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, and the reason is debated (slow institutional re-rating, sticky analyst estimates, retail herd behavior).

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

Variants worth setting up

• "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"