Earnings 5y — Ticker Patterns & Regime Shift
11,225 events · 2021-2026 · 538 tickers analyzed · Entry PM ≥ 08:00, exit strict MOO · Net 0.13%/side.
Lookahead-audited (pm_pos/range replaced with time-aware snapshot-based features).
⚡ REGIME SHIFT DETECTED
Historical edge (fade gap_up10%) collapsed:
90% WR in 2021-22 → 52% in 2025-26.
New regime: continuation (ride gap_dn, buy defensive bounces), not fade.
LONG edge emerged first time in 2024-26 window.
5y BASELINE SHORT 8:00
WR 51.5%
mean +2.09% · Sharpe 1.06
5y BASELINE LONG 8:00
WR 41.7%
mean −2.35% · Sharpe −1.19 · NO EDGE
RECENT (2y) SHORT 8:00
WR 48.9%
mean +0.65% · edge eroded
RECENT (2y) LONG 8:00
WR 44.7%
mean −0.91% · specific filters WR 60-100%
🟢 Growing Setups (WR↑ trend in 2024-26)
| Setup | Entry | Side | N | 5y WR | Last 2q WR | Slope/qtr | Mean% | Sharpe |
|---|
| gap_entry = gap_dn10% | 9:00 | SHORT | 179 | 58.7% | 81.8% | +2.8pp | +1.2 | −3.1* |
| gap_dir=-1 + prev_day up5% (overnight reversal) | 8:00 | SHORT | 49 | 85.7% | 100% | +2.8pp | +4.59 | 6.2 |
| Comm Services + gap_dir=-1 | 8:00 | SHORT | 65 | 80% | 90% | +3.5pp | +2.26 | 5.1 |
| Tech + gap_dn10% | 8:00 | SHORT | 68 | 63.2% | 88.9% | +4.3pp | +1.74 | 3.1 |
| pm_vol_rel < 0.3× median (quiet PM) | 8:00 | SHORT | 206 | 54.4% | 60% | +2.9pp | +0.93 | 5.35 |
| pre_drift = +10% (rally into earnings → fade) | 9:00 | SHORT | 65 | 63.1% | 73.3% | +2.6pp | +1.34 | 2.9 |
| Utilities + pos_ta_800=LOW | 8:00 | LONG | 48 | 62.5% | 100% | +5.5pp | +1.35 | -1.6 |
| pre_drift=+5% + pos_ta_800=MIDH | 8:00 | LONG | 57 | 57.9% | 100% | +5.7pp | +1.69 | -1.6 |
| Consumer Defensive + Wed | 9:00 | LONG | 64 | 59.4% | 100% | +7.1pp | +1.63 | 1.0 |
| Consumer Defensive (any day) | 9:00 | LONG | 300 | 53.0% | 70.3% | +1.5pp | +0.19 | -0.5 |
| prev_day pd_dn5 (bounce trade) | 8:00 | LONG | 115 | 53.0% | 61.3% | +7.4pp | +1.30 | -0.2 |
| pm_vol_rel > 5× median (extreme vol) | 8:00 | LONG | 63 | 54.0% | 66.7% | +10.3pp ⚡ | +0.59 | -0.7 |
* Sharpe negative on overall gap_dn10 short reflects 5y baseline being bad; the last 2 quarters (growing phase) are positive.
