Strategy #0000000132 · Calendar and seasonality
Investor mood and exogenous events
Enter mood-shock units, return sensitivity, asset-return and cost assumptions.
Research has tested whether events unrelated to cash flows, including sports outcomes, weather and daylight, affect investor mood and returns. Results vary by country, sample, event definition and market state, and are vulnerable to multiple testing and ex-post selection. This simulation takes a user-entered mood shock, sensitivity and asset-return scenario; it does not forecast markets.
No match, weather, daylight or market data are loaded; causal event effects are not estimated.
Three ways in
Understand the story. Then inspect the risk.
Start with a familiar situation, check the payoff, then test how the numbers change.
The idea · in two minutes
How does an asset-return scenario change with an exogenous mood shock and an assumed sensitivity?
Research has tested whether events unrelated to cash flows, including sports outcomes, weather and daylight, affect investor mood and returns. Results vary by country, sample, event definition and market state, and are vulnerable to multiple testing and ex-post selection. This simulation takes a user-entered mood shock, sensitivity and asset-return scenario; it does not forecast markets.
Enter mood-shock units, return sensitivity, asset-return and cost assumptions.
No match, weather, daylight or market data are loaded; causal event effects are not estimated.
- Input assumptionsEnter mood-shock units, return sensitivity, asset-return and cost assumptions.
- Model outputNo match, weather, daylight or market data are loaded; causal event effects are not estimated.
Illustrative research examples only. They are not live signals or a recommendation.
The mechanics · payoff and exposure
R_{scenario}=R_{asset}+MoodShock\times Sensitivity-C
Mood shock and return sensitivity are teaching inputs, not estimated coefficients.
Greeks: the directional intuition
- 模型
- Measures sensitivity to implied volatility.
- 合約
- Measures sensitivity to implied volatility.
- 執行
- Measures sensitivity to implied volatility.
R_{scenario}=R_{asset}+MoodShock\times Sensitivity-C
Practical context · published observations
Investor mood and exogenous events: read the record with its caveats.
The chart uses the published figures or explicitly labelled study inputs below. A historical index or model replay is not the same as an investor’s realised account return.
No match, weather, daylight or market data are loaded; causal event effects are not estimated. Source ↗ · Methodology ↗
Change assumptions and inspect the scenario
Inputs illustrate the strategy mechanics; they are not live quotes, forecasts or investment advice.
Variants · same family, different risk levers
Models, contract terms and implementation can change results.
Compare relevant mechanisms and execution assumptions.
| Related strategy | Relationship | What changes | New cost or risk |
|---|---|---|---|
| Base scenario | Manual inputs | Research has tested whether events unrelated to cash flows, including sports outcomes, weather and daylight, affect investor mood and returns. Results vary by country, sample, event definition and market state, and are vulnerable to multiple testing and ex-post selection. This simulation takes a user-entered mood shock, sensitivity and asset-return scenario; it does not forecast markets. | No match, weather, daylight or market data are loaded; causal event effects are not estimated. |
| Conservative version | Higher cost/loss | Stress higher costs, larger losses or lower liquidity. | May lower scenario returns. |
| Validation version | Data review | Test model inputs with consistent contracts and timestamps. | Needs licensed, representative data. |
No match, weather, daylight or market data are loaded; causal event effects are not estimated.
Read beyond the summary
References
Primary sources and research used to describe the strategy and its limits.