Earnings Whisper

Pre-earnings drift: accumulation patterns predict positive surprises

Earnings Whisper (Pre-Drift)

Total Return

+29.6%

Sharpe Ratio

0.45

Max Drawdown

-10.3%

Win Rate

51.8%

Alpha

-14.1%

Comp. Score *

0.08

Risk Parameters

Max Allocation6.9%

Stop Loss10.3%

Take Profit5.0%

Max DD Tolerance10.3%

Rebalanceweekly

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
CRM	BUY	33%	14.4% below entry	7.0% above entry	4.9%	TV YH
META	BUY	36%	15.6% below entry	7.6% above entry	4.6%	TV YH
JPM	BUY	25%	11.0% below entry	5.3% above entry	6.5%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -29% drawdown to return 59% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

24.3%

Avg 5Y Sharpe

0.09

10Y Return

59.2%

10Y Sharpe

0.12

HODL Composite

0.33

Consistency

64%

Suitable for passive