👑 Ticker Leaderboards
SHORT_KINGS (consistent earnings faders, 5y)
N_5y≥15, classified SHORT_KING. Stocks reliably faded across 5y regardless of regime.
| Ticker | Sector | Mcap | N_5y | N_2y |
5y WR | 5y mean% | 2y WR | 2y mean% | Δ WR |
|---|
| APTV |
nan |
$0B |
21 |
8 |
100% |
+16.05 |
100% |
+15.52 |
+0% |
| BDX |
Healthcare |
$0B |
21 |
8 |
100% |
+22.08 |
100% |
+21.57 |
+0% |
| BN |
nan |
$0B |
19 |
8 |
100% |
+34.91 |
100% |
+25.04 |
+0% |
| CMCSA |
Communication Services |
$0B |
21 |
8 |
100% |
+7.91 |
100% |
+7.89 |
+0% |
| HON |
Industrials |
$0B |
21 |
8 |
95% |
+5.86 |
88% |
+5.56 |
-8% |
| WDC |
Technology |
$0B |
21 |
8 |
95% |
+19.81 |
88% |
+13.64 |
-8% |
| TRP |
nan |
$0B |
21 |
8 |
95% |
+6.70 |
88% |
+2.36 |
-8% |
| FAST |
Industrials |
$0B |
21 |
7 |
95% |
+42.54 |
86% |
+27.75 |
-10% |
| MMM |
Industrials |
$0B |
21 |
8 |
90% |
+10.64 |
75% |
+0.80 |
-16% |
| FTV |
Technology |
$0B |
21 |
8 |
90% |
+21.50 |
75% |
+15.63 |
-16% |
| APG |
Industrials |
$0B |
20 |
7 |
90% |
+28.16 |
71% |
+19.21 |
-19% |
| PANW |
Technology |
$0B |
22 |
9 |
86% |
+47.18 |
67% |
+17.26 |
-20% |
| ETR |
Utilities |
$0B |
21 |
8 |
86% |
+38.01 |
62% |
+18.64 |
-23% |
| PCAR |
Industrials |
$0B |
21 |
8 |
81% |
+15.83 |
75% |
+2.61 |
-6% |
| NYT |
Communication Services |
$0B |
21 |
8 |
81% |
+1.35 |
75% |
+1.87 |
-6% |
| WRB |
Financial |
$0B |
21 |
8 |
81% |
+26.90 |
50% |
+3.74 |
-31% |
| APH |
Technology |
$0B |
21 |
8 |
81% |
+34.88 |
50% |
+7.44 |
-31% |
| CTAS |
Industrials |
$0B |
21 |
8 |
81% |
+49.72 |
50% |
+8.78 |
-31% |
| TPG |
Financial |
$0B |
17 |
8 |
76% |
+1.06 |
75% |
+1.07 |
-2% |
| ODFL |
Industrials |
$0B |
21 |
8 |
76% |
+30.66 |
38% |
-0.33 |
-39% |
LONG_KINGS (consistent earnings pumpers, 5y)
N_5y≥15, classified LONG_KING. Rare — most stocks don't hold bids PM→MOO.
| Ticker | Sector | Mcap | N_5y | N_2y |
5y WR | 5y mean% | 2y WR | 2y mean% | Δ WR |
|---|
| UL |
nan |
$0B |
21 |
8 |
100% |
+11.67 |
100% |
+10.42 |
+0% |
| HPQ |
Technology |
$0B |
20 |
8 |
75% |
+0.76 |
75% |
+0.80 |
+0% |
| BSY |
Technology |
$0B |
21 |
8 |
71% |
+1.06 |
75% |
+1.24 |
+4% |
| ENPH |
Technology |
$0B |
21 |
8 |
71% |
+1.36 |
75% |
+1.51 |
+4% |
| BROS |
Consumer Cyclical |
$0B |
18 |
8 |
67% |
+2.39 |
75% |
+1.54 |
+8% |
| BSX |
Healthcare |
$0B |
21 |
8 |
67% |
+0.81 |
38% |
-0.08 |
-29% |
| FOXA |
Communication Services |
$0B |
21 |
8 |
67% |
+0.63 |
62% |
+1.23 |
-4% |
| NVT |
nan |
$0B |
21 |
8 |
67% |
+0.78 |
75% |
+1.48 |
+8% |
| RMBS |
Technology |
$0B |
21 |
8 |
67% |
+0.56 |
75% |
+1.29 |
+8% |
| WELL |
Real Estate |
$0B |
21 |
8 |
67% |
+0.83 |
88% |
+0.95 |
+21% |
📈 Rising Stars (2024-26)
🆕 Emerging LONG edge (L2_WR≥70%)
Names with recent WR≥70% on LONG (N_2y≥4). Many are defensive/dividend names.
