Company Events & EarningsCore researchlive in production

Event Aware

Updated dailyData needs: medium

In plain terms

Take any base trend signal and turn it OFF for several days around earnings dates, where price reactions are too noisy/unfair to the rule.

How it works

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 edge. Base signal is a simple 200-day moving-average trend, gated off during earnings-blackout windows of 3 or 7 trading days on either side of the announcement.

Live results

16 times picked on its own · 40 times inside a blend (34 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 40 such blended picks (34 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

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Data dependencies

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Earnings history
A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

See the source research for the original effect size; a modern replication on new data may be weaker.

Explore Event Aware on alphactor.ai

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

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