pead
Bernard-Thomas (1989) J. of Acc. Research — Post-Earnings Announcement Drift, +3-6% per surprise direction over 60 days
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
—
0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
Bernard-Thomas (1989) J. of Acc. Research — Post-Earnings Announcement Drift, +3-6% per surprise direction over 60 days
Supported Markets
JP StockUS Stock
State Transition History
No state changes recorded yet