📊 Earnings 5y v5 — 08:15+ Entry × TTN × Yahoo Options

3,602 events (FINRA-filtered) · entry 08:15+ · exit MOO · net 0.13%/side · TTN+Yahoo enriched.

⚡ KEY DISCOVERY

LONG gap>+10% + call_heavy OI at 08:15 → WR 83.6%, Sharpe 11.2 (N=55).
SHORT gap_dn<-10% + TTN news flow at 08:15 → WR 75%, Sharpe 7-9.

Entry time matters less than SETUP. Baseline edge is mild (Sharpe 0.4-0.8); enrichment lifts to 5-11.

815 LONG

WR 44.2%

mean -0.70% · Sh -0.59 · N 3,602

815 SHORT

WR 48.4%

mean +0.44% · Sh +0.37 · N 3,602

830 LONG

WR 44.0%

mean -0.74% · Sh -0.68 · N 2,945

830 SHORT

WR 48.5%

mean +0.48% · Sh +0.44 · N 2,945

845 LONG

WR 43.2%

mean -0.56% · Sh -0.47 · N 2,972

845 SHORT

WR 48.9%

mean +0.30% · Sh +0.25 · N 2,972

900 LONG

WR 42.9%

mean -0.91% · Sh -1.10 · N 1,674

900 SHORT

WR 48.5%

mean +0.65% · Sh +0.79 · N 1,674

915 LONG

WR 42.0%

mean -0.54% · Sh -0.43 · N 3,116

915 SHORT

WR 47.9%

mean +0.28% · Sh +0.22 · N 3,116

924 LONG

WR 40.9%

mean -0.52% · Sh -0.42 · N 3,198

924 SHORT

WR 46.2%

mean +0.26% · Sh +0.21 · N 3,198

🏆 TOP SHORT setups (Sharpe ≥ 1.5)

Setup	Entry	Side	N	WR	Mean%	Sharpe	Σ PnL%
gap=<-10%_ttn=mid	830	SHORT	66	74.2%	+1.97	+8.81 ★★★	+130
gap=<-10%_ttn=mid	815	SHORT	68	75.0%	+2.28	+7.10 ★★★	+155
gap=-10..-5_ttn=low	830	SHORT	82	72.0%	+1.41	+7.08 ★★★	+115
gap=-10..-5_ttn=mid	815	SHORT	113	75.2%	+3.28	+5.09 ★★★	+371
gap=<-10%	815	SHORT	229	74.2%	+2.80	+5.01 ★★★	+640
gap=-10..-5_ttn=mid	830	SHORT	97	77.3%	+3.33	+4.85 ★★	+323
gap=<-10%	830	SHORT	222	72.5%	+2.57	+4.72 ★★	+570
gap=<-10%_ttn=high	830	SHORT	94	72.3%	+3.36	+4.22 ★★	+316
gap=<-10%_ttn=high	815	SHORT	94	74.5%	+3.19	+4.01 ★★	+300
iv_skew=call_skew_strong	900	SHORT	163	49.7%	+5.18	+3.95 ★★	+844
gap=-10..-5_ttn=high	815	SHORT	141	65.2%	+3.82	+3.90 ★★	+538
gap=-10..-5	830	SHORT	368	69.3%	+2.44	+3.72 ★★	+899
gap=<-10%	900	SHORT	184	72.3%	+2.05	+3.61 ★★	+377
gap=<-10%_pc=call_heavy	815	SHORT	64	73.4%	+2.62	+3.60 ★★	+168
gap=-10..-5_ttn=high	830	SHORT	131	62.6%	+3.16	+3.54 ★★	+414

🏆 TOP LONG setups (Sharpe ≥ 1.5)

Setup	Entry	Side	N	WR	Mean%	Sharpe	Σ PnL%
gap=>+10%_pc=call_heavy	815	LONG	55	83.6%	+1.82	+11.19 ★★★	+100
gap=>+10%_pc=call_heavy	830	LONG	53	84.9%	+1.60	+10.80 ★★★	+85
gap=>+10%_pc=put_heavy	815	LONG	51	66.7%	+1.75	+7.14 ★★★	+89
gap=>+10%_ttn=low	815	LONG	56	85.7%	+2.28	+2.81 ★★	+128
gap=>+10%_ttn=low	830	LONG	54	77.8%	+1.56	+1.95 ★	+84
gap=+5..+10_ttn=low	815	LONG	95	71.6%	+4.49	+1.63 ★	+427

