Neutral·VIX 22.4·SPY +0.3%·QQQ +0.5%
Last scan: TODAY @ 4:15 PM ET

Fresh Catch

Post-Earnings Drift

Identifies stocks in confirmed uptrends that beat earnings expectations. The market underreacts. We capture the drift over 20 trading days.

Win Rate70.1%
Sharpe Ratio1.38Institutional Grade
Avg Return+6.77%Per 20-day hold
Max Drawdown-8.1%Worst single signal
CRUSCore
82
Edge Score
Prime Entry

Best time to act

Day 4 of 20

Maturity: Early Stage

Signal Factors
Gap StrengthModerate
Reaction QualityClean
Trend AlignmentStrong
30D 124.00 112.00

About 55% of similar setups never dip below entry. Those that do average a 2% pullback in the first 3 days.

Fresh Catch Context
Current Price$124.20
Return Since Entry+4.8%
Days Remaining16d
Entry Price$118.50

Typical Outcomes

Based on 1,173 similar signals

Most signals+3% to +14%
Worst caseDown ~6%
Best caseUp to +28%

Past results. Not predictive.

↓ Active Signals Table

Active Fresh Catch Signals

5 signals · sorted by actionability
TickerScorePriceTierStatusSignal AgeDayReturnEarnings BeatMarket ConfirmationSector
CRUSCirrus Logic82$124.20CorePrimeEarly StageDay 4 of 20+4.8%ModerateCleanTechnology
AEISAdvanced Energy Industries95$308.31EliteActiveDevelopingDay 6 of 20+8.7%StrongStrongTechnology
ONTOOnto Innovation88$151.30CoreActiveDevelopingDay 8 of 20+4.3%StrongStrongTechnology
AEHRAehr Test Systems78$37.48WatchlistActiveMaturingDay 11 of 20+6.5%ModerateCleanTechnology
SMTCSemtech Corporation91$48.80EliteLate StageLate StageDay 16 of 20-6.9%StrongWeakTechnology

How Fresh Catch Works

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.

What to Watch

  • Signals dropping below −2% by day 3 historically underperform. If a position is down more than 2% within the first 3 days, monitor it closely.
  • 71.5% of total return is post-gap drift, not the initial earnings gap. Patience is the structural edge. Chasing the open gives away more than half the available return.
  • May and October are peak months. June, September, and December are nearly silent. Expect fewer signals in off-peak months — that is intentional, not a system issue.