Market Impact Lab
When a tweet from this account hits the feed, options chains, dealer hedges, and retail flow respond within minutes. We chart the causal probability without claiming determinism.
Chaos = scaled blend of intraday volatility, options-IV impulse, and reply-swarm density. The three spikes are tweet-attributable events; the floor never returns to pre-2018 levels.
| DATE | ASSET | PRE 30M | POST 60M | CLOSE | ΔIV | EVENT |
|---|---|---|---|---|---|---|
| 2018-08-07 | TSLA | +0.4% | +11.0% | +7.8% | +22 | 'Funding secured' tweet. Trading halted intraday; SEC settlement follows. |
| 2020-05-01 | TSLA | +0.2% | -10.3% | -10.3% | +12 | 'Tesla stock price too high imo' wipes ~$14B in market cap. |
| 2021-02-04 | DOGE | +1.0% | +49.0% | +35.4% | +40 | 'Dogecoin is the people's crypto' — half-day +49% intraday. |
| 2021-05-11 | DOGE | -1.5% | -18.0% | -22.0% | +38 | SNL appearance reads as bearish; Doge -22% on close. |
| 2021-06-13 | BTC | +0.8% | +8.2% | +6.7% | +18 | Renewable-mining acceptance comment; BTC +6.7% on close. |
| 2022-04-25 | TSLA | -0.6% | -5.4% | -6.0% | +14 | Twitter-deal agreement; TSLA -6% on financing optics. |
| 2022-10-27 | TSLA | +0.4% | -2.0% | -2.1% | +9 | Acquisition closes; attention-capital tension priced in. |
| 2024-07-14 | DJT | +0.8% | +31.5% | +25.0% | +60 | Day after public endorsement; DJT +25% on close. |
| 2024-11-13 | TSLA | +1.2% | +14.7% | +13.9% | +17 | DOGE federal role announced; TSLA breaks higher on policy proximity. |
| 2025-06-05 | TSLA | -0.6% | -8.8% | -14.3% | +24 | Public feud with administration; TSLA -14% in a single session. |
| 2025-09-15 | TSLA | +0.4% | +4.1% | +7.3% | +11 | Trillion-dollar compensation vote approved; TSLA +7.3% on close. |
| 2026-03-15 | TSLA | +0.5% | +5.6% | +6.8% | +10 | Public reconciliation arc; TSLA prices in policy detente. |
We never claim a single tweet 'caused' a move. We do claim that observable price action — within minutes of a post — is consistent across many years and many posts, and that the conditional distribution of asset returns post-tweet is statistically distinguishable from the baseline.
- Define event window: t–30m → t+24h.
- Normalize by sector beta, vol regime, macro calendar.
- Compute residual return and IV impulse vs. matched non-event windows.
- Score persistence at t+24h to separate noise from impact.
- Aggregate across categories: market, political, meme, regulatory.
Heat intensity = average IV impulse (points) attributable to tweets in that category-asset pairing. Doge/political pairings remain the most reactive.