Earnings Audit Apr 22

🔬 Earnings Strategies — Audit + Own Research (Apr 22, 2026)

Scope: Full re-audit всех Apr 21 earnings-записей + own 5y honest WF research post-conf-call (BMO ≥ 09:30, AMC ≥ 18:00).
Data: 10,738 earnings events (split+liquidity filtered). Train 2021-2023 / Test 2024-2026.
TL;DR: Все Money Makers 25 DEAD в post-CC окне. 0 edges проходят strict filter (Sh_te≥0.5 + WR_te≥62 + N≥50). 21 weak edge (Sh 0.3-0.6) tradeable как decoration, не primary income.

Part 1 — Audit of claimed edges

🔴 BROKEN / DO NOT USE

strategies/pm_moo/earnings_edges.json — 60 edges с look-ahead (gap_b at 09:30 для pre-09:30 entries).
strategies/named_ticker_rules.json — 392 tickers с gap_pct_p0 direction_filter + low N.
MONEY_MAKERS 25 — все PRE-CC scalps, post-CC equivalents DEAD.
Earnings SHORT gap>+10% — INVERTED (теперь LONG drift).
AMC_19 Tech flat LONG c_p1 — DEAD на fresh WF.

Re-validation table (honest post-CC)

name	direction	N_tr	WR_tr	mean_tr	Sh_tr	N_te	WR_te	mean_te	Sh_te
MM#1_AMC_gap<-10_o1_c1	SHORT	150	48.67	0.45	-0.08	179	49.72	-0.21	0.04
MM#5_AMC_gap-10..-5_o1_c1	SHORT	239	55.65	-0.51	0.16	281	54.45	-0.07	0.03
MM#7_AMC_Q2_gap>10_o1_c1	LONG	38	36.84	-0.24	-0.12	34	55.88	0.36	0.11
MM#8_BMO_gap5..10_o0_c0	SHORT	181	46.96	0.33	-0.08	251	52.99	-0.23	0.06
EarnSHORT_gap>10_AMC_o1_c1	SHORT	173	49.71	0.42	-0.07	218	47.25	0.66	-0.13
EarnSHORT_gap>10_BMO_o0_c0	SHORT	69	42.03	0.17	-0.03	105	48.57	0.21	-0.03
AMC19_Tech_gap_flat_ah19_c1	LONG	76	39.47	-1.1	-0.17	59	50.85	0.94	0.2
BASE_BMO_all_SHORT_o0_c0	SHORT	3161	48.72	0.02	-0.01	2684	48.62	0.09	-0.02
BASE_BMO_all_LONG_o0_c0	LONG	3161	50.9	0.02	0.01	2684	51.08	0.09	0.02
BASE_AMC_all_LONG_o1_c1	LONG	2561	50.33	0.09	0.02	2325	48.95	0.15	0.03
BASE_AMC_all_SHORT_o1_c1	SHORT	2561	49.12	0.09	-0.02	2325	50.54	0.15	-0.03

name

direction

N_tr

WR_tr

mean_tr

Sh_tr

N_te

WR_te

mean_te

Sh_te

MM#1_AMC_gap<-10_o1_c1

SHORT

150

48.67

0.45

-0.08

179

49.72

-0.21

0.04

MM#5_AMC_gap-10..-5_o1_c1

SHORT

239

55.65

-0.51

0.16

281

54.45

-0.07

0.03

MM#7_AMC_Q2_gap>10_o1_c1

LONG

36.84

-0.24

-0.12

55.88

0.36

0.11

MM#8_BMO_gap5..10_o0_c0

SHORT

181

46.96

0.33

-0.08

251

52.99

-0.23

0.06

EarnSHORT_gap>10_AMC_o1_c1

SHORT

173

49.71

0.42

-0.07

218

47.25

0.66

-0.13

EarnSHORT_gap>10_BMO_o0_c0

SHORT

42.03

0.17

-0.03

105

48.57

0.21

-0.03

AMC19_Tech_gap_flat_ah19_c1

LONG

39.47

-1.1

-0.17

50.85

0.94

0.2

BASE_BMO_all_SHORT_o0_c0

SHORT

3161

48.72

0.02

-0.01

2684

48.62

0.09

-0.02

BASE_BMO_all_LONG_o0_c0

LONG

3161

50.9

0.02

0.01

2684

51.08

0.09

0.02

BASE_AMC_all_LONG_o1_c1

LONG

2561

50.33

0.09

0.02

2325

48.95

0.15

0.03

BASE_AMC_all_SHORT_o1_c1

SHORT

2561

49.12

0.09

-0.02

2325

50.54

0.15

-0.03

Part 2 — Own Research 5y

Baselines (no filter)

