Company Events & EarningsExtended setexperimental liveNew

Surprise Acceleration Rs

Updated dailyData needs: mediumlong onlylong short

1991

Stickel 1991 JAR -- Common Stock Returns Surrounding Earnings Forecast Revisions.

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.

Live results

0 times picked on its own · 9 times inside a blend (9 beat the stock) · updated 2026-07-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 9 such blended picks (9 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

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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

Revision Momentum ConfirmationCompany Events & Earnings

When both analyst estimate revisions and price momentum point the same direction, the combined drift is more reliable than either signal alone.

Pead Price Trend ConfirmationCompany Events & Earnings

PEAD drift is stronger when the post-announcement price move aligns with the earnings surprise direction.

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