Event#85tier 2live in productionNew

`pead text confirmation`

cadence: Dailydata: mediumlong shortlong onlyshort only

1989

#85 pead_text_confirmation — PEAD (Bernard-Thomas 1989) × transcript FinBERT sentiment confirmation.

Mechanism

Vanilla PEAD trades on SUE sign. This family gates by transcript-FinBERT sentiment direction: take position ONLY when sentiment agrees with SUE sign. Beat + bullish call → long; miss + bearish call → short; disagreement (beat-but-cautious, miss-but-optimistic) → skip. Filters out the messy 1/3 of earnings where management contradicts the headline.

Signal rule

sign(SUE) == sign(FinBERT_call_sentiment); enter at close on earnings day +1, hold 60 days.

Data dependencies

earnings_history
Worker data table — see services/worker schema.
transcript_finbert_scores
Worker data table — see services/worker schema.

Expected edge

~50-100bps incremental over vanilla PEAD by Sharpe; significant drawdown reduction.

Illustrative pattern only

NOT a backtest

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

Related families

peadEvent

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

strategic friday peadEvent

Managers schedule bad-news earnings for Fridays after-close. Three-day abnormal returns around the scheduling announcement are significantly negative. PEAD persists up to 2 years for Friday-bad-news.

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pead text confirmation