Earnings день = essentially 50/50. Слабый LONG drift +0.1-0.2% mean test, ниже slippage.

name	direction	N_tr	WR_tr	mean_tr	Sh_tr	N_te	WR_te	mean_te	Sh_te
BASE_AMC_r_AMC_oo1_cc1_all_LONG	LONG	2561	50.332	0.093	0.019	2325	48.946	0.151	0.026
BASE_AMC_r_AMC_oo1_cc1_all_SHORT	SHORT	2561	49.121	0.093	-0.019	2325	50.538	0.151	-0.026
BASE_AMC_r_AMC_oo1_cc2_all_LONG	LONG	2552	49.647	0.059	0.01	2320	50.517	0.071	0.011
BASE_AMC_r_AMC_oo1_cc2_all_SHORT	SHORT	2552	50.039	0.059	-0.01	2320	49.224	0.071	-0.011
BASE_AMC_r_AMC_oo1_cc3_all_LONG	LONG	2546	51.335	0.125	0.023	2313	51.794	0.196	0.039
BASE_AMC_r_AMC_oo1_cc3_all_SHORT	SHORT	2546	48.586	0.125	-0.023	2313	47.86	0.196	-0.039
BASE_AMC_r_AMC_p18_cc1_all_LONG	LONG	1077	47.911	-0.15	-0.027	1156	51.644	0.251	0.062
BASE_AMC_r_AMC_p18_cc1_all_SHORT	SHORT	1077	51.718	-0.15	0.027	1156	48.097	0.251	-0.062
BASE_AMC_r_AMC_p18_oo1_all_LONG	LONG	1078	49.165	-0.171	-0.038	1156	53.201	-0.042	0.035
BASE_AMC_r_AMC_p18_oo1_all_SHORT	SHORT	1078	49.907	-0.171	0.038	1156	46.107	-0.042	-0.035
BASE_AMC_r_AMC_p19_cc1_all_LONG	LONG	1353	48.559	-0.147	-0.025	1395	51.039	0.098	0.025
BASE_AMC_r_AMC_p19_cc1_all_SHORT	SHORT	1353	51.072	-0.147	0.025	1395	48.746	0.098	-0.025
BASE_AMC_r_AMC_p19_oo1_all_LONG	LONG	1354	49.335	-0.214	-0.05	1396	52.937	-0.128	-0.001
BASE_AMC_r_AMC_p19_oo1_all_SHORT	SHORT	1354	49.557	-0.214	0.05	1396	46.06	-0.128	0.001
BASE_BMO_r_BMO_oo_cc_all_LONG	LONG	3161	50.902	0.016	0.009	2684	51.08	0.091	0.021
BASE_BMO_r_BMO_oo_cc_all_SHORT	SHORT	3161	48.719	0.016	-0.009	2684	48.621	0.091	-0.021
BASE_BMO_r_BMO_oo_cc1_all_LONG	LONG	3157	52.645	0.221	0.051	2682	50.597	0.11	0.021
BASE_BMO_r_BMO_oo_cc1_all_SHORT	SHORT	3157	47.038	0.221	-0.051	2682	49.329	0.11	-0.021
BASE_BMO_r_BMO_oo_cc2_all_LONG	LONG	3157	52.898	0.303	0.063	2680	51.978	0.223	0.041
BASE_BMO_r_BMO_oo_cc2_all_SHORT	SHORT	3157	46.88	0.303	-0.063	2680	47.799	0.223	-0.041
BASE_BMO_r_BMO_oo_oo1_all_LONG	LONG	3162	51.645	0.112	0.033	2684	51.863	0.212	0.049
BASE_BMO_r_BMO_oo_oo1_all_SHORT	SHORT	3162	47.913	0.112	-0.033	2684	47.615	0.212	-0.049

