Short-term play
Post-earnings drift
Names matching setups historically tied to large short-term moves. Not portfolio recommendations — short-term trades are catalyst-driven and only a fraction work out.
Recent earnings beat with a positive same-day reaction. The market underreacts; the drift continues for a few weeks as estimates catch up.
Recommended position
- Structure
- Long 100 % strike call · short 110 % strike call · 30 days to expiry
- Take profit
- Close at +100 % of capital at risk
- Stop loss
- Close at −50 % of capital at risk
- Expected per trade
- Underreaction drift to the post-earnings catalyst, validated on 9,841 historical events.
- Thesis
- Earnings beat + positive same-day reaction = drift continues for 1-4 weeks as estimates catch up. Debit call spread captures the move at bounded cost.
No names match this setup in the latest scan.
Recent triggers
The last 20 historical fires of this setup on US names with adequate liquidity, sorted newest first. Forward-return columns show how the stock moved in the days after each fire.
| Date | Symbol | Entry | +5 days | +10 days | +20 days |
|---|---|---|---|---|---|
| 2026-02-11 | CRK | $20.42 | -2.8 % | -8.2 % | +1.8 % |
| 2026-02-09 | UDR | $37.75 | +0.7 % | -0.6 % | -2.6 % |
| 2026-02-06 | UAA | $7.56 | -4.9 % | +0.8 % | -14.3 % |
| 2026-01-29 | BFH | $73.03 | +5.7 % | -1.0 % | -3.0 % |
| 2026-01-28 | GEV | $711.59 | +4.9 % | +15.8 % | +23.2 % |
| 2026-01-26 | TFIN | $70.56 | -9.3 % | -1.4 % | -19.6 % |
| 2026-01-21 | EGBN | $24.03 | +7.5 % | +14.1 % | +10.1 % |
| 2025-12-19 | WGO | $43.73 | -7.0 % | -2.3 % | +10.5 % |
| 2025-12-03 | FIVE | $163.15 | +8.6 % | +9.4 % | +18.6 % |
| 2025-12-03 | PATH | $14.86 | +25.8 % | +7.4 % | +6.9 % |
| 2025-11-25 | KSS | $22.42 | +2.5 % | +5.4 % | -3.7 % |
| 2025-11-07 | ANIP | $90.43 | -7.1 % | -11.8 % | -10.1 % |
| 2025-11-07 | VSAT | $35.81 | +0.7 % | -15.2 % | +3.3 % |
| 2025-11-06 | CNR | $86.52 | -4.6 % | -11.5 % | -3.8 % |
| 2025-11-06 | VCEL | $38.75 | +2.8 % | -2.3 % | -6.5 % |
| 2025-11-05 | ACAD | $22.33 | +8.1 % | +3.4 % | +18.9 % |
| 2025-11-05 | HCC | $66.06 | +27.2 % | +14.7 % | +25.1 % |
| 2025-11-05 | HST | $16.21 | +11.4 % | +4.9 % | +5.9 % |
| 2025-11-05 | KW | $9.80 | -1.8 % | -3.4 % | -1.1 % |
| 2025-11-03 | CRK | $19.23 | +22.9 % | +27.9 % | +31.9 % |
Scanner refreshed 2026-09-27. 0 matches.