Insider & Flow#382tier 1experimental liveNew

analyst surprise momentum

cadence: Quarterlydata: lowlong onlyshort only
paper
1984
Source
Foster, G., Olsen, C., Shevlin, T. (1984). "Earnings releases, anomalies, and the behavior of security returns." The Accounting Review, 59(4), 574-603.
Read the paper →

What it checks

When a company's last two quarterly earnings reports BOTH beat (or BOTH missed) by a meaningful amount, the stock tends to keep drifting in that direction for the next 2-3 months. Go long sustained-beat companies, short sustained-miss companies.

Mechanism

Earnings surprise momentum — the magnitude of recent SUE surprises continues to drift over the subsequent 60-90 trading days as analyst estimates are slowly revised in the surprise's direction. FOS 1984 document the classic 60d PEAD drift; this family captures the MOMENTUM via the mean of trailing-2 quarterly surprise_pct values.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.

Signal rule

mean(trailing-2-quarterly surprise_pct) >= +5% (LONG) or <= -5% (SHORT), T+1 after the second event -> hold 60/90 trading days.

Data dependencies

  • daily_prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • earnings_history

    Worker data table — see services/worker schema.

Expected edge

Paper alpha
+/-3-6% over 60-90d
Paper window
T+1 to T+90d

+/-3-6% over 60-90d on sustained-direction surprise momentum (FOS 1984 PEAD replica).

Example tickers where this is likely to fire

Illustrative only — the signal fires based on the live data, not a fixed list.

Related families

Explore analyst surprise momentum on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more