earnings-trade-analyzer

Earnings Trade Analyzer - Post-Earnings 5-Factor Scoring

Analyze recent post-earnings stocks using a 5-factor weighted scoring system to identify the strongest earnings reactions for potential momentum trades.

When to Use

• User asks for post-earnings trade analysis or earnings gap screening
• User wants to find the best recent earnings reactions
• User requests earnings momentum scoring or grading
• User asks about post-earnings accumulation day (PEAD) candidates

Prerequisites

• FMP API key (set FMP_API_KEY environment variable or pass --api-key)
• Free tier (250 calls/day) is sufficient for default screening (lookback 2 days, top 20)
• Paid tier recommended for larger lookback windows or full screening

Workflow

Step 1: Run the Earnings Trade Analyzer

Execute the analyzer script:

# Default: last 2 days of earnings, top 20 results
python3 skills/earnings-trade-analyzer/scripts/analyze_earnings_trades.py --output-dir reports/

# Custom lookback and market cap filter
python3 skills/earnings-trade-analyzer/scripts/analyze_earnings_trades.py \
  --lookback-days 5 \
  --min-market-cap 1000000000 \
  --top 30 \
  --output-dir reports/

# With entry quality filter
python3 skills/earnings-trade-analyzer/scripts/analyze_earnings_trades.py \
  --apply-entry-filter \
  --output-dir reports/

Degraded endpoint fallback for scheduled reviews

If the analyzer reports a 404 or an implausible empty earnings calendar during a scheduled after-close/pre-market run, do not report "no earnings reactions" immediately. Verify the same range through the stable endpoint used by the compatibility shim and clearly label the result as an ungraded fallback:

curl "https://financialmodelingprep.com/stable/earnings-calendar?from=YYYY-MM-DD&to=YYYY-MM-DD&apikey=$FMP_API_KEY"

Then optionally enrich returned US tickers through the analyzer's stable-first FMP client or per-symbol /stable/quote?symbol=<ticker> calls to rank by same-day changesPercentage, market cap, and liquidity. Use legacy /api/v3 quote calls only as a legacy-key fallback after stable has failed. Present these as preliminary / ungraded reactions because the 5-factor scorer did not run; do not assign A/B/C/D grades from the fallback alone.

Step 2: Review Results

1. Read the generated JSON and Markdown reports
2. Load references/scoring_methodology.md for scoring interpretation context
3. Focus on Grade A and B stocks for actionable setups

Step 3: Present Analysis

For each top candidate, present:

• Composite score and letter grade (A/B/C/D)
• Earnings gap size and direction
• Pre-earnings 20-day trend
• Volume ratio (20-day vs 60-day average)
• Position relative to 200-day and 50-day moving averages
• Weakest and strongest scoring components

Step 4: Provide Actionable Guidance

Based on grades:

• Grade A (85+): Strong earnings reaction with institutional accumulation - consider entry
• Grade B (70-84): Good earnings reaction worth monitoring - wait for pullback or confirmation
• Grade C (55-69): Mixed signals - use caution, additional analysis needed
• Grade D (<55): Weak setup - avoid or wait for better conditions

Output

• earnings_trade_analyzer_YYYY-MM-DD_HHMMSS.json - Structured results with schema_version "1.0"
• earnings_trade_analyzer_YYYY-MM-DD_HHMMSS.md - Human-readable report with tables

Resources

• references/scoring_methodology.md - 5-factor scoring system, grade thresholds, and entry quality filter rules