⚠️ WORST setups (Sharpe ≤ -1.0) — AVOID

Setup	Entry	Side	N	WR	Mean%	Sharpe	Σ PnL%
gap=>+10%_pc=call_heavy	815	SHORT	55	12.7%	-2.08	-12.80	-114
gap=>+10%_pc=call_heavy	830	SHORT	53	15.1%	-1.86	-12.56	-99
gap=<-10%_ttn=mid	830	LONG	66	18.2%	-2.23	-9.98	-147
gap=-10..-5_ttn=low	830	LONG	82	25.6%	-1.67	-8.39	-137
gap=>+10%_pc=put_heavy	815	SHORT	51	29.4%	-2.01	-8.20	-103
gap=<-10%_ttn=mid	815	LONG	68	20.6%	-2.54	-7.91	-172
gap=-10..-5_ttn=mid	815	LONG	113	21.2%	-3.54	-5.49	-400
gap=<-10%	815	LONG	229	22.3%	-3.06	-5.47	-700
gap=-10..-5_ttn=mid	830	LONG	97	19.6%	-3.59	-5.23	-349
gap=<-10%	830	LONG	222	20.3%	-2.83	-5.20	-628
gap=<-10%_ttn=high	830	LONG	94	20.2%	-3.62	-4.54	-340
gap=<-10%_ttn=high	815	LONG	94	22.3%	-3.45	-4.34	-324
gap=-10..-5_ttn=high	815	LONG	141	28.4%	-4.08	-4.17	-575
iv_skew=call_skew_strong	900	LONG	163	43.6%	-5.44	-4.15	-886
gap=-10..-5	830	LONG	368	25.0%	-2.70	-4.12	-994

📰 TTN enrichment effect @ 08:15

News volume bucket × side. HIGH news flow → SHORT works (Sh +2.6), LONG fails (Sh -2.9).

No data.

Guidance / Analyst presence @ 08:15

No data.

📞 Yahoo Options enrichment

PC ratio OI bucket per entry time × side. Call-lean = SHORT edge consistent.

Setup	Entry	Side	N	WR	Mean%	Sharpe	Σ PnL%
pc_oi=call_heavy	815	LONG	954	43.3%	-1.50	-2.77	-1426
pc_oi=call_lean	815	LONG	787	43.5%	-3.17	-3.29	-2492
pc_oi=balanced	815	LONG	672	43.9%	-0.45	-1.44	-301
pc_oi=put_heavy	815	LONG	541	45.3%	-0.33	-1.60	-177
pc_oi=call_heavy	815	SHORT	954	49.0%	+1.24	+2.29 ★★	+1178
pc_oi=call_lean	815	SHORT	787	49.3%	+2.91	+3.02 ★★	+2287
pc_oi=balanced	815	SHORT	672	47.5%	+0.19	+0.60	+126
pc_oi=put_heavy	815	SHORT	541	47.9%	+0.07	+0.33	+37
pc_oi=call_heavy	830	LONG	744	44.0%	-1.35	-2.55	-1007
pc_oi=call_lean	830	LONG	675	42.8%	-2.92	-3.16	-1973
pc_oi=balanced	830	LONG	592	45.6%	-0.42	-1.35	-247
pc_oi=put_heavy	830	LONG	425	41.4%	-0.33	-1.85	-141
pc_oi=call_heavy	830	SHORT	744	47.7%	+1.09	+2.06 ★★	+813
pc_oi=call_lean	830	SHORT	675	51.3%	+2.66	+2.88 ★★	+1798
pc_oi=balanced	830	SHORT	592	46.3%	+0.16	+0.51	+93
pc_oi=put_heavy	830	SHORT	425	49.9%	+0.07	+0.40	+31
pc_oi=call_heavy	900	LONG	374	39.3%	-0.95	-2.29	-357
pc_oi=call_lean	900	LONG	437	45.5%	-3.02	-3.14	-1322
pc_oi=balanced	900	LONG	370	44.3%	-0.28	-2.00	-102
pc_oi=put_heavy	900	LONG	203	38.4%	-0.48	-3.63	-97
pc_oi=call_heavy	900	SHORT	374	50.8%	+0.69	+1.66 ★	+259
pc_oi=call_lean	900	SHORT	437	46.9%	+2.76	+2.87 ★★	+1208
pc_oi=balanced	900	SHORT	370	47.6%	+0.02	+0.12	+6
pc_oi=put_heavy	900	SHORT	203	51.2%	+0.22	+1.65 ★	+44

IV Skew bucket × entry time

Strong call skew (low put IV) → SHORT works at all times.

