 onward

0.5-2%/yr concentrated in consumer-discretionary cross-section.

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 opentable traffic consumer discretionary 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