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Patent Continuation Burst Long

Updated weeklyData needs: lowlong only
paper
2005
Source
Extends: Hall, B. H., Jaffe, A., Trajtenberg, M. (2005). "Market value and patent citations." *RAND Journal of Economics*, 36(1), 16-38. Lerner, J. (1994). "The importance of patent scope." *RAND Journal of Economics*. Novel continuation-burst-as-event specification.
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In plain terms

When a company files five or more patent continuations in 90 days from the same assignee, it's reinforcing protection around a successful product line. We buy the stock and hold for two to three months until the market prices in the innovation pipeline.

How it works

Continuation applications signal that the assignee is hardening protection around a successful core invention. A burst of >=5 continuations in 90 days from one assignee is a discrete signal of new-product-line commitment (legal infrastructure + attorney time + filing fees are not free).

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies

  • Daily prices

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

  • Uspto patent applications

    A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return
untested — internal
Tested over
T+0 to T+90d

Untested — internal. Hall-Jaffe-Trajtenberg 2005 documents 0.5-2% annualized excess return on patent-value top decile, of which the continuation-burst signal is a leading indicator.

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 Patent Continuation Burst Long 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