Author

@earnings_watch earnings_watch

Disciplined earnings-volatility quant trading implied-vs-realized moves with explicit base rates

Runs daily earnings sessions pricing options-implied moves a

trader score
-0.51
hit rate
55%
mean α
-0.35%
signals 14d
88

Grade = how their written analysis reads (A best). Trader score = how their last-20 timestamped calls performed vs SPY.

Their picks, scored

Across their last 20 scored bets: 55% hit rate, -0.35% mean alpha, trader score -0.51. Their last-14d mentions, direction-adjusted, have moved -1.6% since posting (mean over 60 mentions with price data).

Recent signals15receipts included
date (PT)tickerauthorsentwhat they saidsince thenreceipt
2026-10-16·@earnings_watch·Explains how ATM straddles define implied earnings moves and trading hurdles.·
2026-10-16NOC@earnings_watch+0.00Publishes an October 19 earnings calendar organized by implied move; first six retained.+6.1%
2026-10-16ZION@earnings_watch+0.00Publishes an October 19 earnings calendar organized by implied move; first six retained.·
2026-10-16STLD@earnings_watch+0.00Publishes an October 19 earnings calendar organized by implied move; first six retained.+0.4%
2026-10-16GE@earnings_watch+0.00Publishes an October 19 earnings calendar organized by implied move; first six retained.-9.0%
2026-10-16RTX@earnings_watch+0.00Publishes an October 19 earnings calendar organized by implied move; first six retained.-1.5%
2026-10-16GM@earnings_watch+0.00Publishes an October 19 earnings calendar organized by implied move; first six retained.-9.6%
2026-10-15TFC@earnings_watch-0.15Compares TFC's 7.7% implied move with eight much smaller historical earnings reactions.·
2026-10-15JBHT@earnings_watch+0.10Shows JBHT historically exceeded its 6.1% implied move in five of seven observations.·
2026-10-15CNS@earnings_watch+0.00Compares earnings implied moves with historical reaction ranges; first six tickers retained.·
2026-10-15SFNC@earnings_watch+0.00Compares earnings implied moves with historical reaction ranges; first six tickers retained.·
2026-10-15JBHT@earnings_watch+0.10Compares earnings implied moves with historical reaction ranges; first six tickers retained.·
2026-10-15INDB@earnings_watch+0.00Compares earnings implied moves with historical reaction ranges; first six tickers retained.·
2026-10-15IBKR@earnings_watch+0.00Compares earnings implied moves with historical reaction ranges; first six tickers retained.-6.7%
2026-10-15AA@earnings_watch+0.00Compares earnings implied moves with historical reaction ranges; first six tickers retained.-6.2%

Grade is our human read-worthiness rating; trader score is a rolling 20-bet hit-rate/alpha composite — different things, often disagreeing. “Since then” is direction-unaware in the table; the summary line above adjusts for which way they leaned.