Setup	Entry	Side	N	WR	Mean%	Sharpe	Σ PnL%
iv_skew=call_skew_strong	815	LONG	356	46.1%	-3.74	-3.52	-1332
iv_skew=call_skew	815	LONG	701	42.7%	-0.46	-1.48	-322
iv_skew=put_skew_mild	815	LONG	976	43.3%	-1.95	-2.96	-1899
iv_skew=put_skew	815	LONG	520	43.7%	-1.04	-2.00	-539
iv_skew=put_skew_strong	815	LONG	401	45.4%	-0.76	-1.91	-304
iv_skew=call_skew_strong	815	SHORT	356	48.6%	+3.48	+3.27 ★★	+1239
iv_skew=call_skew	815	SHORT	701	48.8%	+0.20	+0.64	+139
iv_skew=put_skew_mild	815	SHORT	976	49.2%	+1.69	+2.56 ★★	+1645
iv_skew=put_skew	815	SHORT	520	49.6%	+0.78	+1.50 ★	+404
iv_skew=put_skew_strong	815	SHORT	401	44.9%	+0.50	+1.26 ★	+200
iv_skew=call_skew_strong	830	LONG	292	44.5%	-3.96	-3.54	-1156
iv_skew=call_skew	830	LONG	591	41.8%	-0.54	-1.64	-320
iv_skew=put_skew_mild	830	LONG	848	44.0%	-1.61	-2.77	-1369
iv_skew=put_skew	830	LONG	422	42.9%	-0.78	-1.69	-330
iv_skew=put_skew_strong	830	LONG	283	46.3%	-0.68	-1.65	-194
iv_skew=call_skew_strong	830	SHORT	292	48.3%	+3.70	+3.30 ★★	+1080
iv_skew=call_skew	830	SHORT	591	49.6%	+0.28	+0.85	+166
iv_skew=put_skew_mild	830	SHORT	848	50.1%	+1.35	+2.33 ★★	+1148
iv_skew=put_skew	830	SHORT	422	48.1%	+0.52	+1.12 ★	+220
iv_skew=put_skew_strong	830	SHORT	283	44.2%	+0.42	+1.02 ★	+120
iv_skew=call_skew_strong	900	LONG	163	43.6%	-5.44	-4.15	-886
iv_skew=call_skew	900	LONG	367	39.2%	-0.29	-2.46	-108
iv_skew=put_skew_mild	900	LONG	493	45.4%	-1.29	-2.43	-634
iv_skew=put_skew	900	LONG	227	43.2%	-0.43	-1.50	-97
iv_skew=put_skew_strong	900	LONG	134	38.1%	-1.13	-2.24	-152
iv_skew=call_skew_strong	900	SHORT	163	49.7%	+5.18	+3.95 ★★	+844
iv_skew=call_skew	900	SHORT	367	51.0%	+0.03	+0.29	+13
iv_skew=put_skew_mild	900	SHORT	493	46.2%	+1.03	+1.94 ★	+506
iv_skew=put_skew	900	SHORT	227	48.5%	+0.17	+0.59	+38
iv_skew=put_skew_strong	900	SHORT	134	51.5%	+0.87	+1.73 ★	+117

📐 Gap bucket effect @ 08:15

No data.

📊 Iconic Tickers — Last 3 Earnings (08:15→MOO)

FINRA-filtered. Entry @ 08:15 / Exit @ MOO. TTN + Yahoo opts enrichment per event.

NVDA

NVDA 2026-02-26 · AMC · c_m1=$195.56

-1.61%

TTN: GUID×14 · ANAL×9 · CALL×1 · EARN×13 OPTS: PC_OI=0.71 · skew=+0.104

📰 Wedbush, Inc. Reiterates NVDA with Outperform, price target: $300 from $230

NVDA 2025-11-20 · AMC · c_m1=$186.52

-0.27%

TTN: GUID×14 · ANAL×7 · EARN×13 OPTS: PC_OI=0.71 · skew=+0.104

📰 Evercore ISI Institutional Equities Reiterates NVDA with Outperform, price target: $352

NVDA 2025-08-28 · AMC · c_m1=$181.6

+0.76%

TTN: GUID×18 · ANAL×1 · EARN×11 OPTS: PC_OI=0.71 · skew=+0.104

📰 *MORE PRESS REPORTS THAT NVIDIA SAID TO BE⁩ IN TALKS WITH US TO SELL BLACKWELL AI CHIP TO CHINA; NVIDIA WANTS TO GIVE US CUT OF BLACKWELL CHINA SALES - FOX

