TRAI — Daily Quant Day-Trading Research

Earnings event study

How do these names typically react to earnings? For each of the last four reported quarters: the opening gap on the first session that could trade the news, the day-1 drift from open to close, and whether the gap filled (price traded back to the prior close).

Computed: Nov 6, 2026, 7:38 AM ET · Data through: 2026-11-06
Source: Yahoo Finance quoteSummary (calendarEvents, earnings: last 4 reported quarters with report timestamps) via anonymous cookie+crumb session; Yahoo chart API daily bars (2y) for price reactions.

Gap-risk flags: earnings within 5 sessions (11)

Day-trading a name into its report means holding through a scheduled gap. imminent = the next session (or today's) trades the news; elevated = within 5 sessions. These flags also appear in the screener.

11 rows · click headers to sort

Ticker	Sector	Report date ▲	Timing	Est.?	Gap risk	Avg \|gap\|	Avg \|gap\| ATR	Fill rate	Events
MRNA	Healthcare	2026-11-06	BMO	false	imminent	3.3%	0.47	50%	4
VST	Materials/Utilities	2026-11-06	BMO	false	imminent	1.5%	0.30	75%	4
BRK-B	Financials	2026-11-07	AMC	false	imminent	0.7%	0.52	50%	4
TTD	Internet/Media	2026-11-09	AMC	false	elevated	13.6%	2.58	25%	4
KKR	Financials	2026-11-09	BMO	false	imminent	2.3%	0.76	100%	4
HIMS	Healthcare	2026-11-09	AMC	false	elevated	6.9%	0.82	75%	4
OXY	Energy	2026-11-09	AMC	false	elevated	4.6%	1.50	25%	4
CEG	Materials/Utilities	2026-11-09	BMO	false	imminent	3.6%	0.81	100%	4
MARA	Crypto/High-beta	2026-11-09	AMC	false	elevated	6.1%	0.76	0%	4
AMAT	Semis	2026-11-12	AMC	false	elevated	7.3%	1.56	50%	4
CSCO	Hardware	2026-11-12	AMC	false	elevated	8.9%	3.49	0%	4

Cross-sectional stats (all 618 events)

Group	Events	Median \|gap\|	Avg \|gap\| (ATR)	Gap-fill rate	Continuation	Day-1 drift in gap dir.	Days 2–5 drift in gap dir.
All events	618	3.68%	1.50	38%	50%	-0.15%	0.00%
Gap up	309	3.37%	1.43	37%	53%	+0.20%	+0.65%
Gap down	307	4.06%	1.58	38%	47%	-0.48%	-0.62%
EPS beat	530	3.68%	1.51	37%	50%	-0.06%	-0.17%
EPS miss	87	3.80%	1.44	40%	48%	-0.63%	+1.08%
Big gaps (\|gap\| ≥ 2 ATR)	169	9.06%	3.15	2%	52%	+0.11%	+0.15%

Timing (BMO/AMC) comes from Yahoo's report timestamp; 0.2% of events had no time and were assigned to the session with the larger gap.

