Post-earnings drift alerts
Post-earnings drift is one of the most documented anomalies in finance. Stocks that gap on earnings beats tend to keep moving in the same direction for days or weeks. Tickerbot catches the drift on day 2 — when the trade is still clean.
What is post-earnings drift?
When a company reports earnings that beat consensus, the stock typically gaps in response. What surprises new traders is that the gap usually doesn't fully close — the stock continues drifting in the same direction for days or weeks afterward. Academics have documented this anomaly across decades of data.
The trade isn't to buy on the print itself. It's to buy on day 2 or 3, once the gap holds, and ride the drift.
How Tickerbot does it
Tickerbot tracks days_to_earnings and price action together. When a stock has just reported (within the last 5 trading days) and the post-earnings gap is still holding, the drift conditions are met. You can stack additional filters — beat magnitude, sector, market cap, analyst revisions — for higher conviction.
Stacking with surprise magnitude
The strongest drift trades come from big beats combined with analyst confirmation. A 10%+ EPS surprise that's still holding gains on day 3, especially with fresh upgrades, is the high-conviction version of the setup.
Common variations you can build
- Stocks that gapped down 5%+ on earnings and continued falling over the next 3 days (negative drift, useful for shorts)
- Earnings beats with raised guidance still drifting up after 5 days
- Post-earnings drift on small caps (under $2B) for sharper moves
- Drift trades only on days 2-3 — narrow the window
Related alerts
Other earnings-related alerts that complement drift trading