earnings-momentum-tracker

name	earnings-momentum-tracker
description	Track post-earnings price momentum continuation for stocks that gapped up or down on earnings. Measures 5, 10, and 20-day momentum after the earnings event to identify PEAD (Post-Earnings Announcement Drift) candidates still in play. Use when user asks about earnings momentum, post-earnings drift, stocks still running after earnings, or wants to find earnings continuation setups.

Earnings Momentum Tracker

Measure and rank post-earnings price momentum to find PEAD continuation plays still in their drift window.

When to Use

• User asks which stocks are still running after earnings
• User wants to find post-earnings momentum continuation setups
• User asks about PEAD (Post-Earnings Announcement Drift) candidates
• User wants to screen for earnings gap-and-go setups in progress

Prerequisites

• FMP API key (FMP_API_KEY environment variable or --api-key)
• Free tier (250 calls/day) sufficient for 20-stock scan

Workflow

Step 1: Run the Tracker

# Default: last 30 days, top 20 by momentum
python3 skills/earnings-momentum-tracker/scripts/track_earnings_momentum.py \
  --output-dir reports/

# Custom lookback and minimum earnings gap
python3 skills/earnings-momentum-tracker/scripts/track_earnings_momentum.py \
  --lookback-days 14 \
  --min-gap-pct 5.0 \
  --min-momentum-5d 3.0 \
  --output-dir reports/

Step 2: Interpret Momentum Scores

• 5-day momentum: Immediate post-earnings drift (days 1–5)
• 10-day momentum: Mid-term continuation (days 1–10)
• 20-day momentum: Full PEAD window (institutional accumulation phase)
• Momentum grade: A (>15% 20d), B (8–15%), C (3–8%), D (<3%)

Step 3: Entry Criteria

• Stock still within first 20 trading days since earnings
• 5-day momentum positive and accelerating
• Volume above 20-day average on up days
• No distribution days (3+ heavy-volume down days)

Step 4: Risk Management

• Stop-loss: Below the earnings gap low
• Target: 1.5–2x the initial earnings gap magnitude
• Exit signal: 3 consecutive red closes on above-average volume

Output

• earnings_momentum_YYYY-MM-DD.json — Ranked candidates
• earnings_momentum_YYYY-MM-DD.md — Human-readable report with trade setups

Resources

• references/pead_framework.md — PEAD theory and empirical drift windows