Per-ticker earnings profile

156 rows · click headers to sort

Ticker	Sector	Next report	Timing	Sessions to reaction	Gap risk	Events	Avg \|gap\| ▼	Max \|gap\|	\|gap\| ATR	Fill rate	Continuation	Day-1 drift (gap dir.)
SNOW	Software	2026-12-02	AMC	19	—	4	18.0%	35.2%	3.87	25%	50%	-0.96%
DDOG	Software	—	—	—	—	4	17.2%	30.8%	3.45	0%	75%	+2.38%
RBLX	Internet/Media	—	—	—	—	4	16.9%	23.3%	2.97	25%	50%	+1.62%
INTC	Semis	2027-01-28	AMC	60	—	4	15.7%	25.8%	2.91	25%	75%	0.00%
APP	Software	—	—	—	—	4	15.6%	28.7%	2.97	25%	75%	+0.53%
DELL	Hardware	2026-11-24	AMC	13	—	4	14.9%	31.8%	2.68	0%	75%	+3.70%
TEAM	Software	2027-02-04	AMC	65	—	4	13.7%	31.7%	2.05	50%	50%	-0.35%
TTD	Internet/Media	2026-11-09	AMC	2	elevated	4	13.6%	27.2%	2.58	25%	0%	-9.32%
NET	Software	—	—	—	—	3	13.3%	15.4%	2.57	0%	33%	-0.86%
PINS	Internet/Media	—	—	—	—	4	13.3%	22.7%	2.93	0%	25%	-4.52%
SHOP	Software	—	—	—	—	4	13.1%	21.6%	2.58	25%	25%	-3.90%
ZS	Software	2026-12-02	AMC	19	—	4	13.1%	25.7%	2.54	0%	50%	+2.74%
NOW	Software	2027-01-27	AMC	59	—	4	12.0%	19.5%	2.62	25%	75%	+1.40%
VRT	Hardware	—	—	—	—	4	11.1%	16.9%	1.94	25%	75%	+3.98%
ORCL	Software	2026-12-14	AMC	27	—	4	11.0%	14.5%	2.16	25%	0%	-4.34%
RIOT	Crypto/High-beta	—	—	—	—	4	10.8%	21.5%	1.11	25%	25%	-2.95%
LULU	Consumer Disc.	2026-12-10	AMC	25	—	4	10.3%	19.4%	2.77	25%	25%	-2.60%
MU	Semis	2026-12-23	AMC	34	—	4	10.1%	17.6%	1.52	25%	0%	-3.33%
QCOM	Semis	2027-02-03	AMC	64	—	4	10.1%	13.4%	2.79	0%	25%	-1.52%
LRCX	Semis	2027-01-27	AMC	59	—	4	9.7%	26.1%	1.34	50%	75%	-0.28%
RIVN	Consumer Disc.	—	—	—	—	4	9.6%	26.9%	1.96	25%	50%	-1.61%
UNH	Healthcare	2027-01-12	BMO	47	—	4	9.5%	16.4%	3.73	25%	25%	-2.24%
CSCO	Hardware	2026-11-12	AMC	5	elevated	4	8.9%	15.4%	3.49	0%	50%	+0.94%
INTU	Software	2026-11-19	AMC	10	—	4	8.9%	18.7%	2.16	25%	25%	-3.14%
SMCI	Semis	2027-02-02	AMC	63	—	4	8.7%	13.0%	1.41	25%	75%	+3.60%
NFLX	Internet/Media	2027-01-19	AMC	53	—	4	8.6%	11.9%	3.17	0%	0%	-2.78%
ANET	Hardware	—	—	—	—	4	8.4%	10.3%	1.75	0%	25%	-1.36%
AMD	Semis	2027-02-02	AMC	63	—	4	8.3%	15.3%	1.43	25%	100%	+2.76%
CVNA	Crypto/High-beta	—	—	—	—	4	8.2%	11.1%	1.47	25%	50%	-0.65%
SPOT	Internet/Media	—	—	—	—	4	8.2%	11.6%	1.99	25%	75%	+1.72%