| Ticker | Sector | Mcap | N_5y | N_2y |
5y WR | 5y mean% | 2y WR | 2y mean% | Δ WR |
|---|
| UL |
nan |
$0B |
21 |
8 |
100% |
+11.67 |
100% |
+10.42 |
+0% |
| ONON |
nan |
$0B |
18 |
8 |
56% |
+1.58 |
88% |
+5.22 |
+32% |
| IOT |
Technology |
$0B |
17 |
8 |
59% |
+1.13 |
88% |
+2.35 |
+29% |
| GSK |
nan |
$0B |
20 |
8 |
55% |
+0.28 |
88% |
+1.39 |
+32% |
| DHR |
Healthcare |
$0B |
21 |
8 |
38% |
-5.12 |
88% |
+1.37 |
+49% |
| RF |
Financial |
$0B |
21 |
8 |
52% |
-0.26 |
88% |
+1.26 |
+35% |
| TJX |
Consumer Cyclical |
$0B |
21 |
8 |
62% |
+0.82 |
88% |
+0.99 |
+26% |
| OXY |
Energy |
$0B |
21 |
8 |
62% |
+0.21 |
88% |
+0.95 |
+26% |
| WELL |
Real Estate |
$0B |
21 |
8 |
67% |
+0.83 |
88% |
+0.95 |
+21% |
| D |
Utilities |
$0B |
21 |
8 |
67% |
+0.23 |
88% |
+0.85 |
+21% |
| GILD |
Healthcare |
$0B |
21 |
8 |
57% |
+0.08 |
88% |
+0.57 |
+30% |
| PLD |
Real Estate |
$0B |
21 |
8 |
62% |
-0.01 |
88% |
+0.17 |
+26% |
| TECH |
Healthcare |
$0B |
21 |
8 |
43% |
-26.98 |
75% |
+2.99 |
+32% |
| SPGI |
Financial |
$0B |
21 |
8 |
57% |
+0.58 |
75% |
+2.14 |
+18% |
| CTSH |
Technology |
$0B |
21 |
8 |
62% |
+0.77 |
75% |
+2.13 |
+13% |
| BWA |
Consumer Cyclical |
$0B |
21 |
8 |
33% |
-5.52 |
75% |
+2.12 |
+42% |
| MDLZ |
Consumer Defensive |
$0B |
21 |
8 |
62% |
+0.65 |
75% |
+1.66 |
+13% |
| KNX |
Industrials |
$0B |
21 |
8 |
62% |
+0.94 |
75% |
+1.59 |
+13% |
| BROS |
Consumer Cyclical |
$0B |
18 |
8 |
67% |
+2.39 |
75% |
+1.54 |
+8% |
| KR |
Consumer Defensive |
$0B |
21 |
8 |
57% |
+0.48 |
75% |
+1.54 |
+18% |
Still-Working SHORT (S2_WR≥75%)
Names with recent WR≥75% on SHORT (N_2y≥4). Continuation-fading remains profitable here.
