Political / Speech#445tier 3experimental liveNew

`trump post volume`

cadence: Dailydata: lowlong only

2011

Da-Engelberg-Gao 2011 JF (attention as alpha) adapted to political-speech firehose. Falsification companion to trump_tariff_tone.

Citation only, paper link pending.

What it checks

When Trump posts a lot in one day, we test whether that volume alone moves any ticker the next day, regardless of what he said.

Mechanism

Pure post-volume attention signal, no content classification. Spikes in daily Trump post count z-score correlate with tape-wide vol expansion + breadth contraction. Broadcasting lets the harness separate ticker-specific reactivity from generic noise.

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.

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Signal rule

Daily Trump post count, z-scored over 60d, fires at z >= 1.5/2.0, holds 1/3/5d, broadcast.

Data dependencies

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

Expected edge

Paper window: 2017-present (TT+TS stitch)

Generic attention; falsification control vs trump_tariff_tone.

Related families

trump tariff tonePolitical / Speech

Trump tariff- and china-classified posts on Twitter (2017-21) and Truth Social (2022-) drive next-day moves in importers, defense primes, and domestic manufacturers. Aggregate count of policy-classified posts per day is z-scored over a 60-day window; on z-spike days we broadcast a long signal to every ticker and let DSR / PBO / multitest gates surface the genuine cross-section.

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trump post volume