TSLA

TSLA 2026-01-29 · AMC · c_m1=$431.46

-0.24%

TTN: GUID×18 · ANAL×1 · EARN×9 OPTS: —

📰 Musk: Optimus 4 will be built in Texas at much higher volume - X post

TSLA 2025-10-23 · AMC · c_m1=$438.97

-0.30%

TTN: GUID×9 · ANAL×2 · EARN×12 OPTS: —

📰 Cantor Fitzgerald Reiterates TSLA with Overweight, price target: $510 from $355

TSLA 2025-07-24 · AMC · c_m1=$332.56

-0.64%

TTN: GUID×9 · ANAL×7 · EARN×9 OPTS: —

📰 Cantor Fitzgerald Reiterates TSLA with Overweight, price target: $355

AAPL

AAPL 2026-01-30 · AMC · c_m1=$258.28

-1.28%

TTN: GUID×8 · ANAL×2 · CALL×2 · EARN×8 OPTS: —

📰 CitiGroup Reiterates AAPL with Buy, price target: $315

AAPL 2025-10-31 · AMC · c_m1=$271.4

-0.33%

TTN: GUID×2 · ANAL×3 · CALL×1 · EARN×8 OPTS: —

📰 Evercore ISI Institutional Equities Reiterates AAPL with Outperform, price target: $300

AAPL 2025-08-01 · AMC · c_m1=$207.57

-0.25%

TTN: GUID×2 · ANAL×6 · EARN×9 OPTS: —

📰 Morgan Stanley Reiterates AAPL with Overweight, price target: $240

AMZN

AMZN 2026-02-06 · AMC · c_m1=$222.69

-0.64%

TTN: GUID×10 · ANAL×11 · CALL×6 · EARN×6 OPTS: —

📰 Cantor Fitzgerald Reiterates AMZN with Overweight, price target: $250

AMZN 2025-10-31 · AMC · c_m1=$222.86

-0.08%

TTN: GUID×14 · ANAL×6 · CALL×6 · EARN×6 OPTS: —

📰 Evercore ISI Institutional Equities Reiterates AMZN with Outperform, price target: $335

AMZN 2025-08-01 · AMC · c_m1=$234.11

+0.98%

TTN: GUID×6 · ANAL×8 · CALL×6 · EARN×6 OPTS: —

📰 UBS Reiterates AMZN with Buy, price target: $271

GOOGL

GOOGL 2026-02-05 · AMC · c_m1=$333.04

-2.13%

TTN: GUID×8 · ANAL×20 · EARN×8 OPTS: PC_OI=0.61 · skew=-0.007

📰 Wedbush, Inc. Reiterates GOOGL with Outperform, price target: $370 from $360

GOOGL 2025-10-30 · AMC · c_m1=$274.57

-2.06%

TTN: GUID×7 · ANAL×18 · EARN×5 OPTS: PC_OI=0.61 · skew=-0.007

📰 Goldman Sachs Reiterates GOOGL with Buy, price target: $330 from $288

GOOGL 2025-07-24 · AMC · c_m1=$190.23

-0.16%

TTN: GUID×12 · ANAL×10 · EARN×5 OPTS: PC_OI=0.61 · skew=-0.007

📰 Needham Reiterates GOOGL with Buy, price target: $220

MSFT

MSFT 2026-01-29 · AMC · c_m1=$481.63

-1.79%

TTN: GUID×8 · ANAL×6 · EARN×6 OPTS: PC_OI=0.41 · skew=-0.023

📰 Wells Fargo Reiterates MSFT with Overweight, price target: $615

MSFT 2025-10-30 · AMC · c_m1=$541.55

+0.23%

TTN: GUID×8 · ANAL×12 · EARN×6 OPTS: PC_OI=0.41 · skew=-0.023

📰 Raymond James Reiterates MSFT with Outperform, price target: $600 from $630

MSFT 2025-07-31 · AMC · c_m1=$513.24

-0.50%

TTN: GUID×7 · ANAL×11 · EARN×6 OPTS: PC_OI=0.41 · skew=-0.023

📰 Wedbush, Inc. Reiterates MSFT with Outperform, price target: $625 from $600

NFLX

NFLX 2026-01-21 · AMC · c_m1=$87.26

+1.79%

TTN: GUID×12 · ANAL×14 · EARN×12 OPTS: PC_OI=0.59 · skew=-0.178

📰 Guggenheim Securities Reiterates NFLX with Buy, price target: $130 from $145

NFLX 2025-10-22 · AMC · c_m1=$124.135

-90.02%

TTN: GUID×13 · ANAL×4 · EARN×13 OPTS: PC_OI=0.59 · skew=-0.178

📰 Piper/Sandler Reiterates NFLX with Overweight, price target: $1,400 from $1,500

