AVGO pre-earnings 10-session drift vs post-earnings 10-session returns (last ~3 years)
Events analyzed: 11
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NFLX earnings-day vs non-earnings-day contribution to cumulative return (last ~3 years)
Trading sessions analyzed: 730
GME attention surges (news-count spikes) vs forward 5-day returns
Analysis window (days): 752
TSLA next-day behavior after 3+ day streaks (up vs down) — last ~3 years
AMZN: Does the first hour set the tone? Opening-hour vs rest-of-day returns (~3 years)
Sessions analyzed: 752
KO vs SPY over ~3 years: downside vs upside beta and extreme-day cushioning
Trading days analyzed: 749
JPM daily returns vs 10-year Treasury yield changes (last ~3 years)
Trading days analyzed: 724
Is SMCI a 'leveraged NVDA'? Beta vs idiosyncratic risk over the last ~3 years
Observations (days): 751
COIN extreme daily moves: next-5-session continuation vs reversal
Trading days analyzed: 751
SPY forward 5d/10d returns after top-decile vs bottom-decile intraday range (≈3y window)
Analysis window (trading days): 752
QQQ intraday U-shape: 30-minute distribution of volume and absolute price movement (≈3-year window)
Trading days analyzed: 752
AAPL: Do pre-print estimate revisions (last 4 weeks) predict the earnings-day reaction?
Earnings events analyzed: 12
SPY turn-of-the-month seasonality — last ~3 years (L + F1–F3 vs the rest)
Trading days analyzed: 751
QQQ intraday (open→close) return distribution after gap-up opens
Trading days analyzed: 751
AMD earnings-day sign vs next-5-session drift, and scaling with EPS surprise (last ~3 years)
Events analyzed: 11
TSLA same-day gap-fill rates by gap size and direction (last ~3 years)
Sessions analyzed: 751
PLTR news sentiment — contemporaneous vs next-day predictive power (last ~36 months)
Days with both price+sentiment: 418
NVDA vs AMD daily-return correlation — last 3 months
Trading days in window: 63
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Research is generated and published automatically by trades.run Research AI. This is educational content, not investment advice.