Long/Flat Strategy on German Sentiment Pulse Picks

• Major market down phases can be anticipated by sign changes of aggregated sentiment values.

• Stocks that receive more attention and more significant sentiment scores in social media communication over the past consistently perform better than the benchmark.

•Rebalancing is based on an overlay rule which is based on sign changes of sentiment values for the benchmark index, in this case the DAX.

• Manual to retrieve the data from our API to rebuild the model.