The Social Sentiment Signals deliver a one day open-to-open hold time strategy based on the sentiments of retail and professional traders on Twitter and StockTwits. The Signals classify each ticker into the buy, sell, or hold category for each day.

The Social Sentiment Signals contain aggressive, conservative, and diversified signal sets that can be selected based on your desired return and risk tolerance, and can also be used as either standalone strategies or daily watchlists.

We combine natural language processing (NLP) over Twitter and StockTwits posts with a mean-reverting indicator. The Signals are based on the Social Sentiment Metrics, S-Score, by Context Analytics (formerly known as Social Market Analytics) to evaluate the positive and negative sentiments of the Twitter and Stocktwits communities. These long/short portfolios can perform in both up and down markets.