GOOGL	Internet/Media	—	—	—	—	4	7.8%	11.7%	3.03	0%	75%	-0.27%
META	Internet/Media	2027-01-27	AMC	59	—	4	7.7%	10.3%	2.67	0%	75%	+0.73%
STX	Hardware	2027-01-26	AMC	58	—	4	7.5%	15.4%	1.38	25%	25%	-0.59%
PYPL	Financials	—	—	—	—	4	7.5%	18.1%	2.95	25%	75%	+1.07%
AMZN	Consumer Disc.	—	—	—	—	4	7.5%	12.5%	2.59	25%	25%	-1.90%
NKE	Consumer Disc.	2026-12-17	AMC	30	—	4	7.5%	11.8%	2.79	25%	75%	+1.23%
CAT	Industrials	2027-01-28	BMO	59	—	4	7.4%	11.1%	2.06	25%	50%	-0.30%
AVGO	Semis	2026-12-09	AMC	24	—	4	7.3%	14.7%	1.93	0%	50%	+0.52%
AMAT	Semis	2026-11-12	AMC	5	elevated	4	7.3%	11.1%	1.56	50%	0%	-4.29%
PLTR	Software	2027-02-01	AMC	62	—	4	7.2%	11.7%	1.68	0%	50%	-1.20%
HOOD	Financials	—	—	—	—	4	6.9%	11.9%	1.13	25%	25%	-1.45%
HIMS	Healthcare	2026-11-09	AMC	2	elevated	4	6.9%	13.5%	0.82	75%	25%	-3.17%
COIN	Financials	—	—	—	—	4	6.7%	8.9%	1.05	25%	75%	+1.61%
ARM	Semis	2027-02-03	AMC	64	—	4	6.6%	14.7%	0.79	50%	50%	-1.30%
MRVL	Semis	2026-12-01	AMC	18	—	4	6.6%	11.9%	1.33	25%	100%	+3.20%
WDC	Hardware	2027-01-28	AMC	60	—	4	6.6%	17.4%	0.87	75%	50%	-0.19%
ABNB	Internet/Media	—	—	—	—	3	6.4%	9.1%	2.08	33%	33%	+0.55%
MSFT	Software	2027-01-27	AMC	59	—	4	6.4%	12.1%	2.52	25%	75%	+0.84%
CVS	Healthcare	—	—	—	—	4	6.4%	10.3%	2.59	25%	50%	-0.14%
SNAP	Internet/Media	2027-02-03	AMC	64	—	4	6.3%	10.6%	1.27	25%	75%	+4.74%
DKNG	Consumer Disc.	—	—	—	—	3	6.3%	14.3%	1.18	33%	67%	+2.73%
CRWD	Software	2026-12-01	AMC	18	—	4	6.2%	10.1%	1.33	50%	25%	-2.01%
KLAC	Semis	2027-01-28	AMC	60	—	4	6.2%	8.6%	1.39	25%	75%	+2.77%
MARA	Crypto/High-beta	2026-11-09	AMC	2	elevated	4	6.1%	14.6%	0.76	0%	50%	-1.03%
DIS	Internet/Media	2026-11-17	BMO	7	—	4	6.1%	7.8%	3.06	0%	50%	+0.50%
SOFI	Financials	2027-01-29	BMO	60	—	4	6.1%	10.5%	1.35	50%	75%	-1.47%
DASH	Internet/Media	—	—	—	—	4	6.0%	8.3%	1.27	50%	0%	-2.81%
TMO	Healthcare	2027-01-28	BMO	59	—	4	6.0%	9.0%	2.17	25%	25%	-1.11%
MCHP	Semis	2027-02-04	AMC	65	—	3	5.8%	9.4%	1.22	33%	33%	-1.24%
WDAY	Software	2026-11-24	AMC	13	—	4	5.8%	8.2%	1.29	50%	0%	-4.80%
ABT	Healthcare	2027-01-28	BMO	59	—	4	5.8%	10.9%	2.70	25%	75%	+1.30%
CMG	Consumer Disc.	—	—	—	—	4	5.8%	7.0%	1.71	25%	50%	-0.30%
IBM	Hardware	2027-01-27	AMC	59	—	4	5.3%	8.1%	1.91	50%	25%	-2.17%
