news_sentiment
Tetlock (2007) JF / Loughran-McDonald (2011) JF — news/text sentiment predicts short-term returns and reversal
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
—
0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
Tetlock (2007) JF / Loughran-McDonald (2011) JF — news/text sentiment predicts short-term returns and reversal
Supported Markets
Universal
State Transition History
No state changes recorded yet