📊 Earnings 5y v5 (NO FINRA filter) — 08:15+ × TTN × Yahoo Options

3,930 events (NO filter) · entry 08:15+ · exit MOO · net 0.13%/side. → FINRA-filtered version

⚡ NO-FINRA vs FINRA-FILTERED

NO FINRA: 3,930 events, top LONG gap>+10%+call_heavy 0815 → WR 87%, Sh 11.95
FINRA-clean: 3,602 events, same setup → WR 84%, Sh 11.19. NO-FINRA wins on N+Sharpe.

Edge robust to FINRA noise. Don't bother filtering — Datum has no ex_finr for 1m bars anyway.

815 LONG

WR 44.8%

mean -0.64% · Sh -0.52 · N 3,930

815 SHORT

WR 48.0%

mean +0.38% · Sh +0.31 · N 3,930

830 LONG

WR 44.0%

mean -0.70% · Sh -0.57 · N 3,428

830 SHORT

WR 48.9%

mean +0.44% · Sh +0.36 · N 3,428

845 LONG

WR 43.1%

mean -0.72% · Sh -0.65 · N 3,470

845 SHORT

WR 48.9%

mean +0.46% · Sh +0.41 · N 3,470

900 LONG

WR 43.2%

mean -0.82% · Sh -0.83 · N 2,039

900 SHORT

WR 48.4%

mean +0.56% · Sh +0.56 · N 2,039

915 LONG

WR 42.5%

mean -0.64% · Sh -0.53 · N 3,551

915 SHORT

WR 47.2%

mean +0.38% · Sh +0.31 · N 3,551

924 LONG

WR 41.5%

mean -0.67% · Sh -0.57 · N 3,629

924 SHORT

WR 45.6%

mean +0.41% · Sh +0.35 · N 3,629

🏆 TOP SHORT setups (Sharpe ≥ 1.5)

Setup	Entry	Side	N	WR	Mean%	Sharpe	Σ PnL%
gap=<-10%_ttn=mid	830	SHORT	68	76.5%	+2.02	+9.15 ★★★	+138
gap=<-10%_ttn=mid	815	SHORT	68	73.5%	+2.32	+7.21 ★★★	+158
gap=<-10%	815	SHORT	230	74.3%	+2.88	+5.15 ★★★	+661
gap=-10..-5_ttn=mid	815	SHORT	115	75.7%	+3.22	+5.04 ★★★	+370
gap=-10..-5_ttn=mid	830	SHORT	108	76.9%	+3.25	+4.97 ★★	+351
gap=<-10%	830	SHORT	227	73.6%	+2.64	+4.90 ★★	+599
gap=<-10%_ttn=high	830	SHORT	94	72.3%	+3.36	+4.22 ★★	+316
gap=<-10%_ttn=high	815	SHORT	94	74.5%	+3.20	+4.02 ★★	+300
iv_skew=call_skew_strong	900	SHORT	204	49.0%	+5.30	+4.00 ★★	+1082
gap=-10..-5_ttn=high	815	SHORT	143	67.1%	+3.78	+3.89 ★★	+540
gap=-10..-5_ttn=high	830	SHORT	140	63.6%	+3.71	+3.78 ★★	+520
gap=<-10%	900	SHORT	197	73.1%	+2.04	+3.70 ★★	+402
gap=<-10%_pc=call_heavy	815	SHORT	64	73.4%	+2.63	+3.61 ★★	+169
gap=<-10%_pc=call_heavy	830	SHORT	64	67.2%	+2.52	+3.50 ★★	+161
iv_skew=call_skew_strong	830	SHORT	338	48.2%	+3.48	+3.23 ★★	+1177

🏆 TOP LONG setups (Sharpe ≥ 1.5)

Setup	Entry	Side	N	WR	Mean%	Sharpe	Σ PnL%
gap=>+10%_pc=call_heavy	815	LONG	55	87.3%	+1.89	+11.95 ★★★	+104
gap=>+10%_pc=call_heavy	830	LONG	55	81.8%	+1.56	+10.73 ★★★	+86
gap=>+10%_pc=put_heavy	815	LONG	56	71.4%	+2.22	+8.38 ★★★	+125
gap=>+10%_pc=put_heavy	830	LONG	54	57.4%	+1.72	+7.00 ★★★	+93
gap=>+10%_ttn=low	815	LONG	57	86.0%	+2.27	+2.83 ★★	+130
gap=>+10%_ttn=mid	815	LONG	89	73.0%	+1.09	+1.81 ★	+97
gap=+5..+10_ttn=low	815	LONG	99	72.7%	+4.51	+1.67 ★	+446
gap=>+10%_ttn=low	830	LONG	56	75.0%	+1.33	+1.67 ★	+75
gap=+5..+10_ttn=low	830	LONG	95	69.5%	+4.30	+1.56 ★	+409

