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
+0.54
hit rate
60%
mean α
+0.17%
signals 14d
22

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: 60% hit rate, +0.17% mean alpha, trader score +0.54. Their last-14d mentions, direction-adjusted, have moved +0.4% since posting (mean over 12 mentions with price data).

Recent signals15receipts included
date (PT)tickerauthorsentwhat they saidsince thenreceipt
2026-06-30NKE@earnings_watch+0.00NKE earnings options imply 8.9%, near 10Y average, with recent gaps larger.+7.4%
2026-06-26FDS@earnings_watch+0.00Lists earnings calendar by implied move for June 29 with named tickers.+7.9%
2026-06-26MSM@earnings_watch+0.00Lists earnings calendar by implied move for June 29 with named tickers.·
2026-06-26CNXC@earnings_watch+0.00Lists earnings calendar by implied move for June 29 with named tickers.·
2026-06-26NKE@earnings_watch+0.00Lists earnings calendar by implied move for June 29 with named tickers.+8.2%
2026-06-26AVAV@earnings_watch+0.00Lists earnings calendar by implied move for June 29 with named tickers.+38.4%
2026-06-26STZ@earnings_watch+0.00Lists earnings calendar by implied move for June 29 with named tickers.·
2026-06-26CCL@earnings_watch+0.00Compares options-implied moves to actual weekly moves for several earnings names.-4.0%
2026-06-26TCOM@earnings_watch+0.00Compares options-implied moves to actual weekly moves for several earnings names.·
2026-06-26MU@earnings_watch+0.00Compares options-implied moves to actual weekly moves for several earnings names.-13.8%
2026-06-26BB@earnings_watch+0.00Compares options-implied moves to actual weekly moves for several earnings names.+1.0%
2026-06-26KBH@earnings_watch+0.00Compares options-implied moves to actual weekly moves for several earnings names.·
2026-06-26FDX@earnings_watch+0.00Compares options-implied moves to actual weekly moves for several earnings names.-1.7%
2026-06-24MU@earnings_watch+0.25MU pricing ~11% earnings move; history says it can deliver when expectations spike.-7.0%
2026-06-22MU@earnings_watch+0.00MU has +/-14% implied move versus usual 8% before earnings.-19.5%

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.