wsb acceleration
What it checks
When WSB chatter accelerates from quiet to noisy, the stock drifts up for a week. When chatter fades, it mean-reverts.
Mechanism
Acceleration of retail attention (7d MA / 30d MA mention ratio) predicts 5-10 day continuation; decay predicts mean-reversion.
Signal rule
long when 7d/30d mention ratio > 1.5; short when < 0.5; hold 5/10 days
Data dependencies
wsb_mentionsWorker data table — see services/worker schema.
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
- Paper alpha
- ~1-3% over 5-10d
- Paper window
- T+0 to T+10d
Cookson-Engelberg-Mullins 2023: 1-3% drift over 5-10d.
Example tickers where this is likely to fire
Illustrative only — the signal fires based on the live data, not a fixed list.
Related families
wsb attention alphaBehavioralApeWisdom aggregates daily mentions from r/WallStreetBets and adjacent retail subreddits. Two distinct sub-edges: (a) mention spike + uptrend → 2-5 day continuation (squeeze-setup tail, Cookson-Engelberg-Mullins 2023 RFS); (b) mention spike with no uptrend → 5-20 day mean-reversion (attention-tax tail, Da-Engelberg-Gao 2011 JF social-media extension). We use own-name 60d trend to route between the two regimes.
stocktwits bull bear driftBehavioralDaily bull/bear-ratio shift on StockTwits messages; long top-decile shift, short bottom.
wikipedia attention spikeSentimentDa-Engelberg-Gao (2011 JF) "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 company. Signal is log(views / 90d median); long on >σ spikes for 2 weeks, short the reversal at 6 months when no earnings event explains the spike.
Explore wsb acceleration on alphactor.ai
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