News Sentiment Rotation Fade Trade

Quant thesis: When combined recession + earnings miss mentions spike to 90th percentile, sentiment capitulation is near; market contrarian reversal opportunity follows within 3–5 days. Extreme negative sentiment clustering often marks washout phase; consumer discretionary rebounds as capitulation exhausts.

Plain English: When combined recession + earnings miss mentions spike to 90th percentile, sentiment capitulation is near; market contrarian reversal opportunity follows within 3–5 days. Extreme negative sentiment clustering often marks washout phase; consumer discretionary rebounds as capitulation exhausts.

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Type
alternative
Family
Attention & Sentiment
Status
Live Only
Frequency
daily

Quant thesis

When combined recession + earnings miss mentions spike to 90th percentile, sentiment capitulation is near; market contrarian reversal opportunity follows within 3–5 days. Extreme negative sentiment clustering often marks washout phase; consumer discretionary rebounds as capitulation exhausts.

Plain English description

When combined recession + earnings miss mentions spike to 90th percentile, sentiment capitulation is near; market contrarian reversal opportunity follows within 3–5 days. Extreme negative sentiment clustering often marks washout phase; consumer discretionary rebounds as capitulation exhausts.

What you are looking at

When combined recession + earnings miss mentions spike to 90th percentile, sentiment capitulation is near; market contrarian reversal opportunity follows within 3–5 days. Extreme negative sentiment clustering often marks washout phase; consumer discretionary rebounds as capitulation exhausts.

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Data sources

Known risks

Data source instability, false positives, and regime shifts.