⚠️ WORST setups (Sharpe ≤ -1.0) — AVOID

Setup	Entry	Side	N	WR	Mean%	Sharpe	Σ PnL%
gap=>+10%_pc=call_heavy	815	SHORT	55	10.9%	-2.15	-13.59	-118
gap=>+10%_pc=call_heavy	830	SHORT	55	16.4%	-1.82	-12.52	-100
gap=<-10%_ttn=mid	830	LONG	68	17.6%	-2.28	-10.32	-155
gap=>+10%_pc=put_heavy	815	SHORT	56	26.8%	-2.48	-9.36	-139
gap=>+10%_pc=put_heavy	830	SHORT	54	37.0%	-1.98	-8.06	-107
gap=<-10%_ttn=mid	815	LONG	68	23.5%	-2.58	-8.01	-175
gap=<-10%	815	LONG	230	22.6%	-3.14	-5.62	-721
gap=-10..-5_ttn=mid	815	LONG	115	20.9%	-3.48	-5.45	-400
gap=<-10%	830	LONG	227	19.4%	-2.90	-5.38	-658
gap=-10..-5_ttn=mid	830	LONG	108	19.4%	-3.51	-5.36	-379
gap=<-10%_ttn=high	830	LONG	94	20.2%	-3.62	-4.54	-340
gap=<-10%_ttn=high	815	LONG	94	22.3%	-3.46	-4.34	-325
iv_skew=call_skew_strong	900	LONG	204	43.6%	-5.56	-4.20	-1135
gap=<-10%	900	LONG	197	24.4%	-2.30	-4.17	-453
gap=-10..-5_ttn=high	815	LONG	143	28.7%	-4.04	-4.16	-578

📰 TTN news volume @ 08:15

No data.

Guidance / Analyst presence @ 08:15

No data.

📞 Yahoo Options PC ratio

Setup	Entry	Side	N	WR	Mean%	Sharpe	Σ PnL%
pc_oi=call_heavy	815	LONG	1070	44.9%	-1.49	-2.80	-1595
pc_oi=call_lean	815	LONG	833	43.9%	-3.10	-3.27	-2585
pc_oi=balanced	815	LONG	707	46.1%	-0.39	-1.28	-276
pc_oi=put_heavy	815	LONG	609	45.0%	-0.48	-1.49	-294
pc_oi=call_heavy	815	SHORT	1070	48.2%	+1.23	+2.31 ★★	+1316
pc_oi=call_lean	815	SHORT	833	49.5%	+2.84	+3.00 ★★	+2368
pc_oi=balanced	815	SHORT	707	45.1%	+0.13	+0.43	+92
pc_oi=put_heavy	815	SHORT	609	48.4%	+0.22	+0.69	+135
pc_oi=call_heavy	830	LONG	911	44.9%	-1.47	-2.72	-1336
pc_oi=call_lean	830	LONG	751	41.9%	-3.28	-3.37	-2465
pc_oi=balanced	830	LONG	644	46.7%	-0.40	-1.33	-256
pc_oi=put_heavy	830	LONG	514	41.1%	-0.53	-1.63	-274
pc_oi=call_heavy	830	SHORT	911	47.5%	+1.21	+2.23 ★★	+1099
pc_oi=call_lean	830	SHORT	751	51.5%	+3.02	+3.10 ★★	+2270
pc_oi=balanced	830	SHORT	644	46.4%	+0.14	+0.46	+89
pc_oi=put_heavy	830	SHORT	514	50.2%	+0.27	+0.83	+140
pc_oi=call_heavy	900	LONG	470	40.6%	-0.98	-2.22	-461
pc_oi=call_lean	900	LONG	515	44.5%	-3.09	-3.19	-1593
pc_oi=balanced	900	LONG	439	45.8%	-0.58	-1.82	-255
pc_oi=put_heavy	900	LONG	268	41.0%	-0.40	-2.87	-107
pc_oi=call_heavy	900	SHORT	470	49.8%	+0.72	+1.63 ★	+339
pc_oi=call_lean	900	SHORT	515	48.2%	+2.83	+2.92 ★★	+1459
pc_oi=balanced	900	SHORT	439	46.5%	+0.32	+1.01 ★	+141
pc_oi=put_heavy	900	SHORT	268	49.6%	+0.14	+0.99	+37

