Post Earnings Layoff Timing
In plain terms
Miss earnings + announce layoff within two weeks = short for a month, then long for 2-3 months on the cost-cut rebound.
How it works
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.
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.
- Layoffs fyi events
Public layoffs.fyi layoff announcements with company-to-ticker resolution.
Expected edge
- Reported return
- 75-250 bps
- Tested over
- 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
When a public company announces a large layoff, we short it after the announcement and hold for a few weeks.
After an earnings beat (vs analyst expectations), the price drifts up over the next 30-60 days — markets are slow to fully digest the surprise.
Explore Post Earnings Layoff Timing on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.