Can Grok extract a useful weekly U.S. stock market sentiment metric from posts on X? To investigate, we ask Grok to each week for two years aggregate weekly U.S. stock market sentiment looking for at least 50 posts per week (ending Saturdays) and weighting each post sentiment according to its audience engagement (influence). For example, the Grok Sentiment for 2025-11-29 encompasses posts from 2025-11-23 through 2025-11-29. We then relate the resulting aggregate sentiment values and change in these values to S&P 500 Index (SP500) returns from the first open after measurement (usually the Monday open) to the close before the next measurement (usually the Friday close). Using the specified weekly inputs we find that:
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