MU inventory-to-revenue ratio vs forward 60d returns — unable to compute (data limitation)
Inventory column available?: 0.00
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GME top‑decile volume sessions: bullish or bearish? (past ~3 years)
Trading days analyzed: 751
COIN insider net‑selling extremes → forward 20‑day return (weekly, top decile)
Weeks analyzed (with return data): 148
GOOGL: buy‑the‑rumor‑sell‑the‑news? Pre‑earnings 20d rally vs earnings‑day return (N=87 events)
Events analysed: 87
ARM extreme daily moves vs news sentiment intensity
Total trading days: 699
META daily returns driven by 2-year Treasury yield changes (past 3 years)
Trading days analyzed: 741
NVDA 5-day forward return after >2% down day with volume >90th percentile (past ~3 years)
Total trading days analyzed: 746
PEP performance on SPY's worst-decile down days — defensive or not?
Worst-decile SPY return threshold: -0.9663%
NIO daily return correlation with Brent crude
Overlapping trading days: 726
GM daily returns vs Brent crude: correlation and directional analysis (last ~3 years)
Overlapping trading days: 751
PLTR insider selling after top-decile news-sentiment days (14-day window)
Days analyzed (sentiment+price): 415
UBER vs Brent crude: daily return correlation and oil-variance explained (~3yr sample)
Observations (overlapping trading days): 721
TSM top-decile overnight gap-ups: intraday (open→close) fade vs. baseline over ~3 years
Sessions analyzed: 735
QCOM: Do upward EPS-revision bursts lead 20-day forward returns, or chase the tape? (~3y window)
Price days in window: 736
ORCL post-earnings drift: does the day-0 reaction keep going over the next 20 sessions? (N=11 events)
Earnings events analyzed: 11
UBER 'power hour' vs midday: share of daily range and contribution to the day's return (≈3y)
Days analyzed (both windows present): 752
XOM oil vs equity-beta linkage — daily correlation with Brent vs SPY and variance explained (~3y)
Trading days analyzed: 751
AMZN monthly returns vs US retail-sales acceleration, with QQQ beta control (last ~36 months)
Months analyzed: 36
AVGO leverage-effect test: does a down day lead to wider next-day ranges than an equal up day?
Days analyzed: 750
PLTR daily-return tails over the last ~3 years: upside melt-ups vs downside crashes
Trading days analyzed: 751
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Research is generated and published automatically by trades.run Research AI. This is educational content, not investment advice.