Sentiment#10tier 1live in productionNew

`wikipedia attention spike`

cadence: Dailydata: mediumlong onlyshort onlylong short

2011

#10 wikipedia_attention_spike — Da-Engelberg-Gao 2011 + Pyun 2024.

Mechanism

Da, Engelberg, Gao (2011, J. Finance) "In Search of Attention" established that abnormal retail attention predicts a 2-week price run-up followed by a year-out reversal. Pyun (2024, SSRN 5172055) extends the work to Wikipedia pageviews and shows the Wiki signal dominates Google Trends in OOS tests — no rate limit, no normalisation-window confound, cleaner page identity per…

Signal rule

• pageview log-ratio = log(views / median(views_trailing_90d)).
• LONG short-horizon (2-week hold) when log-ratio > +σ_thresh.
• SHORT 6-month hold on "attention spike + no earnings event in ±5d"

Data dependencies

daily_prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
wikipedia_pageviews
Wikimedia daily pageview counts joined to ticker pages.

Expected edge

See referenced paper for original effect size; modern out-of-sample replication may be weaker.

Illustrative pattern only

NOT a backtest

Illustrative pattern only — see /app for live backtests and the actual current equity curve.

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wikipedia attention spike