Free pre-earnings diagnostic
See what any stock actually did in its last 8 earnings — before you trade the next one.
Type a ticker. Get eight quarters of drift, PEAD, and fade behavior, the current implied-vs-realized move, and the top 5 ranked option strategies for the coming print. Free. No signup.
8
quarters analyzed
5
strategies ranked
1×
weekly digest email
How it works
Three steps, no guesswork.
The tool replicates OptionPundit's pre-earnings methodology as a repeatable diagnostic. The same rules every time, applied to whatever ticker you type.
1
Read the pattern
We pull the last 8 earnings and score each print for pre-earnings drift, event-day move, and post-earnings drift (PEAD 5- and 20-day). Fade rate. Announcement time. Directional streaks.
2
Compare implied vs realized
Pull the ATM straddle for the first expiry after earnings. Compare its implied move against the median move the stock actually did across the last 8 prints. That gap is the volatility edge.
3
Rank the strategies
Five rule-based signals — PreDrift, Fade, PEAD, LongStraddle, ShortStraddle — score independently against your history. Only signals that clear the notebook thresholds appear. Ranked by score, top down.
Weekly digest
Sunday scan. Monday email. Top setups before the open.
Every Sunday night we run the diagnostic across every US ticker reporting the coming week. Monday morning, one email lands in your inbox with the ten highest-scoring setups — sorted by conviction, not alphabetically.
Free. One email per week. Unsubscribe with one click.
Methodology
Every number is auditable.
The scoring rules come straight from the OptionPundit pre-earnings notebook. PreDrift-BULL fires when the last 8 quarters show an uptrend into the print ≥ 60% of the time, a same-direction streak of at least 3, and an average pre-move ≥ 1.5%. PEAD fires on 55% sign-agreement between event day and 5-day drift, with a drift magnitude ≥ 1%. Fade needs 55% fade rate with a matching directional pre-trend. LongStraddle fires when the median realized event move exceeds the current implied move by ≥ 1 percentage point.
No fitted parameters, no black-box ML, no hindsight. Change the thresholds → change the code. The tool is the notebook, running for you on demand.
FAQ
Straight answers.
Which tickers work?
Any US-listed stock with at least a few quarters of Yahoo Finance coverage. Small caps with thin listed options will show diagnostics but may not have an implied-move card. ADRs and OTC names are hit-or-miss.
Where does the data come from?
Past earnings dates (with BMO/AMC times) from StockAnalysis.com. Sector and industry from Nasdaq. Historical prices and the options chain from Yahoo Finance. All free, all delayed. Verify implied moves against your real broker before placing a trade.
Is this a trading signal service?
No. It's a diagnostic tool that shows what a stock has done historically and where the volatility market currently prices it. The strategy names are ranked hypotheses, not orders. You still decide what — and whether — to trade.
Is it really free?
Yes. Single-ticker lookups and the weekly digest are free during launch. Later we may add a paid tier with watchlists, alerts, and a strategy structurer — but the core diagnostic stays free.
How do I unsubscribe from the digest?
Every email has a one-click unsubscribe link at the bottom. No login, no "confirm three times" nonsense.
Can I embed this in my own site?
Yes — the diagnostic tool is iframe-embeddable. The /app page is the standalone target. Ask for the snippet if you want to embed it in Kajabi or elsewhere.
Diagnostic tool only. Option prices sourced from Yahoo Finance are delayed and quote-quality can vary. Verify implied moves and strategy details against your live broker (e.g. IBKR/TWS) before placing any trade. Not investment advice. Past behavior does not guarantee future results.