Curr. earn. vs next-Q est.>10 (hold 1d) (min cap 1000000000)

For US stocks with market cap above $1bn, if actual EPS beats estimated EPS by more than 5%, buy at the first regular-market open after the earnings announcement and sell after 5 trading days. Benchmark: SPY.

Definition

{
  "universe": {
    "minMarketCap": 1000000000
  },
  "eventFilter": {
    "eventType": "earnings",
    "conditions": [
      {
        "field": "guidanceBeatPct",
        "operator": ">",
        "value": 0.1
      }
    ]
  },
  "entryRule": {
    "type": "firstOpenAfterAnnouncement"
  },
  "exitRule": {
    "type": "afterTradingDays",
    "days": 1,
    "price": "close"
  },
  "benchmark": "SPY",
  "transactionCostBps": 10,
  "slippageBps": 10,
  "entryFillMode": "market",
  "conservativeFraction": 0.25,
  "delaySessions": 0
}

Backtest runs

8/6/2026, 9:15:01 PM11730 trades0.09% abn.completed