| Ticker | Sector | Mcap | N_5y | N_2y |
5y WR | 5y mean% | 2y WR | 2y mean% | Δ WR |
|---|
| BN |
nan |
$0B |
19 |
8 |
100% |
+34.91 |
100% |
+25.04 |
+0% |
| BDX |
Healthcare |
$0B |
21 |
8 |
100% |
+22.08 |
100% |
+21.57 |
+0% |
| APTV |
nan |
$0B |
21 |
8 |
100% |
+16.05 |
100% |
+15.52 |
+0% |
| CMCSA |
Communication Services |
$0B |
21 |
8 |
100% |
+7.91 |
100% |
+7.89 |
+0% |
| PSTG |
nan |
$0B |
21 |
8 |
71% |
+1.23 |
100% |
+3.17 |
+29% |
| ADSK |
Technology |
$0B |
21 |
8 |
67% |
+0.45 |
100% |
+1.33 |
+33% |
| WDC |
Technology |
$0B |
21 |
8 |
95% |
+19.81 |
88% |
+13.64 |
-8% |
| HON |
Industrials |
$0B |
21 |
8 |
95% |
+5.86 |
88% |
+5.56 |
-8% |
| TRP |
nan |
$0B |
21 |
8 |
95% |
+6.70 |
88% |
+2.36 |
-8% |
| JD |
nan |
$0B |
21 |
8 |
57% |
+0.51 |
88% |
+2.02 |
+30% |
| GAP |
Consumer Cyclical |
$0B |
21 |
8 |
67% |
+0.48 |
88% |
+1.86 |
+21% |
| PYPL |
Financial |
$0B |
21 |
8 |
71% |
+0.83 |
88% |
+1.85 |
+16% |
| NET |
Technology |
$0B |
21 |
8 |
62% |
+0.06 |
88% |
+1.59 |
+26% |
| ZS |
Technology |
$0B |
21 |
8 |
52% |
-0.00 |
88% |
+1.25 |
+35% |
| LLY |
Healthcare |
$0B |
21 |
8 |
57% |
+0.18 |
88% |
+1.19 |
+30% |
| INTC |
Technology |
$0B |
21 |
8 |
52% |
+0.32 |
88% |
+1.04 |
+35% |
| MRK |
Healthcare |
$0B |
21 |
8 |
71% |
+0.84 |
88% |
+0.95 |
+16% |
| FAST |
Industrials |
$0B |
21 |
7 |
95% |
+42.54 |
86% |
+27.75 |
-10% |
| SCHW |
Financial |
$0B |
21 |
7 |
76% |
+1.24 |
86% |
+1.85 |
+10% |
| STT |
Financial |
$0B |
21 |
7 |
62% |
+0.47 |
86% |
+1.76 |
+24% |
Biggest LONG WR surges (Δ≥+20pp)
5y→2y delta: these ticks flipped from LONG-negative to LONG-positive in recent window.
| Ticker | Sector | Mcap | N_5y | N_2y |
5y WR | 5y mean% | 2y WR | 2y mean% | Δ WR |
|---|
| DHR |
Healthcare |
$0B |
21 |
8 |
38% |
-5.12 |
88% |
+1.37 |
+49% |
| CELH |
Consumer Defensive |
$0B |
21 |
8 |
29% |
-38.13 |
75% |
+0.51 |
+46% |
| BWA |
Consumer Cyclical |
$0B |
21 |
8 |
33% |
-5.52 |
75% |
+2.12 |
+42% |
| WMT |
Consumer Defensive |
$0B |
21 |
8 |
24% |
-40.98 |
62% |
+1.13 |
+39% |
| RF |
Financial |
$0B |
21 |
8 |
52% |
-0.26 |
88% |
+1.26 |
+35% |
| TWLO |
Technology |
$0B |
21 |
8 |
29% |
-1.30 |
62% |
-0.19 |
+34% |
| GSK |
nan |
$0B |
20 |
8 |
55% |
+0.28 |
88% |
+1.39 |
+32% |
| AMH |
Real Estate |
$0B |
21 |
8 |
43% |
-0.37 |
75% |
+0.50 |
