Event#177tier 2live in productionNew
usgs earthquake regional drift
cadence: Dailydata: mediumshort only
paper
2015
Source
Ferreira, S., Karali, B. (2015). "Can Earthquakes Shake the Stock Market?" PLOS ONE, 10(7), e0133319.
Read the paper →
What it checks
Big CA earthquake → CA REITs/banks/utilities drop 1-2 weeks.
Mechanism
M6.0+ in CA → CA-HQ REIT/bank/utility short 1-15d.
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.
Signal rule
M >= 6.0 in CA bbox → short ESS/AVB/EQR/WAL/PCG/EIX/SRE; hold 1/3/15d
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
usgs_earthquakesWorker data table — see services/worker schema.
usgs_state_zone_lookupWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- -1% to -3%
- Paper window
- T+0 to T+15d
-1% to -3% over 15d.
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 usgs earthquake regional drift on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.