Earnings Surprise Drift

PEAD proxy: buy after >3% gap-up on 2x volume, ride drift 20-60 days

Total Return

+9.7%

Sharpe Ratio

-0.30

Max Drawdown

-1.5%

Win Rate

7.8%

Alpha

-62.3%

Comp. Score *

0.00

Risk Parameters

Max Allocation0.0%

Stop Loss5.0%

Take Profit5.0%

Max DD Tolerance1.5%

Rebalancedaily

Execution Guidance

Order TypeLimit

Entry RuleBuy 0.5% below market in uptrend.

TimingSAFE TO BUY. *

ScalingEnter in 3 tranches over 1-2 weeks.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
CASH	HOLD	0%	N/A	N/A	100% cash