At Context Analytics, we remain at the forefront of unstructured financial data, transforming raw information into actionable insights that drive trading performance. Our patented natural language processing (NLP) tools power standardized metrics across multiple data streams—including Twitter, Stocktwits, and financial news. These three distinct yet complementary sources form the foundation of our sentiment-driven trading strategies.
In a previous blog, we demonstrated that sentiment signals from these platforms are largely uncorrelated, making them valuable inputs when combined. We showed that Twitter and Stocktwits, while somewhat related, diverge meaningfully from news sentiment. This lack of correlation allows us to generate a stronger, consensus-based signal when all three sources align.
Recap: Building Consensus Sentiment Strategies
To evaluate these signals, we built eight daily rebalanced U.S. equity portfolios (stocks > $5) starting in August 2021. Long portfolios held the top sentiment quintile from Twitter, Stocktwits, and News, plus a combined “consensus long” of stocks ranking highly across all three. Short portfolios mirrored this with the bottom quintile and a consensus short. Returns, compounded daily, showed the consensus portfolios consistently outperformed individual sources—most notably the “consensus positive” stocks, which delivered stronger gains and improved downside capture.
Year-to-Date 2025 Results: A Strong Performance
Fast forward to September 2025, and the results are clear:
These numbers underscore the robustness of combining sentiment from Twitter, Stocktwits, and News into a unified signal. The diversification across sources reduces noise, while the overlap highlights securities where sentiment is strongest and most consistent. This has been especially valuable in 2025, a year marked by heightened market volatility and rapid news cycles.
Why This Matters
Markets are more information-driven than ever. Social media offers immediacy, news delivers depth, and Stocktwits provides domain-specific retail sentiment. On their own, each is valuable. Together, they form a consensus that sharpens signals and improves trading outcomes.
The strong performance of our consensus strategies this year validates Context Analytics’ core mission: to harness unstructured data in real time, structure it into investable insights, and deliver alpha.
Looking Ahead
As we move into the final quarter of 2025, we will continue refining our sentiment metrics and expanding coverage. The combination of multiple uncorrelated data sources is proving to be a powerful driver of trading performance, and we are excited to see how these tools evolve in the months ahead.
For more information on our sentiment analytics and trading signals, visit www.contextanalytics-ai.com.
TL;DR:
Context Analytics’ multi-source sentiment strategy—combining Twitter, Stocktwits, and News—continues to outperform in 2025. Year-to-date, the consensus long portfolio is up 41%, while the consensus short is down 23%, highlighting the power of uncorrelated signals. As market volatility increases, blending sentiment across platforms strengthens signal quality and trading outcomes.