Earnings Move Radar (E+1 & E+2)

Nov 16

Stop guessing earnings reactions. See them. Count them. Use them.

Earnings Move Radar turns every earnings release into a clear visual story on your chart.

What it does for you

Automatically marks the first and second trading day after each earnings (E+1 & E+2).

Shows at a glance whether the move came from a gap, an intraday trend, or a follow-through / reversal on the next day.

Packs all past earnings into a compact stats panel so you instantly know:

how big earnings moves usually are,

how often they close up vs. down,

how common your “big move” threshold really is.

Highlights simple, practical patterns like “two-day runs” and “three-day runs” around earnings that many traders care about but rarely measure.

Why traders like it

Saves time: no more clicking through old earnings dates one by one.

Puts realistic numbers behind your option ideas and post-earnings plays.

Works on any stock or ETF with earnings data, with a customizable look-back window.

All labels and the stats table are shown in Chinese, making it very friendly for Chinese-speaking traders.

How to use

Apply it to a daily chart of the stock or ETF you trade.

Scan the labels to understand how the market usually reacts to earnings for this symbol.

Use the stats panel to size your risk and define what “normal”, “large” and “extreme” earnings moves mean for you.

This indicator is an analytical tool, not a signal generator. It does not provide financial advice.

Nov 16

Release Notes

Stop guessing earnings reactions. See them. Count them. Use them.

Earnings Move Radar turns every earnings release into a clear visual story on your chart.

What it does for you

Automatically marks the first and second trading day after each earnings (E+1 & E+2).

Shows at a glance whether the move came from a gap, an intraday trend, or a follow-through / reversal on the next day.

Packs all past earnings into a compact stats panel so you instantly know:

how big earnings moves usually are,

how often they close up vs. down,

how common your “big move” threshold really is.

Highlights simple, practical patterns like “two-day runs” and “three-day runs” around earnings that many traders care about but rarely measure.

Why traders like it

Saves time: no more clicking through old earnings dates one by one.

Puts realistic numbers behind your option ideas and post-earnings plays.

Works on any stock or ETF with earnings data, with a customizable look-back window.

All labels and the stats table are shown in Chinese, making it very friendly for Chinese-speaking traders.

How to use

Apply it to a daily chart of the stock or ETF you trade.

Scan the labels to understand how the market usually reacts to earnings for this symbol.

Use the stats panel to size your risk and define what “normal”, “large” and “extreme” earnings moves mean for you.

This indicator is an analytical tool, not a signal generator. It does not provide financial advice.

Nov 16

Release Notes

# Earnings Move Radar – Table Field Reference

## Overview
**Observations (Xm)** – Shows how many earnings events fall inside the configured `months` lookback. Entries are recorded only when premarket, E+1, and E+2 data are all present, so this is the effective sample size behind every statistic.

## E+1 Close-Day Stats
- **Max move / Min move** – Maximum and minimum price swings on the first trading day after earnings, measured versus the pre-earnings close (`e1CloseChange` extremes), so you can see the most extreme first-day reactions.
- **Up frequency / Down frequency** – Share of samples where that first day closed higher or lower, telling you whether the session usually ends green or red.
- **Avg up move / Avg down move** – Average magnitude of the move when E+1 finishes up vs. down, showing how large the trend typically is once it appears.
- **Percentile @ threshold** – For the user-defined `e1_threshold`, reports what fraction of same-direction moves fall below that level (or, for declines, whose absolute value stays below it), revealing how common the target is.
- **Rank @ threshold** – Maps the threshold onto a 0–100 scale between the historical minimum and maximum, making the relative position obvious.

## E+2 Follow-Through Stats
The exact same metrics, but computed for the second trading day after earnings (`e2CloseChange`). This lets you compare day-two volatility, direction odds, average magnitude, and where `e2_threshold` sits in history to gauge follow-through strength.

