backtesting
Event Move Matrix
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earnings backtest
Post-Earnings Volume
Average share volume on the reaction session and over the next 3 and 5 trading sessions.
Enter a ticker to load its recent earnings dates and volume profile.
Direction
Lookback
Trigger
CL
—
Condition
>= +4.5%
Daily close-to-close move
Events
—
Selected window
Best Avg
—
Same-day response
Average Moves
same-day event returns| Asset | Sector | Obs | EV | Std | EV/Std | Median | Hit | Avg Up | Avg Down | >=3% | <=-3% | Best | Worst |
|---|
Distributions
Y-axis is event-day countEvent Days
latest 12| Date | Trigger | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| No event days matched the selected condition. | |||||||||||||||||