Event#9tier 1live in production
event aware
cadence: Dailydata: medium
Mechanism
This generator pairs a base trend signal with an earnings-blackout filter: no entries within ±N bars of an earnings announcement, where IV/realized mismatch typically washes out
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
earnings_historyWorker data table — see services/worker schema.
Expected edge
See referenced paper for original effect size; modern out-of-sample replication may be weaker.
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
Explore event aware on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.