IV Skew bucket × entry time

Setup	Entry	Side	N	WR	Mean%	Sharpe	Σ PnL%
iv_skew=call_skew_strong	815	LONG	393	47.3%	-3.39	-3.33	-1331
iv_skew=call_skew	815	LONG	750	44.8%	-0.47	-1.45	-353
iv_skew=put_skew_mild	815	LONG	1045	44.4%	-2.00	-3.02	-2087
iv_skew=put_skew	815	LONG	582	44.5%	-1.11	-1.99	-646
iv_skew=put_skew_strong	815	LONG	449	44.8%	-0.74	-1.96	-333
iv_skew=call_skew_strong	815	SHORT	393	46.8%	+3.13	+3.08 ★★	+1229
iv_skew=call_skew	815	SHORT	750	47.2%	+0.21	+0.65	+158
iv_skew=put_skew_mild	815	SHORT	1045	48.5%	+1.74	+2.63 ★★	+1815
iv_skew=put_skew	815	SHORT	582	49.5%	+0.85	+1.53 ★	+495
iv_skew=put_skew_strong	815	SHORT	449	46.5%	+0.48	+1.27 ★	+216
iv_skew=call_skew_strong	830	LONG	338	43.5%	-3.74	-3.48	-1265
iv_skew=call_skew	830	LONG	680	43.8%	-0.48	-1.56	-329
iv_skew=put_skew_mild	830	LONG	947	43.0%	-1.96	-2.97	-1853
iv_skew=put_skew	830	LONG	493	43.0%	-1.27	-2.17	-624
iv_skew=put_skew_strong	830	LONG	362	47.5%	-0.72	-1.76	-261
iv_skew=call_skew_strong	830	SHORT	338	48.2%	+3.48	+3.23 ★★	+1177
iv_skew=call_skew	830	SHORT	680	48.5%	+0.22	+0.72	+152
iv_skew=put_skew_mild	830	SHORT	947	50.8%	+1.70	+2.58 ★★	+1607
iv_skew=put_skew	830	SHORT	493	48.9%	+1.01	+1.72 ★	+496
iv_skew=put_skew_strong	830	SHORT	362	44.8%	+0.46	+1.12 ★	+167
iv_skew=call_skew_strong	900	LONG	204	43.6%	-5.56	-4.20	-1135
iv_skew=call_skew	900	LONG	430	41.2%	-0.50	-1.83	-215
iv_skew=put_skew_mild	900	LONG	600	44.5%	-1.22	-2.48	-729
iv_skew=put_skew	900	LONG	286	46.2%	-0.59	-1.39	-169
iv_skew=put_skew_strong	900	LONG	172	38.4%	-0.97	-2.16	-167
iv_skew=call_skew_strong	900	SHORT	204	49.0%	+5.30	+4.00 ★★	+1082
iv_skew=call_skew	900	SHORT	430	50.2%	+0.24	+0.88	+103
iv_skew=put_skew_mild	900	SHORT	600	46.7%	+0.96	+1.95 ★	+573
iv_skew=put_skew	900	SHORT	286	46.9%	+0.33	+0.78	+95
iv_skew=put_skew_strong	900	SHORT	172	51.7%	+0.71	+1.58 ★	+123

📐 Gap bucket effect @ 08:15

No data.

📊 Iconic Tickers — Last 3 Earnings (08:15→MOO, NO FINRA filter)

Raw PM bars (FINRA prints included). Entry @ 08:15 / Exit @ MOO. TTN + Yahoo opts.

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 (NO FINRA filter) — 08:15+ × TTN × Yahoo Options

🏆 TOP SHORT setups (Sharpe ≥ 1.5)

🏆 TOP LONG setups (Sharpe ≥ 1.5)

⚠️ WORST setups (Sharpe ≤ -1.0) — AVOID

📰 TTN news volume @ 08:15

Guidance / Analyst presence @ 08:15

📞 Yahoo Options PC ratio

IV Skew bucket × entry time

📐 Gap bucket effect @ 08:15

📊 Iconic Tickers — Last 3 Earnings (08:15→MOO, NO FINRA filter)

NVDA

TSLA

AAPL

AMZN

META

GOOGL

MSFT

NFLX

AMD

COIN

PLTR

MU