terror event airline drift
What it checks
Terror attack in US/EU → airline/cruise/hotel stocks drop 3-5% over 1-2 weeks.
Mechanism
Terror events in US/EU last 5d → 3-5% drawdown in airlines/cruises/hotels; mild recovery in P&C.
Signal rule
terror event in US/EU last 5d → short DAL/UAL/AAL/LUV/CCL/RCL/NCLH/MAR/HLT/BKNG; long AIG/TRV; hold 1/3/10d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
terror_eventsWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- -3% to -5%
- Paper Sharpe
- ~0.3
- Paper window
- T+0 to T+10d
-3% to -5% on airlines over 10d.
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
acled conflict onset defenseGeopoliticalLarge rise in conflict fatalities (rolling 30d global) → 5-30d outperformance of US defense primes + downstream suppliers.
gpr geopolitical riskGeopoliticalText-based newspaper-archive index of geopolitical risk; spikes precede defense/oil/gold outperformance.
oil supply disruptionGeopoliticalChokepoint disruptions (Hormuz/Red Sea/pipelines) → cross-asset: long E&P + tankers, short airlines + SPY.
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