## Combined Scenario Stats
- **Two-run up % / Two-run down %** – Percentage of events where both the premarket move and E+1 closed in the same direction, measuring whether day one extends the premarket tone.
- **Avg E+1 move (conditional)** – Average E+1 return within those two-run-up or two-run-down scenarios, indicating how strong continuation typically is.
- **Three-run up % / Three-run down %** – Requires premarket, E+1, and E+2 to align, so you can see how often the earnings reaction persists across two full sessions.
- **Avg E+2 move (conditional)** – Average E+2 return inside the three-run cases, used to judge the strength of multi-day streaks.

**Interpretation:** The front half answers “How big, how often, and how does a chosen threshold compare for the E+1 and E+2 moves?” The back half answers “How frequently does premarket direction carry into later sessions, and how strong are those streaks?”

## Label Annotations
- **PreMkt label** – Placed above the E+1 bar (or current bar in the premarket scenario). Displays the percentage gap between the pre-earnings close and the E+1 open, plus the sign (green/red) so you can see the immediate reaction.
- **E+1 label** – Centered on the E+1 candle with the earnings date (`MM/dd`) and the first-day close change versus the earnings-day close, helping you track each post-earnings day on the chart.
- **E+2 label** – Anchored below the E+1 low when the E+2 bar completes. Shows the E+2 close-over-close change relative to E+1, indicating the second-day follow-through.

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# Earnings Move Radar – 统计表字段说明

## 总览
**Observations (Xm)**：显示在设定 `months` 窗口内、且盘前/E+1/E+2 数据齐全的财报事件数量，即所有统计指标的实际样本基数。

## E+1 收盘日统计
- **Max move / Min move**：财报发布后第一个交易的股价涨跌幅度的最大/最小值，代表财报后一日相对前收的最大涨跌幅，说明最极端的首日反应。
- **Up frequency / Down frequency**：统计 E+1 收涨或收跌的样本占比，告诉你首日更常上涨还是下跌。
- **Avg up move / Avg down move**：分别计算上涨/下跌样本的平均幅度，展示一旦走出趋势通常会有多大。
- **Percentile@阈值**：把用户设置的 `e1_threshold` 代入百分位统计，得到正向样本中低于此阈值的比例、或负向样本中绝对值低于阈值的比例，用于判断目标阈值是否常见。
- **Rank@阈值**：将阈值线性映射到历史最小/最大区间的 0–100，直观体现其相对位置的高低。

## E+2 延续统计
完全复用 E+1 的指标，只是基于财报发布后的第二个交易日的数据进行统计。可对比第二个交易日的波动范围、方向概率、平均幅度，并且查看 `e2_threshold` 在历史中的百分位和排名，从而评估延续力度。

## 组合场景统计
- **Two-run up % / Two-run down %**：统计“盘前与 E+1 同涨/同跌”的样本占比，衡量首日是否延续盘前情绪。
- **Avg E+1 move（条件）**：仅在上述两连涨/两连跌场景中计算 E+1 的平均涨跌幅，说明延续时通常有多强。
- **Three-run up % / Three-run down %**：进一步要求盘前、E+1、E+2 同向，观察财报影响能否持续两天。
- **Avg E+2 move（条件）**：在三连涨/三连跌样本中统计 E+2 的平均幅度，用来判断多日走势的强弱。

**解读：** 表格前半部分回答“财报后第 1/2 个交易日一般涨跌多少、概率如何、阈值属于常规还是极端”；后半部分回答“盘前方向是否会延续到 E+1/E+2，以及连续走势出现时通常多强”。

## 标签说明
- **PreMkt 标签**：出现在 E+1 所在 K 线（或盘前情境中的当前 K 线）上方，显示财报前收与 E+1 开盘之间的百分比跳空，并用红/绿颜色区分方向，方便观察第一时间的反应。
- **E+1 标签**：居中贴在 E+1 当日的蜡烛上，包含财报日期（`MM/dd`）和 E+1 相对财报日收盘的涨跌幅，便于在图表上逐个追踪财报后的首个交易日。
- **E+2 标签**：E+2 收盘完成后会贴在 E+1 低点下方，显示相对 E+1 收盘的 E+2 涨跌幅，用于直观查看第二个交易日的延续方向与幅度。