Post-Earnings Drift
Identifies stocks in confirmed uptrends that beat earnings expectations. The market underreacts. We capture the drift over 20 trading days.
Best time to act
Day 4 of 20
Maturity: Early Stage
About 55% of similar setups never dip below entry. Those that do average a 2% pullback in the first 3 days.
Based on 1,173 similar signals
Past results. Not predictive.
| Ticker | Score | Price | Tier | Status | Signal Age | Day | Return | Earnings Beat | Market Confirmation | Sector |
|---|---|---|---|---|---|---|---|---|---|---|
| CRUSCirrus Logic | 82 | $124.20 | Core | Prime | Early Stage | Day 4 of 20 | +4.8% | Moderate | Clean | Technology |
| AEISAdvanced Energy Industries | 95 | $308.31 | Elite | Active | Developing | Day 6 of 20 | +8.7% | Strong | Strong | Technology |
| ONTOOnto Innovation | 88 | $151.30 | Core | Active | Developing | Day 8 of 20 | +4.3% | Strong | Strong | Technology |
| AEHRAehr Test Systems | 78 | $37.48 | Watchlist | Active | Maturing | Day 11 of 20 | +6.5% | Moderate | Clean | Technology |
| SMTCSemtech Corporation | 91 | $48.80 | Elite | Late Stage | Late Stage | Day 16 of 20 | -6.9% | Strong | Weak | Technology |
Fresh Catch targets post-earnings drift — not the initial gap. When a stock beats earnings expectations in a confirmed uptrend, the market routinely underprices the new information. The drift happens over days, not minutes, which is why it remains capturable by non-HFT participants.
The pattern is most active in May and October, when the earnings calendar is densest and institutional reallocation creates the conditions Fresh Catch exploits. June, September, and December are historically quiet — few signals, lower win rates.
Expect front-loaded returns. The bulk of the move typically occurs in the first 5 trading days. An early dip of 1–2% below entry is normal and not a signal failure — about half of all Fresh Catch setups touch entry before moving higher.