Economy & PolicyExtended setlive in productionNew

Terror Event Airline Drift

Updated dailyData needs: mediumshort onlylong only
paper
2004
Source
Drakos, K. (2004). "Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of 9/11." European Journal of Political Economy. Also Karolyi-Martell 2010 IRAFIE.
Read the paper →

In plain terms

Terror attack in US/EU → airline/cruise/hotel stocks drop 3-5% over 1-2 weeks.

How it works

Terror events in US/EU last 5d → 3-5% drawdown in airlines/cruises/hotels; mild recovery in P&C.

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.

  • Terror events

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

Expected edge

Reported return
-3% to -5%
Reported Sharpe
~0.3
Tested over
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

Explore Terror Event Airline Drift 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