121 eligible falling stocks · watch the following 90 days
THE GAP.
THEN WHAT?
A falling stock. An earnings gap. Does the recovery last?
−50% from 12M high+10% earnings gap$15M daily liquidityNo healthcare
No trading costs · Ideal fills at stop and target · Entry at the following session’s open
QUALIFYING EARNINGS GAPS34
32 distinct stocks · three historical cohorts
THE EXPERIMENT
Three stops. Three targets. Twelve months to play out. Each trade starts after the earnings-gap day, so the initial gap is excluded from returns.
These are reconstructed historical results, not validated future odds.87 eligible falling stocks · watch the following 90 days
107 eligible falling stocks · watch the following 90 days
Later comparison sampleEventually reached +100%14 / 34
Within 12 months, ignoring stops
Doubles captured8
With the previous-day-low stop
Doubles lost to the stop6
Stopped out before the later recovery
COMPARE THE EXIT RULES
Download all trades ↓What survived the stop?
Initial stop+50% target+100% target+200% target
Previous day’s lowOriginal stop stays fixed
0.78Raverage / initial risk
10 target · 21 stop · 2 timed exit
33/34 usable · 1 invalid stops · 0 unresolvedMedian -11.9% · profitable 36%6 stopped out before later reaching this target0.93Raverage / initial risk
8 target · 23 stop · 2 timed exit
33/34 usable · 1 invalid stops · 0 unresolvedMedian -12.8% · profitable 30%6 stopped out before later reaching this target0.29Raverage / initial risk
3 target · 25 stop · 5 timed exit
33/34 usable · 1 invalid stops · 0 unresolvedMedian -13.2% · profitable 24%2 stopped out before later reaching this targetEarnings-day lowOriginal stop stays fixed
0.23Raverage / initial risk
6 target · 25 stop · 0 timed exit
31/34 usable · 3 invalid stops · 0 unresolvedMedian -4.7% · profitable 19%9 stopped out before later reaching this target1.05Raverage / initial risk
5 target · 26 stop · 0 timed exit
31/34 usable · 3 invalid stops · 0 unresolvedMedian -5.2% · profitable 16%8 stopped out before later reaching this target2.35Raverage / initial risk
3 target · 27 stop · 1 timed exit
31/34 usable · 3 invalid stops · 0 unresolvedMedian -5.4% · profitable 13%2 stopped out before later reaching this targetFixed −10%Original stop stays fixed
0.24Raverage / initial risk
7 target · 27 stop · 0 timed exit
34/34 usable · 0 invalid stops · 0 unresolvedMedian -10.0% · profitable 21%9 stopped out before later reaching this target0.94Raverage / initial risk
6 target · 28 stop · 0 timed exit
34/34 usable · 0 invalid stops · 0 unresolvedMedian -10.0% · profitable 18%8 stopped out before later reaching this target0.87Raverage / initial risk
2 target · 29 stop · 3 timed exit
34/34 usable · 0 invalid stops · 0 unresolvedMedian -10.0% · profitable 15%3 stopped out before later reaching this targetMean returns use equal starting dollars. R compares returns with the initial entry-to-stop distance; tight stops can create large R multiples. Neither metric is an actual portfolio return. Partial exits sell half at +50% and keep the original stop on the remainder.
THE PATHS BEHIND THE NUMBERS
Every event. Every outcome.
34 events · 34 complete 12-month paths · average hold-to-end return +48.2%. Maximum gains below ignore stops and use intraday highs.
RBLXRoblox Corporation+17.9%Opening gap · Feb 15, 2023+7.6%Maximum subsequent gain+
Pre-event drawdown -51.3%Daily liquidity $413.5MNext-open entry $44.2912M end return -3.1%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -24.0% | +24.0% | -1.00 | Aug 9, 2023 |
| Previous day’s low | +100% | stop | -24.0% | +24.0% | -1.00 | Aug 9, 2023 |
| Previous day’s low | +200% | stop | -24.0% | +24.0% | -1.00 | Aug 9, 2023 |
| Earnings-day low | +50% | stop | -5.4% | +5.4% | -1.00 | Feb 17, 2023 |
| Earnings-day low | +100% | stop | -5.4% | +5.4% | -1.00 | Feb 17, 2023 |
| Earnings-day low | +200% | stop | -5.4% | +5.4% | -1.00 | Feb 17, 2023 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Feb 21, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Feb 21, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Feb 21, 2023 |
company-release · 2023-02-15 08:00:00 · Technology
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
TWLOTwilio Inc.+11.2%Opening gap · Feb 16, 2023+4.3%Maximum subsequent gain+
Pre-event drawdown -66.9%Daily liquidity $262.4MNext-open entry $74.9512M end return -21.8%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -17.6% | +17.6% | -1.00 | Mar 15, 2023 |
| Previous day’s low | +100% | stop | -17.6% | +17.6% | -1.00 | Mar 15, 2023 |
| Previous day’s low | +200% | stop | -17.6% | +17.6% | -1.00 | Mar 15, 2023 |
| Earnings-day low | +50% | stop | -3.0% | +3.0% | -1.00 | Feb 17, 2023 |
| Earnings-day low | +100% | stop | -3.0% | +3.0% | -1.00 | Feb 17, 2023 |
| Earnings-day low | +200% | stop | -3.0% | +3.0% | -1.00 | Feb 17, 2023 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Feb 21, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Feb 21, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Feb 21, 2023 |
company-release · 2023-02-15 16:05:00 · Technology
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
FVRRFiverr International Ltd.+16.4%Opening gap · Feb 22, 2023+0.0%Maximum subsequent gain+
Pre-event drawdown -54.1%Daily liquidity $27.6MNext-open entry $46.2412M end return -49.9%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -18.4% | +18.4% | -1.00 | Mar 9, 2023 |
| Previous day’s low | +100% | stop | -18.4% | +18.4% | -1.00 | Mar 9, 2023 |
| Previous day’s low | +200% | stop | -18.4% | +18.4% | -1.00 | Mar 9, 2023 |
| Earnings-day low | +50% | stop | -8.1% | +8.1% | -1.00 | Feb 23, 2023 |
| Earnings-day low | +100% | stop | -8.1% | +8.1% | -1.00 | Feb 23, 2023 |
| Earnings-day low | +200% | stop | -8.1% | +8.1% | -1.00 | Feb 23, 2023 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Feb 23, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Feb 23, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Feb 23, 2023 |
audited company evidence · 2023-02-22 08:30:00 · Communication Services
Issuer results and completed earnings call at 8:30am Eastern establish availability before open. Timestamp denotes call, not exact release minute.
