Macro#342tier 1experimental liveNew

post earnings layoff timing

cadence: Eventdata: mediumlong onlyshort only
paper
1989
Source
Hallock 1998 ILR + Bernard, V. L., & Thomas, J. K. (1989). "Post-earnings-announcement drift." Journal of Accounting Research 27 Suppl.
Read the paper →

What it checks

Miss earnings + announce layoff within two weeks = short for a month, then long for 2-3 months on the cost-cut rebound.

Mechanism

Two-stage drift: a miss (surprise_pct<0) followed by a layoff within 14d signals confirmed demand stress. Bernard-Thomas drift continues the underperformance 30d; post-cost-cut margin rebound mean-reverts long 60-90d later.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.

Signal rule

earnings miss followed by layoff within 14d → SHORT on T+1 for 20-30d; then LONG starting +30d for 60-90d.

Data dependencies

  • daily_prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • earnings_history

    Worker data table — see services/worker schema.

  • layoffs_fyi_events

    Public layoffs.fyi layoff announcements with company-to-ticker resolution.

Expected edge

Paper alpha
75-250 bps
Paper window
T+1 to T+120d

75-250 bps net of round-trip costs.

Example tickers where this is likely to fire

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

Related families

Explore post earnings layoff timing on alphactor.ai

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

For informational and educational purposes only. Not financial advice. Learn more