Swing S9Swing Momentum Rides
The Earnings Surprise Drift
Riding multi-week momentum after blowout quarterly earnings beat analyst estimates.
Run Date:
Holding Horizon
2 to 3 Weeks (Max 15 Days)
Swing Momentum
Target Move
~8% Target Move
Profit Objective
Risk / Invalidation Stop
~5% Defined Stop-Loss
Defined Floor
Review Cadence
Daily (Earnings Season Scan)
Automated Audit
What This Playbook Does
Exploits the famous academic phenomenon known as Post-Earnings Announcement Drift (PEAD), where massive earnings beats continue moving upward for weeks.
The Smart Money Footprint
Institutional analysts revising target prices upward, causing sustained multi-week post-earnings buying.
Key Advantages & Where This Strategy Excels (Pros)
Harnesses peer-reviewed academic PEAD anomaly where massive earnings beats drift upward for weeks
Demands YoY net profit growth > 20% and revenue growth > 10% outperforming sector peers
Confirmed by broker upgrades and heavy volume expansion (>= 2.0x average)
Vulnerabilities & Market Regimes to Avoid (Cons)
Only active during quarterly corporate earnings reporting seasons (Jan-Feb, Apr-May, Jul-Aug, Oct-Nov)
Can gap against you if follow-up management concall commentary gives weak guidance
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Stocks Shortlisted by The Earnings Surprise Drift
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