At Context Analytics, we previously demonstrated that combining sentiment from X (formerly...
At Context Analytics, our mission has always been to unlock alpha through unstructured financial data—transforming the noise of social media and news into structured, actionable insights. Last year, we demonstrated the power of combining sentiment from Twitter, Stocktwits, and news articles into a unified signal. That research showed a clear edge: securities with high “consensus sentiment” across all three sources dramatically outperformed others in long-short portfolios.
Now, we’re turning that insight into action.
From Research to Product: Real-Time Consensus Reports
Based on the positive results from our historical backtests—where multi-source top quintile stocks consistently outperformed their single-source peers—we’ve developed a new report product that brings those insights directly to traders in real time.
Twice daily, five minutes before the market open and close, our users can opt in to receive a consensus sentiment report identifying the most positively and negatively discussed stocks across Twitter, Stocktwits, and News. These reports are built on the same sentiment metrics introduced in our prior research:
- S-Score: A proprietary social sentiment score from our S-Factor feed.
- Positivity Ratio: A news-based sentiment measure using article-level phrase analysis aggregated over 24 hours.
By isolating the securities with aligned sentiment across all three platforms, our reports deliver a clear list of top long and short candidates—optimized for same-day or multi-day trades.
Proof in the Performance: Intraday Alpha & New Trade Ideas
Since rolling out the report, we’ve already seen significant intraday opportunities. Several securities flagged in the pre-market report have returned 5–15% (positive and negative) from open to close on the same day.
What’s more, the report often surfaces tickers you might not typically trade—less obvious names with high momentum from sentiment-driven activity. This opens the door to new, unexpected trade ideas you might otherwise overlook.
Some recent high return hits from our consensus list include:
These aren’t just isolated wins—they reflect the consistency and real-world utility of our sentiment framework.
Why It Works: Uncorrelated Signals, Unified Insight
What makes this strategy unique is the low correlation between data sources. As we highlighted in our original analysis, sentiment from Twitter, Stocktwits, and news is often directionally independent. That means when all three align, the signal is rare—and powerful.
By combining uncorrelated views, we reduce noise and amplify conviction. The result? A more robust indicator of market psychology, trader behavior, and news-driven momentum—all rolled into one.
Want to learn more or request access to our consensus report?
Reach out to us at ContactUs@ContextAnalytics-ai.com or visit www.contextanalytics-ai.com .
