Guidance Withdrawal 8K Short
In plain terms
Research-only test of whether an exact SEC package announcing a guidance withdrawal predicts later underperformance; the cited paper does not establish that return effect.
How it works
Internal hypothesis: an exact complete 8-K primary-plus-EX-99 package can identify guidance withdrawals for evaluation. The cited COVID-era study reports no significant negative stock-price effect and does not validate this short policy.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- SEC 8k guidance package admissible
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Tested over
- 8-K event windows
Unvalidated; must be estimated post-cost on the exact package cohort.
Related families
Counts direction-specific words ('expect', 'headwind', etc.) on the call and z-scores them — guidance shifts predict price drift.
Counts uncertainty/risk words ('may', 'could', 'challenging') in 10-K Item 1 (Business) YoY. A spike means management is privately more worried — bearish.
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