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Wsb Acceleration

Updated dailyData needs: lowlong onlyshort onlylong short

2023

Cookson, J. A., Engelberg, J. E., Mullins, W. (2023). "Echo Chambers." Review of Financial Studies. Also Da-Engelberg-Gao 2011 JF "In Search of Attention."

Read the paper →

In plain terms

When WSB chatter accelerates from quiet to noisy, the stock drifts up for a week. When chatter fades, it mean-reverts.

How it works

Acceleration of retail attention (7d MA / 30d MA mention ratio) predicts 5-10 day continuation; decay predicts mean-reversion.

Live results

0 times picked on its own · 162 times inside a blend (149 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 162 such blended picks (149 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

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Data dependencies

Wsb mentions
A data feed this strategy reads, refreshed on its normal schedule.
Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

Reported return: ~1-3% over 5-10d
Tested over: T+0 to T+10d

Cookson-Engelberg-Mullins 2023: 1-3% drift over 5-10d.

Example tickers where this is likely to fire

GME AMC BBBY NVDA PLTR

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

Related families

Wsb Attention AlphaReal-World & Alternative Data

When WallStreetBets suddenly piles into a name AND the chart is already trending up, that's a 2-5 day continuation. When they pile in and the chart isn't cooperating, ride the fade once the noise dies down a week later.

Stocktwits Bull Bear DriftReal-World & Alternative Data

When StockTwits chatter swings bullish faster than usual, the stock tends to drift up briefly.

Wikipedia Attention SpikeReal-World & Alternative Data

Abnormal Wikipedia pageviews for a ticker predict a 2-week rally then a year-out reversal. Cleaner than Google Trends per Pyun 2024.

Explore Wsb Acceleration on alphactor.ai

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