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Viirs Hotspot Density Utility Short

Updated dailyData needs: mediumshort onlylong only
paper
2024
Source
Internal event-study construction (no direct academic source). Motivated descriptively by PG&E's ~$30B 2017-2018 wildfire-liability episode; broad climate-finance context only from Pankratz, N. & Schiller, C. (2024), "Climate Change and Adaptation in Global Supply-Chain Networks," RFS 37(6), 1729-1777 (supply-chain heat exposure; does NOT contain this signal) and Mukanjari & Sterner (2020). Previously misattributed to Pankratz-Schiller with wrong volume/issue/pages ("37, 2168-2206").
Read the paper →

In plain terms

When NASA's VIIRS satellites detect a sustained surge of fire hotspots in California, PG&E and other CA utilities face heightened liability risk — short them. The flip side: reinsurers benefit from higher premium pricing post-event — go long.

How it works

Sustained high VIIRS satellite hotspot counts within California / PG&E service territory bounding-box correlate with elevated wildfire-liability risk for the utility (PG&E ~$30B aggregate liability from 2017-2018 fires) and lift reinsurance demand on the offsetting side. Uses the VIIRS feed (591MB table, 5y depth, 375m resolution) for a faster-moving signal than NIFC weekly summaries.

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.

  • Viirs fires

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

Expected edge

Reported return
Internal design estimate, not paper-derived: -1 to -3% utility / +1-2% reinsurer over 10-20d during top-decile fire periods.
Tested over
Internal design choice, not paper-derived: T+1 entry, 10/20 trading-day hold.

-1 to -3% on utility short / +1-2% on reinsurer long over 10-20d during top-decile fire periods.

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 Viirs Hotspot Density Utility Short 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