Terror Event Airline Drift Pit
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
derived US/EU terror day (versioned GDELT CAMEO-18 lane, coverage floor 10 mentions — news volume, never fatalities) within the last 5 sessions -> SHORT effective-dated travel_leisure members (borrow-enforced) and LONG pc_insurer members, holds 1/3/10
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
Global conflict fatalities spike → US defense-prime stocks outperform 1-4 weeks.
GPR spikes → long defense/oil/gold over 1-3 months.
Tanker attacks in Hormuz/Red Sea → oil + tanker stocks rally; airlines + broad market dip 1-5 days.
Explore Terror Event Airline Drift Pit on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.