name

direction

N_tr

WR_tr

mean_tr

Sh_tr

N_te

WR_te

mean_te

Sh_te

BASE_AMC_r_AMC_oo1_cc1_all_LONG

LONG

2561

50.332

0.093

0.019

2325

48.946

0.151

0.026

BASE_AMC_r_AMC_oo1_cc1_all_SHORT

SHORT

2561

49.121

0.093

-0.019

2325

50.538

0.151

-0.026

BASE_AMC_r_AMC_oo1_cc2_all_LONG

LONG

2552

49.647

0.059

0.01

2320

50.517

0.071

0.011

BASE_AMC_r_AMC_oo1_cc2_all_SHORT

SHORT

2552

50.039

0.059

-0.01

2320

49.224

0.071

-0.011

BASE_AMC_r_AMC_oo1_cc3_all_LONG

LONG

2546

51.335

0.125

0.023

2313

51.794

0.196

0.039

BASE_AMC_r_AMC_oo1_cc3_all_SHORT

SHORT

2546

48.586

0.125

-0.023

2313

47.86

0.196

-0.039

BASE_AMC_r_AMC_p18_cc1_all_LONG

LONG

1077

47.911

-0.15

-0.027

1156

51.644

0.251

0.062

BASE_AMC_r_AMC_p18_cc1_all_SHORT

SHORT

1077

51.718

-0.15

0.027

1156

48.097

0.251

-0.062

BASE_AMC_r_AMC_p18_oo1_all_LONG

LONG

1078

49.165

-0.171

-0.038

1156

53.201

-0.042

0.035

BASE_AMC_r_AMC_p18_oo1_all_SHORT

SHORT

1078

49.907

-0.171

0.038

1156

46.107

-0.042

-0.035

BASE_AMC_r_AMC_p19_cc1_all_LONG

LONG

1353

48.559

-0.147

-0.025

1395

51.039

0.098

0.025

BASE_AMC_r_AMC_p19_cc1_all_SHORT

SHORT

1353

51.072

-0.147

0.025

1395

48.746

0.098

-0.025

BASE_AMC_r_AMC_p19_oo1_all_LONG

LONG

1354

49.335

-0.214

-0.05

1396

52.937

-0.128

-0.001

BASE_AMC_r_AMC_p19_oo1_all_SHORT

SHORT

1354

49.557

-0.214

0.05

1396

46.06

-0.128

0.001

BASE_BMO_r_BMO_oo_cc_all_LONG

LONG

3161

50.902

0.016

0.009

2684

51.08

0.091

0.021

BASE_BMO_r_BMO_oo_cc_all_SHORT

SHORT

3161

48.719

0.016

-0.009

2684

48.621

0.091

-0.021

BASE_BMO_r_BMO_oo_cc1_all_LONG

LONG

3157

52.645

0.221

0.051

2682

50.597

0.11

0.021

BASE_BMO_r_BMO_oo_cc1_all_SHORT

SHORT

3157

47.038

0.221

-0.051

2682

49.329

0.11

-0.021

BASE_BMO_r_BMO_oo_cc2_all_LONG

LONG

3157

52.898

0.303

0.063

2680

51.978

0.223

0.041

BASE_BMO_r_BMO_oo_cc2_all_SHORT

SHORT

3157

46.88

0.303

-0.063

2680

47.799

0.223

-0.041

BASE_BMO_r_BMO_oo_oo1_all_LONG

LONG

3162

51.645

0.112

0.033

2684

51.863

0.212

0.049

BASE_BMO_r_BMO_oo_oo1_all_SHORT

SHORT

3162

47.913

0.112

-0.033

2684

47.615

0.212

-0.049

Strict filter (Sh_te ≥ 0.5, WR_te ≥ 62, N_te ≥ 50, sign_ok)

→ 0 edges прошли. Никакой надёжный systematic edge с N ≥ 50 в post-CC earnings окне не найден.