ENVXEnovix Corporation+15.9%Opening gap · Feb 23, 2023+165.6%Maximum subsequent gain+
Pre-event drawdown -66.8%Daily liquidity $26.2MNext-open entry $9.0012M end return +6.1%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | target | +50.0% | +11.7% | 4.29 | Mar 29, 2023 |
| Previous day’s low | +100% | target | +100.0% | +11.7% | 8.57 | Jun 29, 2023 |
| Previous day’s low | +200% | time | +6.1% | +11.7% | 0.52 | Feb 23, 2024 |
| Earnings-day low | +50% | stop | -1.4% | +1.4% | -1.00 | Feb 24, 2023 |
| Earnings-day low | +100% | stop | -1.4% | +1.4% | -1.00 | Feb 24, 2023 |
| Earnings-day low | +200% | stop | -1.4% | +1.4% | -1.00 | Feb 24, 2023 |
| Fixed −10% | +50% | target | +50.0% | +10.0% | 5.00 | Mar 29, 2023 |
| Fixed −10% | +100% | target | +100.0% | +10.0% | 10.00 | Jun 29, 2023 |
| Fixed −10% | +200% | time | +6.1% | +10.0% | 0.61 | Feb 23, 2024 |
audited company evidence · 2023-02-22 17:00:00 · Industrials
SEC exhibit confirms February 22 results and 5pm ET call; overnight results article corroborates timing.
BYNDBeyond Meat, Inc.+14.1%Opening gap · Feb 24, 2023+5.2%Maximum subsequent gain+
Pre-event drawdown -66.7%Daily liquidity $57.6MNext-open entry $562.5012M end return -59.9%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -11.3% | +11.3% | -1.00 | Mar 2, 2023 |
| Previous day’s low | +100% | stop | -11.3% | +11.3% | -1.00 | Mar 2, 2023 |
| Previous day’s low | +200% | stop | -11.3% | +11.3% | -1.00 | Mar 2, 2023 |
| Earnings-day low | +50% | stop | -1.8% | +1.8% | -1.00 | Feb 27, 2023 |
| Earnings-day low | +100% | stop | -1.8% | +1.8% | -1.00 | Feb 27, 2023 |
| Earnings-day low | +200% | stop | -1.8% | +1.8% | -1.00 | Feb 27, 2023 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Mar 1, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Mar 1, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Mar 1, 2023 |
company-release · 2023-02-23 16:05:00 · Consumer Defensive
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
VTNRVertex Energy, Inc.+10.4%Opening gap · Feb 28, 2023+15.3%Maximum subsequent gain+
Pre-event drawdown -54.6%Daily liquidity $18.3MNext-open entry $9.7112M end return -85.5%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -17.5% | +17.5% | -1.00 | Mar 13, 2023 |
| Previous day’s low | +100% | stop | -17.5% | +17.5% | -1.00 | Mar 13, 2023 |
| Previous day’s low | +200% | stop | -17.5% | +17.5% | -1.00 | Mar 13, 2023 |
| Earnings-day low | +50% | stop | -10.1% | +10.1% | -1.00 | Mar 10, 2023 |
| Earnings-day low | +100% | stop | -10.1% | +10.1% | -1.00 | Mar 10, 2023 |
| Earnings-day low | +200% | stop | -10.1% | +10.1% | -1.00 | Mar 10, 2023 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Mar 10, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Mar 10, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Mar 10, 2023 |
audited company evidence · 2023-02-28 08:00:00 · Energy
SEC release confirms results and 8am ET call before opening.
