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 — real repricing of policy risk, not HFT noise.
Slight pop in the first 5 minutes, then flat. Classic noise pattern — fast reversion with no sustained direction.
Sector ETFs sink below SPY and keep falling for 60 minutes. Political cheerleading reads as noise — the market discounts it.
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.