Geopolitical#358tier 2experimental liveNew

`terror real estate msa short`

cadence: Dailydata: lowshort only

2003

Abadie, A. & Gardeazabal, J. (2003). "The Economic Costs of Conflict: A Case Study of the Basque Country." American Economic Review + Saiz, A. & Wachter, S. (2011). "Immigration and the Neighborhood." AEJ Macro.

Read the paper →

What it checks

Major terror events in US cities depress office and hospitality REITs for weeks afterward — short the basket on event clusters.

Mechanism

Major terror events in US MSAs predict near-term underperformance for REITs concentrated in affected regions; effect amplified for office + hospitality REITs.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.

Signal rule

Terror 30d-roll US event-count z >= 1.5 vs 5y baseline -> SHORT REIT basket T+1; hold 30/60/90d.

Data dependencies

daily_prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
terror_events
Worker data table — see services/worker schema.

Expected edge

Paper alpha: -2 to -5% over 60d
Paper window: 30/60/90d

-2 to -5% over 60d on US terror clusters.

Example tickers where this is likely to fire

SPG BXP HST

Illustrative only — the signal fires based on the live data, not a fixed list.

Related families

terror consumer discretionary shortGeopolitical

Large US/EU terror event (fatalities_est>10) last 5d → consumer-fear channel suppresses out-of-home leisure 3-5% over 10d → SHORT restaurants + cruise.

terror defense premiumGeopolitical

Major terror event (fatalities_est>10) in last 5d → LONG defense primes on procurement-backlog re-pricing + forward-order-book expansion.

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terror real estate msa short