Event#13tier 1live in production

`pead`

cadence: Dailydata: medium

Mechanism

Buy after earnings surprise > 1σ, hold 30-60 days. Surprise = (actual − consensus) /

Signal rule

long if standardised unexpected earnings (SUE) > +5% with ≥2 analyst confirms; drift 60d

Data dependencies

earnings_estimates
Worker data table — see services/worker schema.
earnings_actuals
Worker data table — see services/worker schema.
daily_bars
Daily OHLCV bars used by all price-based generators.

Expected edge

~9% ann. on top decile SUE (Bernard-Thomas 1989); robust 4-5% in modern OOS

Illustrative pattern only

NOT a backtest

Illustrative pattern only — see /app for live backtests and the actual current equity curve.

Example tickers where this is likely to fire

NVDA META AVGO

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

Related families

earnings announcement premiumEvent

Stocks earn an abnormally positive return in the days surrounding scheduled earnings announcements (T−2 to T+1). The original 2007 paper documented ~9bp/day average premium during the window vs the non-announcement baseline; later replications show the effect has compressed to ~5-6bp/day but is still

calendar anomaliesMacro

Three robust calendar effects from academic

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pead