Social Shock · Posts That Move Markets

The president posts. The market moves. Who was positioned?

The president can move a specific stock — or the whole market — with a single post. This desk measures each move as an abnormal return (the stock's move minus the S&P 500 over the same window, so market-wide drift doesn't masquerade as a reaction), then asks the accountability question: who was positioned to profit — family, donors, members of Congress — and who's connected to the poster. Abnormal return isolates the move; it does not assert the post caused it.

8measured cases
69posts on tape
±7.4%largest abnormal move
11entities measured

Social shock

How this is measured

Windows

For each post, the system measures price + volume change at four windows after the post timestamp: 15 min · 1 hour · 1 day · 3 days.

Baseline

15m and 1h windows compare against the average of the prior 30 minutes of intraday bars (intraday_pre_post). 1d and 3d windows compare against the prior 5-day daily-close average (prior_5d_avg).

Abnormal return (the headline number)

Each cell shows the move net of the market: the stock's change minus the S&P 500 (SPY) change over the identical window. A stock that rose 0.5% on a day the whole market rose 0.5% shows ~0% abnormal — so broad drift can't masquerade as a reaction. Hover any cell for the raw move and the market move. Where the index baseline can't be computed, the raw move is shown with a ~ marker.

Who profits

The point isn't that a stock moved — it's that the poster controls the move. Each case links the beneficiaries on file (donors, family holdings, contract-holders) and any documented trades in that ticker close to the post (president's family/associates where documented, plus members of Congress from the STOCK Act ledger). Stated as documented overlaps — never as proof of intent.

Data source

Intraday minute bars from Yahoo Finance's public chart endpoint (free, no API key). 1-minute bars are available for the last ~7 days; 5-minute bars for ~60 days. Older posts can only show 1d / 3d windows once daily prices have been ingested.

Honest labels (not "no data")

When a window can't be computed, the row shows why: intraday_unavailable (post older than 60 days), market_closed (weekend / holiday / off-hours), no_ticker (entity is mentioned but not publicly traded), pending (window has not elapsed yet).

Correlation only

Same-window price moves are reported; causal mechanism is not asserted. A defense-stock dip after a personnel announcement could be the announcement, the broader tape that day, an unrelated company event, or pure coincidence. The measurement documents the timing; the inference is the reader's.

Scope

Public posts from the sitting president (Truth Social and X). Mention list is operator-confirmed at file time — automated mention-extraction is intentionally narrow to avoid false ticker links. Source code: lib/post-window-impact.ts + lib/intraday-prices.ts.

Post archive 61 not yet measured

Every other filed post in reverse-chronological order. Posts without measured impact are usually older than the 60-day intraday window, fell outside US-market hours, or mention only privately-held entities. Open a post for the full per-window grid and the linked beneficiary cascade.