OKTAOkta, Inc.+13.4%Opening gap · Mar 2, 2023+37.8%Maximum subsequent gain+
Pre-event drawdown -61.2%Daily liquidity $180.1MNext-open entry $81.3612M end return +33.3%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -13.2% | +13.2% | -1.00 | Apr 25, 2023 |
| Previous day’s low | +100% | stop | -13.2% | +13.2% | -1.00 | Apr 25, 2023 |
| Previous day’s low | +200% | stop | -13.2% | +13.2% | -1.00 | Apr 25, 2023 |
| Earnings-day low | +50% | stop | -6.2% | +6.2% | -1.00 | Apr 11, 2023 |
| Earnings-day low | +100% | stop | -6.2% | +6.2% | -1.00 | Apr 11, 2023 |
| Earnings-day low | +200% | stop | -6.2% | +6.2% | -1.00 | Apr 11, 2023 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Apr 24, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Apr 24, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Apr 24, 2023 |
company-release · 2023-03-01 16:01:00 · Technology
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
ASANAsana, Inc.+12.9%Opening gap · Mar 9, 2023+24.7%Maximum subsequent gain+
Pre-event drawdown -63.5%Daily liquidity $53.8MNext-open entry $21.0712M end return -10.0%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -18.0% | +18.0% | -1.00 | Apr 24, 2023 |
| Previous day’s low | +100% | stop | -18.0% | +18.0% | -1.00 | Apr 24, 2023 |
| Previous day’s low | +200% | stop | -18.0% | +18.0% | -1.00 | Apr 24, 2023 |
| Earnings-day low | +50% | stop | -4.7% | +4.7% | -1.00 | Mar 10, 2023 |
| Earnings-day low | +100% | stop | -4.7% | +4.7% | -1.00 | Mar 10, 2023 |
| Earnings-day low | +200% | stop | -4.7% | +4.7% | -1.00 | Mar 10, 2023 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Mar 10, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Mar 10, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Mar 10, 2023 |
audited company evidence · 2023-03-08 18:48:25 · Technology
Issuer verifies March 8 results; cached results article published 18:48 ET before next open.
PATHUiPath Inc.+17.2%Opening gap · Mar 16, 2023+64.5%Maximum subsequent gain+
Pre-event drawdown -53.4%Daily liquidity $76.8MNext-open entry $16.9412M end return +34.3%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -17.7% | +17.7% | -1.00 | Apr 28, 2023 |
| Previous day’s low | +100% | stop | -17.7% | +17.7% | -1.00 | Apr 28, 2023 |
| Previous day’s low | +200% | stop | -17.7% | +17.7% | -1.00 | Apr 28, 2023 |
| Earnings-day low | +50% | stop | -1.8% | +1.8% | -1.00 | Mar 20, 2023 |
| Earnings-day low | +100% | stop | -1.8% | +1.8% | -1.00 | Mar 20, 2023 |
| Earnings-day low | +200% | stop | -1.8% | +1.8% | -1.00 | Mar 20, 2023 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Apr 21, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Apr 21, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Apr 21, 2023 |
audited company evidence · 2023-03-15 16:10:00 · Technology
Issuer archive timestamps release 4:10pm EDT; call 5pm.
MARAMarathon Digital Holdings, Inc.+10.1%Opening gap · Mar 17, 2023+302.0%Maximum subsequent gain+
Pre-event drawdown -75.6%Daily liquidity $221.6MNext-open entry $8.4812M end return +164.5%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -17.5% | +17.5% | -1.00 | Mar 28, 2023 |
| Previous day’s low | +100% | stop | -17.5% | +17.5% | -1.00 | Mar 28, 2023 |
| Previous day’s low | +200% | stop | -17.5% | +17.5% | -1.00 | Mar 28, 2023 |
| Earnings-day low | +50% | stop | -9.7% | +9.7% | -1.00 | Mar 20, 2023 |
| Earnings-day low | +100% | stop | -9.7% | +9.7% | -1.00 | Mar 20, 2023 |
| Earnings-day low | +200% | stop | -9.7% | +9.7% | -1.00 | Mar 20, 2023 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Mar 20, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Mar 20, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Mar 20, 2023 |
company-release · 2023-03-16 18:19:00 · Financial Services
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
GMEGameStop Corp.+50.7%Opening gap · Mar 22, 2023+22.5%Maximum subsequent gain+
Pre-event drawdown -62.8%Daily liquidity $69.6MNext-open entry $22.5712M end return -42.0%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -24.1% | +24.1% | -1.00 | Aug 23, 2023 |
| Previous day’s low | +100% | stop | -24.1% | +24.1% | -1.00 | Aug 23, 2023 |
| Previous day’s low | +200% | stop | -24.1% | +24.1% | -1.00 | Aug 23, 2023 |
| Earnings-day low | +50% | invalid-stop | — | -2.1% | — | — |
| Earnings-day low | +100% | invalid-stop | — | -2.1% | — | — |
| Earnings-day low | +200% | invalid-stop | — | -2.1% | — | — |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Apr 20, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Apr 20, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Apr 20, 2023 |
company-release · 2023-03-21 16:05:00 · Consumer Cyclical
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
WWayfair Inc.+12.2%Opening gap · May 4, 2023+147.0%Maximum subsequent gain+
Pre-event drawdown -65.5%Daily liquidity $133.7MNext-open entry $36.7212M end return +73.2%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | target | +50.0% | +16.4% | 3.05 | Jun 9, 2023 |
| Previous day’s low | +100% | target | +100.0% | +16.4% | 6.10 | Jul 14, 2023 |
| Previous day’s low | +200% | time | +73.2% | +16.4% | 4.46 | May 3, 2024 |
| Earnings-day low | +50% | stop | -6.1% | +6.1% | -1.00 | May 10, 2023 |
| Earnings-day low | +100% | stop | -6.1% | +6.1% | -1.00 | May 10, 2023 |
