earnings-analysis

name	earnings-analysis
description	Use this skill when the user asks how a stock behaves around earnings, wants an earnings calendar, is planning a trade into or after an earnings report, or mentions post-earnings drift (PEAD).
license	MIT
metadata	{"author":"quantagent","version":"1.0"}
allowed-tools	analyze_earnings_impact, get_earnings_calendar_range, get_stock_news, journal_log_trade, check_trade_discipline

Earnings Event Analysis

Overview

Earnings are scheduled volatility events. The job is never to predict a print — it is to size expectations from how the stock has historically reacted, and to separate the day-1 gamble from the tradeable aftermath.

Reading analyze_earnings_impact

• avg_abs_day1_move — the historical "expected move". Any position held through the report should be sized so this move is survivable. If the user has options context, compare it to the implied move: implied >> historical suggests rich premiums, and vice versa.
• positive_rate — 8 events is a small sample; treat 5/8 vs 3/8 as noise, not signal. Say so.
• avg_gap vs avg_day1_move — a big gap that fades by the close (gap > day1) means the initial reaction routinely overshoots.
• drift_5d / drift_20d — post-earnings-announcement drift. Positive average drift after positive surprises is the PEAD effect: the higher-quality trade is often after the print, in the drift direction, rather than holding through the event.

Calendar Workflow

get_earnings_calendar_range for "who reports next week" questions — prefer explicit symbols (fast) over whole universes (slow first time, 12h cache). Cross-reference open journal positions: flag any active trade with a report inside its expected holding period.

Discipline Rules

• Holding a position through earnings is a distinct decision: the stop does not protect against a gap. Say this explicitly and suggest reducing size to what the historical abs move allows.
• Earnings trades still go through the journal + discipline gate; the thesis must state whether the trade is into the print (volatility bet) or after it (drift/reaction bet).
• Never extrapolate a "beat streak" into a prediction for the next report.