Relaxed filter (Sh_te ≥ 0.3, WR_te ≥ 58, sign_ok) — 21 edges

name	direction	N_tr	WR_tr	mean_tr	Sh_tr	N_te	WR_te	mean_te	Sh_te
AMC\|r_AMC_p18_cc1\|gap_b+quarter_season\|LONG\|-10_-5\|Q2	LONG	29	41.379	0.786	0.045	34	70.588	1.493	0.613
AMC\|r_AMC_p18_oo1\|gap_b+quarter_season\|LONG\|-10_-5\|Q2	LONG	29	51.724	0.293	0.185	34	73.529	0.863	0.525
AMC\|r_AMC_p19_cc1\|gap_b+quarter_season\|LONG\|-10_-5\|Q2	LONG	32	53.125	0.736	0.073	41	63.415	1.148	0.47
BMO\|r_BMO_oo_oo1\|gap_b+sector\|LONG\|2_5\|Healthcare	LONG	46	67.391	1.607	0.437	38	78.947	1.79	0.434
BMO\|r_BMO_oo_cc2\|gap_b+sector\|LONG\|2_5\|Healthcare	LONG	46	60.87	2.242	0.366	38	68.421	1.924	0.411
AMC\|r_AMC_oo1_cc3\|gap_b+spy5d_b\|LONG\|>10\|rally	LONG	50	62.0	0.34	0.064	33	66.667	2.896	0.395
BMO\|r_BMO_oo_cc\|gap_b+sector\|LONG\|2_5\|Healthcare	LONG	46	71.739	1.447	0.39	38	73.684	1.626	0.382
AMC\|r_AMC_oo1_cc1\|gap_b+spy5d_b\|SHORT\|-10_-5\|dn	SHORT	28	67.857	-1.862	0.46	55	67.273	-1.23	0.367
AMC\|r_AMC_oo1_cc2\|gap_b+spy5d_b\|LONG\|>10\|rally	LONG	51	47.059	0.528	0.09	33	66.667	2.137	0.363
AMC\|r_AMC_oo1_cc1\|gap_b+spy5d_b\|LONG\|<-10\|risk_off	LONG	41	65.854	1.638	0.249	32	62.5	1.346	0.356
AMC\|r_AMC_oo1_cc3\|gap_b+quarter_season\|LONG\|>10\|Q4	LONG	57	59.649	1.275	0.239	52	61.538	2.226	0.356
AMC\|r_AMC_oo1_cc2\|gap_b+sector\|LONG\|2_5\|Energy	LONG	44	65.909	1.661	0.415	43	67.442	0.954	0.353
AMC\|r_AMC_p19_cc1\|gap_b+quarter_season\|LONG\|>10\|Q4	LONG	37	54.054	0.281	0.058	38	63.158	1.848	0.352
AMC\|r_AMC_p19_oo1\|gap_b+quarter_season\|LONG\|-10_-5\|Q2	LONG	32	56.25	0.367	0.218	41	73.171	0.617	0.352
AMC\|r_AMC_p18_oo1\|sector\|LONG\|Industrials	LONG	58	48.276	-0.238	0.018	55	60.0	0.639	0.348
AMC\|r_AMC_oo1_cc1\|gap_b+spy5d_b\|LONG\|-2_2\|risk_off	LONG	161	46.584	0.142	0.016	73	61.644	1.188	0.33
AMC\|r_AMC_oo1_cc2\|gap_b+spy5d_b\|SHORT\|<-10\|flat	SHORT	34	50.0	-0.623	0.077	36	58.333	-1.755	0.329
AMC\|r_AMC_oo1_cc2\|gap_b+quarter_season\|SHORT\|-10_-5\|Q1	SHORT	57	64.912	-0.649	0.116	97	68.041	-1.5	0.32
AMC\|r_AMC_p19_cc1\|gap_b+spy5d_b\|LONG\|-2_2\|risk_off	LONG	69	52.174	0.389	0.128	30	70.0	1.591	0.314
AMC\|r_AMC_oo1_cc3\|gap_b+sector\|LONG\|2_5\|Energy	LONG	44	61.364	1.939	0.383	43	62.791	1.495	0.312
AMC\|r_AMC_oo1_cc2\|gap_b+quarter_season\|LONG\|>10\|Q4	LONG	58	53.448	1.093	0.215	52	63.462	1.705	0.301