| Earnings-day low | +200% | stop | -6.1% | +6.1% | -1.00 | May 10, 2023 |
| Fixed −10% | +50% | target | +50.0% | +10.0% | 5.00 | Jun 9, 2023 |
| Fixed −10% | +100% | target | +100.0% | +10.0% | 10.00 | Jul 14, 2023 |
| Fixed −10% | +200% | time | +73.2% | +10.0% | 7.32 | May 3, 2024 |
company-release · 2023-05-04 07:00:00 · Consumer Cyclical
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
BILLBill.com Holdings, Inc.+18.7%Opening gap · May 5, 2023+46.5%Maximum subsequent gain+
Pre-event drawdown -54.9%Daily liquidity $137.4MNext-open entry $95.2412M end return -40.9%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -16.6% | +16.6% | -1.00 | Nov 3, 2023 |
| Previous day’s low | +100% | stop | -16.6% | +16.6% | -1.00 | Nov 3, 2023 |
| Previous day’s low | +200% | stop | -16.6% | +16.6% | -1.00 | Nov 3, 2023 |
| Earnings-day low | +50% | stop | -5.8% | +5.8% | -1.00 | Oct 26, 2023 |
| Earnings-day low | +100% | stop | -5.8% | +5.8% | -1.00 | Oct 26, 2023 |
| Earnings-day low | +200% | stop | -5.8% | +5.8% | -1.00 | Oct 26, 2023 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Nov 3, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Nov 3, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Nov 3, 2023 |
company-release · 2023-05-04 16:05:00 · Technology
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
CVNACarvana Co.+39.6%Opening gap · May 5, 2023+1317.6%Maximum subsequent gain+
Pre-event drawdown -87.9%Daily liquidity $78.4MNext-open entry $1.8212M end return +1157.1%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | target | +50.0% | +24.2% | 2.07 | May 10, 2023 |
| Previous day’s low | +100% | target | +100.0% | +24.2% | 4.14 | Jun 8, 2023 |
| Previous day’s low | +200% | target | +200.0% | +24.2% | 8.27 | Jun 9, 2023 |
| Earnings-day low | +50% | target | +50.0% | +3.8% | 13.00 | May 10, 2023 |
| Earnings-day low | +100% | target | +100.0% | +3.8% | 26.00 | Jun 8, 2023 |
| Earnings-day low | +200% | target | +200.0% | +3.8% | 52.00 | Jun 9, 2023 |
| Fixed −10% | +50% | target | +50.0% | +10.0% | 5.00 | May 10, 2023 |
| Fixed −10% | +100% | target | +100.0% | +10.0% | 10.00 | Jun 8, 2023 |
| Fixed −10% | +200% | target | +200.0% | +10.0% | 20.00 | Jun 9, 2023 |
company-release · 2023-05-04 16:10:00 · Consumer Cyclical
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
RNGRingCentral, Inc.+10.6%Opening gap · May 10, 2023+42.9%Maximum subsequent gain+
Pre-event drawdown -65.3%Daily liquidity $47.9MNext-open entry $30.2912M end return +16.9%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -14.6% | +14.6% | -1.00 | Oct 23, 2023 |
| Previous day’s low | +100% | stop | -14.6% | +14.6% | -1.00 | Oct 23, 2023 |
| Previous day’s low | +200% | stop | -14.6% | +14.6% | -1.00 | Oct 23, 2023 |
| Earnings-day low | +50% | stop | -6.4% | +6.4% | -1.00 | May 12, 2023 |
| Earnings-day low | +100% | stop | -6.4% | +6.4% | -1.00 | May 12, 2023 |
| Earnings-day low | +200% | stop | -6.4% | +6.4% | -1.00 | May 12, 2023 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | May 12, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | May 12, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | May 12, 2023 |
company-release · 2023-05-09 16:03:00 · Technology
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
UPSTUpstart Holdings, Inc.+39.4%Opening gap · May 10, 2023+279.0%Maximum subsequent gain+
Pre-event drawdown -83.2%Daily liquidity $59.2MNext-open entry $19.1512M end return +32.6%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | target | +50.0% | +32.1% | 1.56 | May 22, 2023 |
| Previous day’s low | +100% | target | +100.0% | +32.1% | 3.11 | Jun 14, 2023 |
| Previous day’s low | +200% | target | +200.0% | +32.1% | 6.23 | Jul 19, 2023 |
| Earnings-day low | +50% | stop | -8.7% | +8.7% | -1.00 | May 11, 2023 |
| Earnings-day low | +100% | stop | -8.7% | +8.7% | -1.00 | May 11, 2023 |
| Earnings-day low | +200% | stop | -8.7% | +8.7% | -1.00 | May 11, 2023 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | May 11, 2023 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | May 11, 2023 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | May 11, 2023 |
company-release · 2023-05-09 16:05:00 · Financial Services
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
APPAppLovin Corporation+22.2%Opening gap · May 11, 2023+290.2%Maximum subsequent gain+
Pre-event drawdown -59.3%Daily liquidity $42.2MNext-open entry $22.6812M end return +281.1%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | target | +50.0% | +22.6% | 2.22 | Aug 10, 2023 |
| Previous day’s low | +100% | target | +100.0% | +22.6% | 4.43 | Jan 24, 2024 |
| Previous day’s low | +200% | target | +200.0% | +22.6% | 8.87 | Mar 18, 2024 |
| Earnings-day low | +50% | target | +50.0% | +7.8% | 6.37 | Aug 10, 2023 |
| Earnings-day low | +100% | target | +100.0% | +7.8% | 12.74 | Jan 24, 2024 |
| Earnings-day low | +200% | target | +200.0% | +7.8% | 25.48 | Mar 18, 2024 |
| Fixed −10% | +50% | target | +50.0% | +10.0% | 5.00 | Aug 10, 2023 |
| Fixed −10% | +100% | target | +100.0% | +10.0% | 10.00 | Jan 24, 2024 |
| Fixed −10% | +200% | target | +200.0% | +10.0% | 20.00 | Mar 18, 2024 |
audited company evidence · 2023-05-10 17:00:00 · Technology
Issuer confirms May 10 release and 5pm ET earnings call; release schedule explicitly after close.
