Strategy
Earnings Intelligence
Post-earnings drift after large standardized surprises.
EXPERIMENTAL
Methodology
- Method
- Surprise vs a seasonal random-walk expectation, timed from SEC filing acceptance.
- Data
- SEC 10-Q/10-K
- Horizon
- ~2 months
- Strategy pod
- pead
Risk caveat
No licensed analyst-consensus history; revisions-based signals are not implemented.
Validation evidence
Experimental; not significant vs equal weight.
Simulated, survivorship-biased backtests on today's large caps. Hypothetical; not a forecast. Disclosures.