news_volume_spike

Tetlock (2007) JF — Media intensity predicts volatility and short-term return reversal

Rolling Sharpe

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90-day rolling window

Drawdown

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peak-to-trough

Win Rate

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Current Status

State

Ensemble Weight—

Fires (90d)0

Last fired—

Methodology

Tetlock (2007) JF — Media intensity predicts volatility and short-term return reversal

Supported Markets

JP Stock

State Transition History

No state changes recorded yet