OptionSignal® Top 100 Pre‑Earnings Call

Prev Next

Overview

  • Long Call 14 Days Before Earnings
  • 1 leg
  • Looks at Top 100 tickers

OptionSignal® Top 100 Pre‑Earnings Call Settings

  • Strategy is a long call 14 days before earnings.

OptionSignal® Top 100 Pre‑Earnings Call Open Conditions:

  • OptionSignal® prediction rating is equal to 5 (OptionSignal® = 5)
  • In the last year, the AI and Trading Using Skew and Kurtosis of the stock returns has been above 0
  • 14 days before earnings

Image

Details on Options TradeMachine is Selecting for OptionSignal® Top 100 Pre‑Earnings Call:

  • 1x long 40 delta call near 14 days to expiration

Image

Earnings Handling for OptionSignal® Top 100 Pre‑Earnings CallStrategy:

  • Custom Earnings
    • Open position 14 days before earnings
    • Close position 1 day before earnings

Image

OptionSignal® Top 100 Pre‑Earnings Call Close Conditions:

  • OptionSignal® prediction rating is equal to 1 (OptionSignal® = 1)
  • Close after open 5 trading days
  • Close 1-day before earnings
  • Gains are above 70%
  • Losses are above 70%

Image
Image
Image

Open next trade for OptionSignal® Top 100 Pre‑Earnings Call:

Image

Video Coming Soon

[View Video Transcript]

Impact of OptionSignal® on Top 100 Pre‑Earnings Call:

1 yr OptionSignal® 14-Day Pre-Earnings Long Call.png

Statistical Significance: 93.76%
Backtest Links

2 yr OptionSignal® 14-Day Pre-Earnings Long Call.png

Statistical Significance: 89.30%
Backtest Links

3 yr OptionSignal® 14-Day Pre-Earnings Long Call.png

Statistical Significance: 90.58%
Backtest Links

5 yr OptionSignal® 14-Day Pre-Earnings Long Call.png

Statistical Significance: 94.71%
Backtest Links