LULufax Holding Ltd+44.5%Opening gap · Mar 21, 2024+4.7%Maximum subsequent gain+
Pre-event drawdown -60.3%Daily liquidity $18.7MNext-open entry $4.7212M end return -36.2%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -30.7% | +30.7% | -1.00 | Jun 4, 2024 |
| Previous day’s low | +100% | stop | -30.7% | +30.7% | -1.00 | Jun 4, 2024 |
| Previous day’s low | +200% | stop | -30.7% | +30.7% | -1.00 | Jun 4, 2024 |
| Earnings-day low | +50% | stop | -4.7% | +4.7% | -1.00 | Mar 22, 2024 |
| Earnings-day low | +100% | stop | -4.7% | +4.7% | -1.00 | Mar 22, 2024 |
| Earnings-day low | +200% | stop | -4.7% | +4.7% | -1.00 | Mar 22, 2024 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Mar 27, 2024 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Mar 27, 2024 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Mar 27, 2024 |
company-release · 2024-03-21 04:30:00 · Financial Services
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
FLGFlagstar Financial, Inc.+20.4%Opening gap · May 1, 2024+30.9%Maximum subsequent gain+
Pre-event drawdown -80.9%Daily liquidity $50.6MNext-open entry $10.2012M end return +18.1%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | time | +18.1% | +22.9% | 0.79 | May 2, 2025 |
| Previous day’s low | +100% | time | +18.1% | +22.9% | 0.79 | May 2, 2025 |
| Previous day’s low | +200% | time | +18.1% | +22.9% | 0.79 | May 2, 2025 |
| Earnings-day low | +50% | stop | -11.8% | +11.8% | -1.00 | Jun 14, 2024 |
| Earnings-day low | +100% | stop | -11.8% | +11.8% | -1.00 | Jun 14, 2024 |
| Earnings-day low | +200% | stop | -11.8% | +11.8% | -1.00 | Jun 14, 2024 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Jun 10, 2024 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Jun 10, 2024 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Jun 10, 2024 |
audited company evidence · 2024-05-01 07:00:00 · Financial Services
Historical symbol NYCB, renamed FLG October 2024; same issuer confirmed in SEC exhibit https://www.sec.gov/Archives/edgar/data/910073/000119312524237666/d840528dex991.htm. Primary result release at 7am ET.
CARAvis Budget Group, Inc.+16.4%Opening gap · May 2, 2024+13.6%Maximum subsequent gain+
Pre-event drawdown -61.0%Daily liquidity $89.0MNext-open entry $116.4312M end return -17.4%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -19.4% | +19.4% | -1.00 | Aug 1, 2024 |
| Previous day’s low | +100% | stop | -19.4% | +19.4% | -1.00 | Aug 1, 2024 |
| Previous day’s low | +200% | stop | -19.4% | +19.4% | -1.00 | Aug 1, 2024 |
| Earnings-day low | +50% | stop | -6.0% | +6.0% | -1.00 | May 23, 2024 |
| Earnings-day low | +100% | stop | -6.0% | +6.0% | -1.00 | May 23, 2024 |
| Earnings-day low | +200% | stop | -6.0% | +6.0% | -1.00 | May 23, 2024 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Jun 11, 2024 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Jun 11, 2024 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Jun 11, 2024 |
company-release · 2024-05-01 16:00:00 · Industrials
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
ENVXEnovix Corporation+35.9%Opening gap · May 2, 2024+89.8%Maximum subsequent gain+
Pre-event drawdown -70.7%Daily liquidity $29.7MNext-open entry $9.8412M end return -35.5%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | target | +50.0% | +37.4% | 1.34 | Jun 25, 2024 |
| Previous day’s low | +100% | stop | -37.4% | +37.4% | -1.00 | Apr 4, 2025 |
| Previous day’s low | +200% | stop | -37.4% | +37.4% | -1.00 | Apr 4, 2025 |
| Earnings-day low | +50% | target | +50.0% | +17.4% | 2.88 | Jun 25, 2024 |
| Earnings-day low | +100% | stop | -17.4% | +17.4% | -1.00 | Sep 5, 2024 |
| Earnings-day low | +200% | stop | -17.4% | +17.4% | -1.00 | Sep 5, 2024 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | May 7, 2024 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | May 7, 2024 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | May 7, 2024 |
company-release · 2024-05-01 16:01:00 · Industrials
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
HLFHerbalife Nutrition Ltd.+10.1%Opening gap · May 2, 2024+32.5%Maximum subsequent gain+
Pre-event drawdown -53.7%Daily liquidity $20.4MNext-open entry $9.6512M end return -24.1%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -11.9% | +11.9% | -1.00 | Aug 12, 2024 |
| Previous day’s low | +100% | stop | -11.9% | +11.9% | -1.00 | Aug 12, 2024 |
| Previous day’s low | +200% | stop | -11.9% | +11.9% | -1.00 | Aug 12, 2024 |
| Earnings-day low | +50% | stop | -5.2% | +5.2% | -1.00 | Aug 7, 2024 |
| Earnings-day low | +100% | stop | -5.2% | +5.2% | -1.00 | Aug 7, 2024 |
| Earnings-day low | +200% | stop | -5.2% | +5.2% | -1.00 | Aug 7, 2024 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Aug 12, 2024 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Aug 12, 2024 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Aug 12, 2024 |
company-release · 2024-05-01 16:35:00 · Consumer Defensive
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
NOVASunnova Energy International Inc.+11.6%Opening gap · May 2, 2024+172.0%Maximum subsequent gain+
Pre-event drawdown -84.9%Daily liquidity $38.2MNext-open entry $4.7812M end return -96.2%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | target | +50.0% | +29.5% | 1.70 | Jul 11, 2024 |
