Earnings Window
11-Day Post-Earnings Trajectory & Volatility Map
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Color
40 quarters
Avg Initial GapiAvg Initial Gap (absolute): mean of |Initial Gap| — size of the overnight jump on T=0 vs T−1 close, ignoring direction.
+5.4%
Absolute jump
Avg Signed GapiAvg Signed Gap: mean of signed Initial Gaps — directional bias of the overnight reaction (positive = gap-up bias).
+2.8%
Directional bias
Reversal RateiReversal Rate: share of quarters where the T=0 gap and same-day session drift have opposite signs (gap up then fade, or gap down then recover).
40%
Trap risk
T=0 DriftiT=0 Session Drift: how price moves from T=0 open to T=0 close — the same-day “guidance / digestion” leg after the initial gap.
-0.5%
Session return
T+5 CumulativeiT+5 Cumulative: move from T−1 close through T+5 close. Shows whether the post-earnings drift continued or faded.
+1.9%
vs T−1 Close
11-Day Trendi11-Day Trend: total move from T−5 close to T+5 close. Frames the whole earnings window, not just the print day.
+1.6%
vs T−5 Close
Quantum Energy Stream
40 streams (isolated) · Singularity @ T−1 · HL vs T−1 close
Parallel Metrics Timeline
Oldest → newest · Gap · T0 drift · T+5
2025-05 → 2026-08
4D Scatter Nebula
X=Gap · Y=T0 Drift · color=Beat/Miss · y=−x split