Economy & PolicyExtended setResearchNew

Terror Defense Premium Pit

Updated dailyData needs: mediumlong only
paper
2004
Source
Eldor and Melnick (2004) analyze Israeli stock and FX reactions to terrorism; they do not define a GDELT coverage-quantile defense long.
Read the paper →

In plain terms

Inactive geopolitical-event research using release- or capture-timed events and effective-dated baskets. Legacy bulk history is not promotion-grade evidence.

How it works

abnormal-coverage terror day (trailing top-5% of strictly prior event-day GDELT coverage over 365d, min 60 prior days, absolute floor 10 — news volume, never fatalities) within the last 5 sessions -> LONG effective-dated defense_prime members, holds 5/10/20

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.
Loading substrate evidence…

Data dependencies

  • Daily prices

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

  • Gdelt event observations

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

  • Geo exposure basket observations

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

Expected edge

No inherited return claim; evaluate absolute and identical-episode relative effects post-cost only after exact source coverage exists.

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 Terror Defense Premium Pit 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