LLY	Healthcare	—	—	—	—	4	5.3%	7.1%	1.70	0%	75%	+2.42%
ETN	Industrials	2027-02-02	BMO	62	—	4	5.2%	8.6%	1.39	25%	25%	-1.24%
ISRG	Healthcare	2027-01-21	AMC	55	—	4	5.1%	9.3%	1.72	25%	50%	+0.67%
MO	Consumer Staples	2027-01-28	BMO	59	—	4	5.1%	8.3%	2.47	0%	75%	+1.60%
TXN	Semis	2027-01-26	AMC	58	—	4	4.9%	10.2%	1.68	25%	75%	+3.34%
AFRM	Crypto/High-beta	2027-02-04	AMC	65	—	3	4.9%	11.0%	1.11	67%	0%	-7.32%
BKNG	Consumer Disc.	—	—	—	—	4	4.8%	6.9%	1.25	25%	50%	+0.63%
MSTR	Software	—	—	—	—	4	4.7%	7.4%	0.62	25%	75%	+4.68%
DE	Industrials	2026-11-25	BMO	13	—	4	4.7%	6.8%	1.87	0%	100%	+2.63%
OXY	Energy	2026-11-09	AMC	2	elevated	4	4.6%	6.4%	1.50	25%	50%	+0.56%
ADBE	Software	2026-12-09	AMC	24	—	4	4.6%	7.7%	1.11	50%	0%	-1.91%
PANW	Software	2026-11-18	AMC	9	—	4	4.5%	8.5%	0.95	0%	75%	+2.85%
TMUS	Telecom	—	—	—	—	4	4.4%	8.0%	1.51	50%	50%	-1.60%
CRM	Software	2026-12-02	AMC	19	—	4	4.3%	11.9%	1.17	75%	75%	+2.81%
LMT	Industrials	2027-01-26	BMO	57	—	4	4.2%	6.0%	1.70	0%	100%	+2.27%
WMT	Consumer Staples	2026-11-19	BMO	9	—	4	4.2%	6.9%	2.11	25%	75%	+1.27%
TSLA	Consumer Disc.	2027-01-27	AMC	59	—	4	4.2%	8.8%	1.05	50%	50%	+0.44%
GEV	Industrials	2027-01-27	BMO	58	—	4	4.0%	8.6%	0.99	25%	50%	+1.30%
T	Telecom	2027-01-27	BMO	58	—	4	4.0%	6.5%	1.54	25%	25%	-0.52%
FCX	Materials/Utilities	2027-01-21	BMO	54	—	4	4.0%	11.5%	1.13	75%	50%	-0.65%
UBER	Internet/Media	2027-02-03	BMO	63	—	4	4.0%	6.2%	1.36	0%	100%	+2.00%
UNP	Industrials	2027-01-26	BMO	57	—	4	3.9%	5.9%	2.26	50%	25%	-1.51%
HPQ	Hardware	2026-11-24	AMC	13	—	4	3.9%	8.7%	0.91	75%	25%	-3.39%
BLK	Financials	2027-01-14	BMO	49	—	4	3.8%	7.3%	1.69	25%	50%	+0.24%
SBUX	Consumer Disc.	2027-01-27	AMC	59	—	4	3.7%	6.9%	1.66	75%	25%	-1.69%
AAPL	Hardware	2027-01-28	AMC	60	—	5	3.7%	8.6%	1.67	40%	20%	-1.38%
NVO	Healthcare	2027-02-03	BMO	63	—	4	3.7%	5.6%	1.29	0%	25%	-0.22%
ADI	Semis	2026-11-24	BMO	12	—	4	3.6%	5.9%	1.17	50%	0%	-3.60%
CEG	Materials/Utilities	2026-11-09	BMO	1	imminent	4	3.6%	4.8%	0.81	100%	25%	-3.18%
KO	Consumer Staples	—	—	—	—	4	3.5%	5.4%	2.00	25%	0%	-0.53%
PG	Consumer Staples	2027-01-21	BMO	54	—	4	3.5%	5.0%	1.97	0%	50%	-0.62%
WFC	Financials	2027-01-14	BMO	49	—	4	3.4%	4.2%	1.65	50%	50%	+0.63%