| Previous day’s low | +100% | target | +100.0% | +29.5% | 3.39 | Aug 19, 2024 |
| Previous day’s low | +200% | stop | -29.5% | +29.5% | -1.00 | Nov 6, 2024 |
| Earnings-day low | +50% | target | +50.0% | +21.5% | 2.32 | Jul 11, 2024 |
| Earnings-day low | +100% | target | +100.0% | +21.5% | 4.64 | Aug 19, 2024 |
| Earnings-day low | +200% | stop | -21.5% | +21.5% | -1.00 | Nov 6, 2024 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | May 8, 2024 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | May 8, 2024 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | May 8, 2024 |
company-release · 2024-05-01 16:05:00 · Energy
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
PTONPeloton Interactive, Inc.+12.1%Opening gap · May 2, 2024+243.8%Maximum subsequent gain+
Pre-event drawdown -67.1%Daily liquidity $40.2MNext-open entry $3.1712M end return +115.1%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | target | +50.0% | +2.8% | 17.61 | May 14, 2024 |
| Previous day’s low | +100% | stop | -2.8% | +2.8% | -1.00 | May 28, 2024 |
| Previous day’s low | +200% | stop | -2.8% | +2.8% | -1.00 | May 28, 2024 |
| Earnings-day low | +50% | target | +50.0% | +14.8% | 3.37 | May 14, 2024 |
| Earnings-day low | +100% | target | +100.0% | +14.8% | 6.74 | Oct 24, 2024 |
| Earnings-day low | +200% | target | +200.0% | +14.8% | 13.49 | Nov 22, 2024 |
| Fixed −10% | +50% | target | +50.0% | +10.0% | 5.00 | May 14, 2024 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Aug 14, 2024 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Aug 14, 2024 |
audited company evidence · 2024-05-02 08:30:00 · Consumer Cyclical
Issuer 8-K confirms before-open earnings call. CEO departure and restructuring announced concurrently; not pure earnings attribution.
ARRYArray Technologies, Inc.+18.7%Opening gap · May 10, 2024+13.2%Maximum subsequent gain+
Pre-event drawdown -52.5%Daily liquidity $70.8MNext-open entry $12.9812M end return -36.4%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -5.9% | +5.9% | -1.00 | May 15, 2024 |
| Previous day’s low | +100% | stop | -5.9% | +5.9% | -1.00 | May 15, 2024 |
| Previous day’s low | +200% | stop | -5.9% | +5.9% | -1.00 | May 15, 2024 |
| Earnings-day low | +50% | stop | -3.5% | +3.5% | -1.00 | May 14, 2024 |
| Earnings-day low | +100% | stop | -3.5% | +3.5% | -1.00 | May 14, 2024 |
| Earnings-day low | +200% | stop | -3.5% | +3.5% | -1.00 | May 14, 2024 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | May 16, 2024 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | May 16, 2024 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | May 16, 2024 |
company-release · 2024-05-09 16:05:00 · Energy
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
IASIntegral Ad Science Holding Corp.+19.3%Opening gap · May 10, 2024+42.6%Maximum subsequent gain+
Pre-event drawdown -59.8%Daily liquidity $20.9MNext-open entry $9.5512M end return -14.7%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -12.8% | +12.8% | -1.00 | Mar 28, 2025 |
| Previous day’s low | +100% | stop | -12.8% | +12.8% | -1.00 | Mar 28, 2025 |
| Previous day’s low | +200% | stop | -12.8% | +12.8% | -1.00 | Mar 28, 2025 |
| Earnings-day low | +50% | stop | -9.3% | +9.3% | -1.00 | Jun 11, 2024 |
| Earnings-day low | +100% | stop | -9.3% | +9.3% | -1.00 | Jun 11, 2024 |
| Earnings-day low | +200% | stop | -9.3% | +9.3% | -1.00 | Jun 11, 2024 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Mar 28, 2025 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Mar 28, 2025 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Mar 28, 2025 |
company-release · 2024-05-09 16:05:00 · Communication Services
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
CHWYChewy, Inc.+14.3%Opening gap · May 29, 2024+108.0%Maximum subsequent gain+
Pre-event drawdown -58.3%Daily liquidity $121.4MNext-open entry $21.7712M end return +107.9%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | target | +50.0% | +24.4% | 2.05 | Jun 27, 2024 |
| Previous day’s low | +100% | target | +100.0% | +24.4% | 4.09 | May 20, 2025 |
| Previous day’s low | +200% | time | +107.9% | +24.4% | 4.41 | May 30, 2025 |
| Earnings-day low | +50% | target | +50.0% | +12.0% | 4.17 | Jun 27, 2024 |
| Earnings-day low | +100% | target | +100.0% | +12.0% | 8.34 | May 20, 2025 |
| Earnings-day low | +200% | time | +107.9% | +12.0% | 9.00 | May 30, 2025 |
| Fixed −10% | +50% | target | +50.0% | +10.0% | 5.00 | Jun 27, 2024 |
| Fixed −10% | +100% | target | +100.0% | +10.0% | 10.00 | May 20, 2025 |
| Fixed −10% | +200% | time | +107.9% | +10.0% | 10.79 | May 30, 2025 |
company-release · 2024-05-29 07:05:00 · Consumer Cyclical
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
FLGFlagstar Financial, Inc.+10.1%Opening gap · Jan 30, 2025+21.1%Maximum subsequent gain+
Pre-event drawdown -69.3%Daily liquidity $46.6MNext-open entry $11.4412M end return +15.6%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | time | +15.6% | +17.2% | 0.90 | Jan 30, 2026 |
| Previous day’s low | +100% | time | +15.6% | +17.2% | 0.90 | Jan 30, 2026 |
| Previous day’s low | +200% | time | +15.6% | +17.2% | 0.90 | Jan 30, 2026 |
| Earnings-day low | +50% | stop | -8.9% | +8.9% | -1.00 | Apr 4, 2025 |
