minute-by-minute
Average Cumulative Abnormal Return (CAR) in the 10 minutes before and 60 minutes after each of Trump’s 3,817 financially relevant Truth Social posts, grouped by sentiment. CAR = sector ETF return minus SPY return, measured in basis points (bps).
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Sector ETFs trend above SPY for the full hour. The move persists and grows.
Slight pop in the first 5 minutes, then flat. Classic noise pattern, showing fast reversion with no sustained direction.
Sector ETFs sink below SPY and keep falling for 60 minutes. Political cheerleading reads as noise, discounted by the market.
Data: 2022–2025 · 1-min bars via EODHD · baseline = last bar before post · sentiment via Twitter RoBERTa · 99.2% intraday coverage across 801 trading days.