Surprise Acceleration Rs
In plain terms
Stocks where earnings surprises are accelerating quarter-over-quarter while price is trending up show compounding drift.
How it works
Earnings surprise acceleration (this quarter's surprise larger than the prior quarter's) combined with relative price strength produces a compounding signal. The market underreacts to improving fundamental momentum when it is also visible in price.
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.
Expected edge
- Tested over
- 1981-1987 (Stickel)
Accelerating surprise + price RS screens out single-event noise; estimated 4-6% incremental return.
Related families
When both analyst estimate revisions and price momentum point the same direction, the combined drift is more reliable than either signal alone.
PEAD drift is stronger when the post-announcement price move aligns with the earnings surprise direction.
Explore Surprise Acceleration Rs on alphactor.ai
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