| Earnings-day low | +100% | stop | -8.9% | +8.9% | -1.00 | Apr 4, 2025 |
| Earnings-day low | +200% | stop | -8.9% | +8.9% | -1.00 | Apr 4, 2025 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Apr 4, 2025 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Apr 4, 2025 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Apr 4, 2025 |
company-release · 2025-01-30 06:00:00 · Financial Services
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
CLSKCleanSpark, Inc.+11.3%Opening gap · Feb 7, 2025+106.9%Maximum subsequent gain+
Pre-event drawdown -55.6%Daily liquidity $241.5MNext-open entry $11.4112M end return -12.1%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -10.3% | +10.3% | -1.00 | Feb 11, 2025 |
| Previous day’s low | +100% | stop | -10.3% | +10.3% | -1.00 | Feb 11, 2025 |
| Previous day’s low | +200% | stop | -10.3% | +10.3% | -1.00 | Feb 11, 2025 |
| Earnings-day low | +50% | stop | -1.8% | +1.8% | -1.00 | Feb 10, 2025 |
| Earnings-day low | +100% | stop | -1.8% | +1.8% | -1.00 | Feb 10, 2025 |
| Earnings-day low | +200% | stop | -1.8% | +1.8% | -1.00 | Feb 10, 2025 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Feb 11, 2025 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Feb 11, 2025 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Feb 11, 2025 |
company-release · 2025-02-06 16:05:00 · Financial Services
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
SEDGSolarEdge Technologies, Inc.+34.5%Opening gap · Feb 19, 2025+151.4%Maximum subsequent gain+
Pre-event drawdown -80.5%Daily liquidity $50.6MNext-open entry $19.3312M end return +96.1%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -16.9% | +16.9% | -1.00 | Feb 28, 2025 |
| Previous day’s low | +100% | stop | -16.9% | +16.9% | -1.00 | Feb 28, 2025 |
| Previous day’s low | +200% | stop | -16.9% | +16.9% | -1.00 | Feb 28, 2025 |
| Earnings-day low | +50% | invalid-stop | — | -0.9% | — | — |
| Earnings-day low | +100% | invalid-stop | — | -0.9% | — | — |
| Earnings-day low | +200% | invalid-stop | — | -0.9% | — | — |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Feb 20, 2025 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Feb 20, 2025 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Feb 20, 2025 |
company-release · 2025-02-19 07:00:00 · Energy
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
CELHCelsius Holdings, Inc.+33.6%Opening gap · Feb 21, 2025+105.7%Maximum subsequent gain+
Pre-event drawdown -73.4%Daily liquidity $235.2MNext-open entry $32.4512M end return +56.3%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -24.7% | +24.7% | -1.00 | Mar 4, 2025 |
| Previous day’s low | +100% | stop | -24.7% | +24.7% | -1.00 | Mar 4, 2025 |
| Previous day’s low | +200% | stop | -24.7% | +24.7% | -1.00 | Mar 4, 2025 |
| Earnings-day low | +50% | stop | -7.2% | +7.2% | -1.00 | Feb 25, 2025 |
| Earnings-day low | +100% | stop | -7.2% | +7.2% | -1.00 | Feb 25, 2025 |
| Earnings-day low | +200% | stop | -7.2% | +7.2% | -1.00 | Feb 25, 2025 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Feb 25, 2025 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Feb 25, 2025 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Feb 25, 2025 |
company-release · 2025-02-20 16:30:00 · Consumer Defensive
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
EYENational Vision Holdings, Inc.+18.0%Opening gap · Feb 26, 2025+135.1%Maximum subsequent gain+
Pre-event drawdown -52.0%Daily liquidity $15.6MNext-open entry $12.7712M end return +111.2%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | stop | -11.4% | +11.4% | -1.00 | Apr 3, 2025 |
| Previous day’s low | +100% | stop | -11.4% | +11.4% | -1.00 | Apr 3, 2025 |
| Previous day’s low | +200% | stop | -11.4% | +11.4% | -1.00 | Apr 3, 2025 |
| Earnings-day low | +50% | stop | -1.5% | +1.5% | -1.00 | Feb 27, 2025 |
| Earnings-day low | +100% | stop | -1.5% | +1.5% | -1.00 | Feb 27, 2025 |
| Earnings-day low | +200% | stop | -1.5% | +1.5% | -1.00 | Feb 27, 2025 |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Mar 7, 2025 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Mar 7, 2025 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Mar 7, 2025 |
company-release · 2025-02-26 06:00:00 · Consumer Cyclical
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
KULRKULR Technology Group, Inc.+18.5%Opening gap · Mar 28, 2025+28.1%Maximum subsequent gain+
Pre-event drawdown -69.6%Daily liquidity $17.6MNext-open entry $11.1212M end return -78.7%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | invalid-stop | — | -2.2% | — | — |
| Previous day’s low | +100% | invalid-stop | — | -2.2% | — | — |
| Previous day’s low | +200% | invalid-stop | — | -2.2% | — | — |
| Earnings-day low | +50% | invalid-stop | — | -4.3% | — | — |
| Earnings-day low | +100% | invalid-stop | — | -4.3% | — | — |
| Earnings-day low | +200% | invalid-stop | — | -4.3% | — | — |
| Fixed −10% | +50% | stop | -10.0% | +10.0% | -1.00 | Apr 1, 2025 |
| Fixed −10% | +100% | stop | -10.0% | +10.0% | -1.00 | Apr 1, 2025 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Apr 1, 2025 |
audited company evidence · 2025-03-27 16:15:00 · Industrials
Company-distributed release dated March 27 at 16:15 ET; results before following session open.