+32% |
| TECH |
Healthcare |
$0B |
21 |
8 |
43% |
-26.98 |
75% |
+2.99 |
+32% |
| SMTC |
Technology |
$0B |
21 |
8 |
43% |
-0.84 |
75% |
+1.27 |
+32% |
| EXEL |
Healthcare |
$0B |
21 |
8 |
43% |
-0.49 |
75% |
+1.16 |
+32% |
| ONON |
nan |
$0B |
18 |
8 |
56% |
+1.58 |
88% |
+5.22 |
+32% |
| ODFL |
Industrials |
$0B |
21 |
8 |
19% |
-30.92 |
50% |
+0.07 |
+31% |
| MPC |
Energy |
$0B |
21 |
8 |
19% |
-0.77 |
50% |
+0.01 |
+31% |
| WRB |
Financial |
$0B |
21 |
8 |
19% |
-27.16 |
50% |
-4.00 |
+31% |
| CTAS |
Industrials |
$0B |
21 |
8 |
19% |
-49.98 |
50% |
-9.04 |
+31% |
| GILD |
Healthcare |
$0B |
21 |
8 |
57% |
+0.08 |
88% |
+0.57 |
+30% |
| IOT |
Technology |
$0B |
17 |
8 |
59% |
+1.13 |
88% |
+2.35 |
+29% |
| NDAQ |
Financial |
$0B |
20 |
8 |
35% |
-20.20 |
62% |
+0.04 |
+28% |
| BF.B |
nan |
$0B |
21 |
8 |
48% |
-0.33 |
75% |
+1.46 |
+27% |
Biggest SHORT WR surges (Δ≥+20pp)
5y→2y delta: these ticks flipped from SHORT-neutral to SHORT-positive recently.
| Ticker | Sector | Mcap | N_5y | N_2y |
5y WR | 5y mean% | 2y WR | 2y mean% | Δ WR |
|---|
| BRK.B |
nan |
$0B |
20 |
7 |
35% |
-0.09 |
71% |
+0.14 |
+36% |
| ZS |
Technology |
$0B |
21 |
8 |
52% |
-0.00 |
88% |
+1.25 |
+35% |
| INTC |
Technology |
$0B |
21 |
8 |
52% |
+0.32 |
88% |
+1.04 |
+35% |
| TMUS |
Communication Services |
$0B |
21 |
8 |
29% |
-0.61 |
62% |
+0.07 |
+34% |
| NI |
Utilities |
$0B |
21 |
8 |
29% |
-0.26 |
62% |
+0.65 |
+34% |
| ADSK |
Technology |
$0B |
21 |
8 |
67% |
+0.45 |
100% |
+1.33 |
+33% |
| RCL |
Consumer Cyclical |
$0B |
21 |
8 |
43% |
-0.04 |
75% |
+0.96 |
+32% |
| NXPI |
nan |
$0B |
21 |
8 |
43% |
-0.54 |
75% |
+0.43 |
+32% |
| AA |
Basic Materials |
$0B |
21 |
8 |
43% |
+0.10 |
75% |
+1.07 |
+32% |
| SAP |
nan |
$0B |
22 |
8 |
32% |
-0.46 |
62% |
-0.01 |
+31% |
| JD |
nan |
$0B |
21 |
8 |
57% |
+0.51 |
88% |
+2.02 |
+30% |
| LLY |
Healthcare |
$0B |
21 |
8 |
57% |
+0.18 |
88% |
+1.19 |
+30% |
| UUUU |
Energy |
$0B |
14 |
5 |
50% |
-0.24 |
80% |
+1.16 |
+30% |
| ASX |
nan |
$0B |
14 |
5 |
50% |
+0.46 |
80% |
+1.66 |
+30% |
| BSX |
Healthcare |
$0B |
21 |
8 |
33% |
-1.07 |
62% |
-0.18 |
+29% |
| BEN |
Financial |
$0B |
21 |
8 |
33% |
-0.73 |
62% |
+0.60 |
+29% |
| PSTG |
nan |
$0B |
21 |
8 |
71% |
+1.23 |
100% |
+3.17 |
+29% |
| BX |
Financial |
$0B |
22 |
8 |
36% |
-0.54 |
62% |