TGT	Consumer Staples	2026-11-18	BMO	8	—	4	3.4%	5.5%	1.20	50%	50%	-1.21%
TSM	Semis	2027-01-14	BMO	49	—	4	3.3%	4.8%	1.09	0%	25%	-0.41%
BAC	Financials	2027-01-15	BMO	50	—	4	3.3%	7.6%	1.84	25%	50%	-1.25%
V	Financials	2027-01-26	AMC	58	—	4	3.3%	8.8%	1.82	75%	0%	-2.06%
MRNA	Healthcare	2026-11-06	BMO	0	imminent	4	3.3%	7.1%	0.47	50%	50%	-0.04%
AMGN	Healthcare	2027-02-02	AMC	63	—	4	3.2%	4.0%	1.36	0%	75%	+2.07%
PM	Consumer Staples	—	—	—	—	4	3.2%	6.4%	1.21	25%	50%	-0.53%
NVDA	Semis	2026-11-17	AMC	8	—	4	3.1%	6.3%	0.98	50%	75%	+0.14%
GM	Consumer Disc.	2027-01-27	BMO	58	—	4	3.1%	6.7%	1.20	50%	100%	+2.29%
ABBV	Healthcare	—	—	—	—	4	3.1%	7.0%	1.29	25%	50%	-2.01%
GE	Industrials	2027-01-21	BMO	54	—	4	3.0%	4.0%	1.11	25%	100%	+2.20%
LOW	Consumer Disc.	2026-11-18	BMO	8	—	4	3.0%	4.8%	1.24	50%	50%	-0.35%
KHC	Consumer Staples	—	—	—	—	4	2.9%	4.4%	1.18	50%	25%	-2.37%
F	Consumer Disc.	—	—	—	—	4	2.9%	5.6%	1.11	50%	25%	-2.44%
ASML	Semis	2027-01-27	BMO	58	—	4	2.9%	3.6%	0.78	50%	25%	-1.08%
GS	Financials	2027-01-19	BMO	52	—	4	2.8%	3.7%	1.13	50%	25%	-1.39%
REGN	Healthcare	2027-01-28	BMO	59	—	4	2.8%	6.2%	1.11	50%	75%	+3.23%
DVN	Energy	—	—	—	—	3	2.8%	6.8%	0.93	33%	67%	+1.87%
HD	Consumer Disc.	2026-11-17	BMO	7	—	4	2.8%	5.0%	1.22	50%	25%	-1.00%
HAL	Energy	2027-01-20	BMO	53	—	4	2.8%	5.1%	0.89	25%	100%	+1.07%
VZ	Telecom	2027-01-28	BMO	59	—	4	2.8%	5.5%	1.40	25%	75%	+2.85%
ON	Semis	—	—	—	—	3	2.7%	4.3%	0.56	100%	33%	-2.06%
NEM	Materials/Utilities	—	—	—	—	4	2.6%	3.6%	0.69	75%	100%	+1.75%
HON	Industrials	2027-01-28	BMO	59	—	4	2.6%	5.5%	1.08	25%	50%	+0.21%
CMCSA	Internet/Media	2027-01-28	BMO	59	—	4	2.6%	3.9%	1.04	75%	50%	-2.25%
MA	Financials	2027-01-28	BMO	59	—	4	2.6%	4.0%	1.26	25%	75%	+1.20%
SCHW	Financials	2027-01-21	BMO	54	—	4	2.5%	4.5%	1.13	50%	50%	-0.28%
COP	Energy	2027-02-04	BMO	64	—	4	2.5%	4.3%	0.83	50%	25%	-1.23%
BA	Industrials	2027-01-26	BMO	57	—	4	2.4%	3.6%	0.95	50%	75%	+3.22%
JNJ	Healthcare	2027-01-26	BMO	57	—	4	2.4%	3.5%	1.26	75%	50%	-0.48%
MDLZ	Consumer Staples	—	—	—	—	4	2.4%	4.0%	1.09	25%	50%	+0.63%
TJX	Consumer Disc.	2026-11-18	BMO	8	—	4	2.3%	4.5%	1.22	50%	50%	+0.47%