PLAYDave & Buster's Entertainment, Inc.+14.5%Opening gap · Apr 8, 2025+122.6%Maximum subsequent gain+
Pre-event drawdown -75.1%Daily liquidity $24.8MNext-open entry $15.9612M end return -15.5%
| Stop | Target | Outcome | Return | Initial risk | R | Exit |
|---|---|---|---|---|---|---|
| Previous day’s low | +50% | target | +50.0% | +5.5% | 9.07 | Jun 9, 2025 |
| Previous day’s low | +100% | target | +100.0% | +5.5% | 18.14 | Jun 16, 2025 |
| Previous day’s low | +200% | stop | -5.5% | +5.5% | -1.00 | Oct 30, 2025 |
| Earnings-day low | +50% | stop | -2.9% | +2.9% | -1.00 | Apr 9, 2025 |
| Earnings-day low | +100% | stop | -2.9% | +2.9% | -1.00 | Apr 9, 2025 |
| Earnings-day low | +200% | stop | -2.9% | +2.9% | -1.00 | Apr 9, 2025 |
| Fixed −10% | +50% | target | +50.0% | +10.0% | 5.00 | Jun 9, 2025 |
| Fixed −10% | +100% | target | +100.0% | +10.0% | 10.00 | Jun 16, 2025 |
| Fixed −10% | +200% | stop | -10.0% | +10.0% | -1.00 | Oct 31, 2025 |
company-release · 2025-04-07 16:05:00 · Consumer Cyclical
Dated results item in the overnight interval, provider timestamp interpreted as US Eastern
Method, coverage & assumptions +
Seeded dates: 2023-02-13, 2024-03-12, 2025-01-27. Each cohort first requires a 50% drawdown from the preceding 252-session closing high and $15M mean daily close × volume over 20 sessions. Stocks are watched for 90 calendar days. The same price and liquidity conditions must still hold immediately before the earnings gap. Revenue or EPS growth is not required in this experiment.
Entry is the session after the earnings-gap day. Intraday highs/lows determine stop and target touches from entry onward. The previous-day stop uses the low immediately before the gap; the earnings-day stop uses the gap-day low. A stop at or above entry is skipped. Unclosed positions exit at the last close within twelve calendar months.
11,825 current/delisted symbols in the reconstructed universe. 315 qualifying stock/cohort observations. 99 screening cases and 219 event cases require review or were excluded at later checks; they are not automatically classified as losses.
- Exploratory sample from three preselected dates; 2025 is a later comparison, not proof of robustness. Repeated issuers and overlapping holding periods are not independent.
- No trading costs. Every stop and target is assumed to execute exactly at its level, even if the market gaps through it. These are deliberately optimistic execution assumptions.
- Daily OHLC cannot reveal intraday ordering. When a bar touches both stop and target, the stop is counted first and the ambiguity is reported.
- The universe includes archived delisted symbols but historical coverage, renamed/reused tickers, issuer continuity, and current sector metadata remain incomplete. Missing evidence/outcomes are withheld or unresolved.
- Prices and volumes are split-adjusted. Historical printed prices may differ. Returns exclude dividends, financing and interest on idle cash.
- Earnings association is established from dated release/news evidence. Other simultaneous news can also contribute; the study does not prove causal attribution.
- Control events come from the same screened cohorts with earnings gaps below 10%; this is a descriptive comparison, not a randomized or fully matched causal control.
- Mean R uses each trade’s initial entry-to-stop distance. Very tight stops can produce extreme R multiples; this is not a feasible portfolio return or a leverage recommendation.
- A reference stop at or above next-open entry is invalid and skipped for that configuration. Each cell shows its own usable sample.
- Maximum subsequent gain ignores stops and is shown only to diagnose winners that a stop would have removed.
Generated Sep 29, 2026 · Seed 100before50-earnings-reversal-v1-2026-09-29