-0.21 |
+26% |
| NET |
Technology |
$0B |
21 |
8 |
62% |
+0.06 |
88% |
+1.59 |
+26% |
| PINS |
Communication Services |
$0B |
21 |
8 |
38% |
-0.08 |
62% |
+0.35 |
+24% |
🏭 Sector Pattern Summary
| Sector | # Tickers | SHORT_KINGS | LONG_KINGS | Avg 2y SHORT WR | Avg 2y LONG WR |
|---|
| Financial | 63 | 10 | 0 | 51% | 44% |
| Industrials | 39 | 10 | 0 | 52% | 42% |
| Technology | 84 | 9 | 4 | 51% | 44% |
| Communication Services | 24 | 8 | 1 | 51% | 43% |
| Consumer Defensive | 37 | 5 | 0 | 45% | 50% |
| Healthcare | 34 | 5 | 1 | 50% | 43% |
| Consumer Cyclical | 44 | 4 | 1 | 48% | 46% |
| Energy | 35 | 3 | 0 | 43% | 48% |
| Utilities | 22 | 2 | 0 | 44% | 47% |
| Basic Materials | 15 | 0 | 0 | 45% | 44% |
| Real Estate | 20 | 0 | 1 | 42% | 51% |
📊 Iconic Ticker Behavior Examples
Last 3 earnings per ticker with PM 1m chart, entry (red ▲) and MOO exit (green ◆).
PSTG — SHORT_KING
nan · $0B
SHORT 5y WR 71% / mean +1.2%
LONG 5y WR 19% / mean -1.5%
Recent 2y: SHORT 100% / LONG 0%
avg |gap| 9.2% · avg pm_range 8.9%
ADSK — short_lean
Technology · $0B
SHORT 5y WR 67% / mean +0.5%
LONG 5y WR 24% / mean -0.7%
Recent 2y: SHORT 100% / LONG 0%
avg |gap| 5.2% · avg pm_range 4.1%
ZS — mixed
Technology · $0B
SHORT 5y WR 52% / mean -0.0%
LONG 5y WR 43% / mean -0.3%
Recent 2y: SHORT 88% / LONG 12%
avg |gap| 7.8% · avg pm_range 6.3%
DHR — short_lean
Healthcare · $0B
SHORT 5y WR 62% / mean +4.9%
LONG 5y WR 38% / mean -5.1%
Recent 2y: SHORT 12% / LONG 88%
avg |gap| 8.1% · avg pm_range 7.5%
TJX — long_lean
Consumer Cyclical · $0B
SHORT 5y WR 29% / mean -1.1%
LONG 5y WR 62% / mean +0.8%
Recent 2y: SHORT 12% / LONG 88%
avg |gap| 2.0% · avg pm_range 7.0%
WMT — SHORT_KING
Consumer Defensive · $0B
SHORT 5y WR 71% / mean +40.7%
LONG 5y WR 24% / mean -41.0%
Recent 2y: SHORT 25% / LONG 62%
avg |gap| 125.3% · avg pm_range 14.3%
GSK — mixed
nan · $0B
SHORT 5y WR 40% / mean -0.5%
LONG 5y WR 55% / mean +0.3%
Recent 2y: SHORT 0% / LONG 88%
avg |gap| 2.0% · avg pm_range 3.8%
WELL — LONG_KING
Real Estate · $0B
SHORT 5y WR 19% / mean -1.1%
LONG 5y WR 67% / mean +0.8%
Recent 2y: SHORT 12% / LONG 88%
avg |gap| 0.9% · avg pm_range 3.1%
TSLA — SHORT_KING
Consumer Cyclical · $0B
SHORT 5y WR 76% / mean +22.0%
LONG 5y WR 19% / mean -22.3%
Recent 2y: SHORT 62% / LONG 38%
avg |gap| 71.5% · avg pm_range 6.6%