search volume lead indicator
What it checks
When retail investors suddenly start searching for a small-cap stock, it usually pops over the next 1-2 weeks from order-flow alone.
Mechanism
Retail-investor search-volume spikes on small/mid-cap tickers predict 2-week outperformance via retail order-flow buying pressure.
Signal rule
SVI 7d-roll z >= 2.0 vs 1y baseline on retail-cohort names (avg close < $50) -> LONG T+1; hold 5/10/15d.
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
google_trends_sviGoogle search-volume index for the ticker as keyword.
Expected edge
- Paper alpha
- +1.5% over 10d
- Paper window
- 5/10/15d
Da-Engelberg-Gao 2011; ~1.5% over 2 weeks on small-cap attention.
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
wsb attention alphaBehavioralApeWisdom aggregates daily mentions from r/WallStreetBets and adjacent retail subreddits. Two distinct sub-edges: (a) mention spike + uptrend → 2-5 day continuation (squeeze-setup tail, Cookson-Engelberg-Mullins 2023 RFS); (b) mention spike with no uptrend → 5-20 day mean-reversion (attention-tax tail, Da-Engelberg-Gao 2011 JF social-media extension). We use own-name 60d trend to route between the two regimes.
google trends finbert compositeSentimentSearch-volume surge × FinBERT sentiment sign — directional attention shock. Combines Da-Engelberg-Gao attention with Antweiler-Frank sentiment.
Explore search volume lead indicator on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.