NFLX 2025-07-18 · AMC · c_m1=$127.417

-90.01%

TTN: GUID×12 · ANAL×1 · EARN×12 OPTS: PC_OI=0.59 · skew=-0.178

📰 TTN Summary of 16:45ET Earnings Call: Member growth picked up late in Q2; Content expenses to ramp in Q3 and Q4, even with that we still expect margins to be up

AMD

AMD 2026-02-04 · AMC · c_m1=$242.11

-1.85%

TTN: GUID×7 · ANAL×4 · EARN×6 OPTS: —

📰 CEO Su: Enterprise CEO's very focused on how to re-skill workforce using AI; OpenAI is a fantastic partner who we have been working with for a couple of yea

AMD 2025-11-05 · AMC · c_m1=$250.05

+0.57%

TTN: GUID×11 · ANAL×2 · EARN×7 OPTS: —

📰 TD Cowen Reiterates AMD with Buy, price target: $290

AMD 2025-08-06 · AMC · c_m1=$174.31

+0.21%

TTN: GUID×9 · ANAL×5 · EARN×7 OPTS: —

📰 Piper/Sandler Reiterates AMD with Overweight, price target: $190 from $140

COIN

COIN 2026-02-13 · AMC · c_m1=$141.09

+3.71%

TTN: GUID×3 · ANAL×2 · EARN×2 OPTS: PC_OI=0.47 · skew=-0.094

📰 JPMorgan Chase and Co Reiterates COIN with Overweight, price target: $252 from $290

COIN 2025-10-31 · AMC · c_m1=$328.51

-2.08%

TTN: GUID×3 · ANAL×2 · EARN×2 OPTS: PC_OI=0.47 · skew=-0.094

📰 H.C. Wainwright Reiterates COIN with Buy, price target: $425

COIN 2025-08-01 · AMC · c_m1=$377.76

-2.17%

TTN: GUID×2 · ANAL×5 · EARN×2 OPTS: PC_OI=0.47 · skew=-0.094

📰 Cantor Fitzgerald Reiterates COIN with Overweight, price target: $500

PLTR

PLTR 2026-02-03 · AMC · c_m1=$147.76

+0.60%

TTN: GUID×6 · ANAL×5 · EARN×5 OPTS: PC_OI=0.82 · skew=-0.039

📰 Cantor Fitzgerald Reiterates PLTR with Neutral, price target: $198

PLTR 2025-11-04 · AMC · c_m1=$207.18

+0.41%

TTN: GUID×6 · ANAL×3 · EARN×5 OPTS: PC_OI=0.82 · skew=-0.039

📰 CEO Karp: Expert class is weak-kneed and retailers are all in on PLTR - CNBC

PLTR 2025-08-05 · AMC · c_m1=$160.66

-0.38%

TTN: GUID×6 · ANAL×4 · EARN×5 OPTS: PC_OI=0.82 · skew=-0.039

📰 Loop Capital Reiterates PLTR with Buy, price target: $180

MU

MU 2026-03-19 · AMC · c_m1=$461.73

-2.56%

TTN: GUID×10 · ANAL×6 · CALL×1 · EARN×9 OPTS: PC_OI=1.21 · skew=+0.008

📰 Mizuho Securities Reiterates MU with Outperform, price target: $530

MU 2025-12-18 · AMC · c_m1=$225.52

+0.32%

TTN: GUID×19 · ANAL×1 · CALL×1 · EARN×9 OPTS: PC_OI=1.21 · skew=+0.008

📰 TD Cowen Reiterates MU with Buy, price target: $300 from $275

MU 2025-09-24 · AMC · c_m1=$166.41

+0.32%

TTN: GUID×11 · ANAL×3 · CALL×1 · EARN×9 OPTS: PC_OI=1.21 · skew=+0.008

📰 Keybanc/Pacific Crest Reiterates MU with Overweight, price target: $215 from $160

📊 Earnings 5y v5 — 08:15+ Entry × TTN × Yahoo Options

🏆 TOP SHORT setups (Sharpe ≥ 1.5)

🏆 TOP LONG setups (Sharpe ≥ 1.5)

⚠️ WORST setups (Sharpe ≤ -1.0) — AVOID

📰 TTN enrichment effect @ 08:15

Guidance / Analyst presence @ 08:15

📞 Yahoo Options enrichment

IV Skew bucket × entry time

📐 Gap bucket effect @ 08:15

📊 Iconic Tickers — Last 3 Earnings (08:15→MOO)

NVDA

TSLA

AAPL

AMZN

META

GOOGL

MSFT

NFLX

AMD

COIN

PLTR

MU