UPS	Industrials	2027-01-26	BMO	57	—	4	2.3%	3.9%	1.03	50%	75%	+1.72%
KKR	Financials	2026-11-09	BMO	1	imminent	4	2.3%	5.9%	0.76	100%	75%	-0.75%
RTX	Industrials	2027-01-26	BMO	57	—	4	2.3%	5.2%	0.98	50%	100%	+1.69%
SLB	Energy	2027-01-22	BMO	55	—	4	2.3%	6.0%	0.87	75%	50%	+1.46%
AXP	Financials	2027-01-29	BMO	60	—	4	2.2%	4.3%	0.98	0%	75%	+1.37%
MS	Financials	2027-01-14	BMO	49	—	4	2.1%	3.3%	0.84	25%	50%	+1.02%
SO	Materials/Utilities	—	—	—	—	4	2.1%	4.9%	1.10	50%	25%	-0.51%
COF	Financials	2027-01-19	AMC	53	—	4	2.0%	4.8%	0.68	50%	50%	-0.36%
LIN	Materials/Utilities	—	—	—	—	4	1.9%	6.6%	1.03	50%	50%	+0.35%
GILD	Healthcare	—	—	—	—	4	1.9%	3.0%	0.76	25%	50%	+0.19%
MCD	Consumer Disc.	—	—	—	—	4	1.9%	2.2%	0.99	75%	50%	+0.69%
BX	Financials	2027-01-28	BMO	59	—	4	1.7%	2.6%	0.50	75%	25%	-3.35%
NEE	Materials/Utilities	2027-01-27	BMO	58	—	4	1.6%	2.9%	0.91	75%	25%	-0.60%
EOG	Energy	—	—	—	—	3	1.6%	3.4%	0.61	67%	67%	+1.74%
MRK	Healthcare	—	—	—	—	4	1.5%	2.6%	0.55	75%	50%	-0.69%
PFE	Healthcare	2027-02-02	BMO	62	—	4	1.5%	4.9%	0.76	75%	25%	-0.72%
VST	Materials/Utilities	2026-11-06	BMO	0	imminent	4	1.5%	3.3%	0.30	75%	50%	-2.60%
XOM	Energy	2027-01-29	BMO	60	—	4	1.5%	2.1%	0.66	50%	25%	-0.61%
PEP	Consumer Staples	—	—	—	—	4	1.4%	3.8%	0.61	25%	75%	+2.12%
C	Financials	2027-01-14	BMO	49	—	4	1.3%	2.1%	0.55	75%	75%	+1.24%
JPM	Financials	2027-01-14	BMO	49	—	4	1.3%	2.3%	0.71	100%	25%	-0.91%
CVX	Energy	2027-01-29	BMO	60	—	4	1.1%	1.5%	0.54	50%	100%	+1.09%
MPC	Energy	2027-02-02	BMO	62	—	4	1.1%	2.1%	0.35	100%	100%	+1.85%
DUK	Materials/Utilities	—	—	—	—	4	1.0%	1.8%	0.56	50%	25%	-0.47%
PSX	Energy	—	—	—	—	4	1.0%	1.9%	0.33	75%	75%	+1.48%
VRTX	Healthcare	—	—	—	—	5	0.9%	1.8%	0.41	80%	40%	-0.34%
BMY	Healthcare	—	—	—	—	4	0.9%	2.2%	0.40	75%	75%	+0.81%
COST	Consumer Staples	2026-12-10	AMC	25	—	4	0.9%	1.6%	0.52	100%	25%	-1.08%
BRK-B	Financials	2026-11-07	AMC	1	imminent	4	0.7%	1.9%	0.52	50%	50%	+0.55%

Only the last 4 reported quarters are available from the public source, so per-ticker stats rest on ≤ 4 events — use them as rough priors, and the cross-sectional table for base rates. Per-event detail: /trai/api/events?symbol=AAPL. Screening/research, not investment advice.