name

direction

N_tr

WR_tr

mean_tr

Sh_tr

N_te

WR_te

mean_te

Sh_te

AMC|r_AMC_p18_cc1|gap_b+quarter_season|LONG|-10_-5|Q2

LONG

41.379

0.786

0.045

70.588

1.493

0.613

AMC|r_AMC_p18_oo1|gap_b+quarter_season|LONG|-10_-5|Q2

LONG

51.724

0.293

0.185

73.529

0.863

0.525

AMC|r_AMC_p19_cc1|gap_b+quarter_season|LONG|-10_-5|Q2

LONG

53.125

0.736

0.073

63.415

1.148

0.47

LONG

67.391

1.607

0.437

78.947

1.79

0.434

LONG

60.87

2.242

0.366

68.421

1.924

0.411

LONG

62.0

0.34

0.064

66.667

2.896

0.395

LONG

71.739

1.447

0.39

73.684

1.626

0.382

AMC|r_AMC_oo1_cc1|gap_b+spy5d_b|SHORT|-10_-5|dn

SHORT

67.857

-1.862

0.46

67.273

-1.23

0.367

LONG

47.059

0.528

0.09

66.667

2.137

0.363

LONG

65.854

1.638

0.249

62.5

1.346

0.356

AMC|r_AMC_oo1_cc3|gap_b+quarter_season|LONG|>10|Q4

LONG

59.649

1.275

0.239

61.538

2.226

0.356

LONG

65.909

1.661

0.415

67.442

0.954

0.353

AMC|r_AMC_p19_cc1|gap_b+quarter_season|LONG|>10|Q4

LONG

54.054

0.281

0.058

63.158

1.848

0.352

AMC|r_AMC_p19_oo1|gap_b+quarter_season|LONG|-10_-5|Q2

LONG

56.25

0.367

0.218

73.171

0.617

0.352

AMC|r_AMC_p18_oo1|sector|LONG|Industrials

LONG

48.276

-0.238

0.018

60.0

0.639

0.348

LONG

161

46.584

0.142

0.016

61.644

1.188

0.33

SHORT

50.0

-0.623

0.077

58.333

-1.755

0.329

AMC|r_AMC_oo1_cc2|gap_b+quarter_season|SHORT|-10_-5|Q1

SHORT

64.912

-0.649

0.116

68.041

-1.5

0.32

LONG

52.174

0.389

0.128

70.0

1.591

0.314

LONG

61.364

1.939

0.383

62.791

1.495

0.312

AMC|r_AMC_oo1_cc2|gap_b+quarter_season|LONG|>10|Q4

LONG

53.448

1.093

0.215

63.462

1.705

0.301

Part 3 — Tradeable tentative (weak)

✅ TOP-4 tradeable (post audit)

AMC gap -10..-5 × Q2 LONG BOUNCE — entry 18:00 AH → c_p1. WR 70.6% N=34 Sh 0.61. Seasonal Q2 only.
BMO Healthcare gap 2..5 LONG drift — o_p0 → o_p1 overnight. WR 78.9% N=38 Sh 0.43.
AMC gap >10 × SPY rally LONG PEAD — o_p1 → c_p3 (2-3d hold). WR 67% N=33 Sh 0.40.
AMC gap -10..-5 × SPY_dn SHORT — o_p1 → c_p1 intraday. WR_S 67% N=55 Sh 0.37.

⚠️ Expectations

2-3 events/год per edge → $1-5k/год на edge (с $5k position).
Aggregate 4 edges = ~$10-20k/год realistic после slippage.
Earnings = decoration. MOO-955 M10R S1 SHORT & ZAPAS 08:00 SHORT gap>10 — 10-20x сильнее.

Files

revalidation_apr22/EARNINGS_AUDIT_APR22.md — full report

revalidation_apr22/audit_and_research.py, research_v2.py

revalidation_apr22/research_v2_all_edges.parquet (2,640 combos)

revalidation_apr22/research_v2_relaxed.parquet (21 weak)

revalidation_apr22/research_v2_strict.parquet (empty — honest finding)

🔬 Earnings Strategies — Audit + Own Research (Apr 22, 2026)

Part 1 — Audit of claimed edges

Re-validation table (honest post-CC)

Part 2 — Own Research 5y

Baselines (no filter)

Strict filter (Sh_te ≥ 0.5, WR_te ≥ 62, N_te ≥ 50, sign_ok)

Relaxed filter (Sh_te ≥ 0.3, WR_te ≥ 58, sign_ok) — 21 edges

Part 3 — Tradeable tentative (weak)

Part 4 — Rules for production

Files