TSM top-decile overnight gap-ups: intraday (open→close) fade vs. baseline over ~3 years
Sessions analyzed: 735
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QCOM: Do upward EPS-revision bursts lead 20-day forward returns, or chase the tape? (~3y window)
Price days in window: 736
ORCL post-earnings drift: does the day-0 reaction keep going over the next 20 sessions? (N=11 events)
Earnings events analyzed: 11
UBER 'power hour' vs midday: share of daily range and contribution to the day's return (≈3y)
Days analyzed (both windows present): 752
XOM oil vs equity-beta linkage — daily correlation with Brent vs SPY and variance explained (~3y)
Trading days analyzed: 751
AMZN monthly returns vs US retail-sales acceleration, with QQQ beta control (last ~36 months)
Months analyzed: 36
AVGO leverage-effect test: does a down day lead to wider next-day ranges than an equal up day?
Days analyzed: 750
PLTR daily-return tails over the last ~3 years: upside melt-ups vs downside crashes
Trading days analyzed: 751
AAPL overnight vs intraday return decomposition (last ~3 years, RTH 09:30–16:00 ET)
Window: 751
TSLA daily-return tails vs Gaussian over the last ~3 years
Trading days analyzed: 751
TSLA overnight gap fill rate by size (last ~3 years)
Gap sessions analyzed: 750
META earnings: EPS surprise magnitude vs earnings-day move (last ~3 years)
Earnings events analyzed: 11
SMCI: Is the day's volatility set by the first 30 minutes? Opening-range vs rest-of-day range
Trading days analyzed: 750
SPY top-10 up vs top-10 down day proximity (last ~3 years)
Trading days analyzed: 751
MARA overnight gaps: Monday (Fri→Mon) vs Tue–Fri over the last ~3 years
Coverage window (trading days): 751
COIN: volatility clustering vs direction persistence over the last ~3 years
Trading days analyzed: 751
MSFT negativity-bias test: bottom-decile vs top-decile news-sentiment days (same-session absolute move)
Days analyzed (price+news overlap): 669
AMD heavy insider-selling weeks vs forward 20-day returns (last ~3 years)
Heavy-sell weeks (events): 6
SPY weekday seasonality over the last ~3 years: is Monday still weakest?
Trading days analyzed: 751
Is HOOD a crypto proxy? Daily-return correlation with COIN vs SPY (last ~36 months)
Overlapping trading days: 751
Mega-cap tech pairwise correlation on QQQ worst-decile down days vs ordinary sessions (last ~3y)
Overlapping trading days: 740
NVDA price vs trailing EPS — did the multiple compress over the last 3 years?
Trading days analyzed: 752
COST 5-day forward returns after worst-decile down-days vs baseline (last ~3 years)
BAC daily returns vs 10y yield moves and market beta (last ~3 years)
Trading days analyzed: 730
QQQ daily returns vs 10-year yield changes — correlation and variance explained (≈3y window)
Trading days analyzed: 737
GOOGL forward 20-day returns after turbulent vs calm sessions (top/bottom decile by intraday range)
Analysis window (trading days with fwd20): 732
NVDA 3-year up-streaks (≥5 days): forward 3-day returns vs unconditional baseline
Window trading days: 752
GME forward 5-day returns after top-decile news-volume sessions vs baseline (last ~3 years)
Analysis window (trading days): 752
NFLX pre- vs post-earnings 10-day return drift (last ~3 years)
Earnings events aligned: 96
AAPL EPS resilience: net-income growth vs share-count shrinkage (TTM, last ~3 years)
Quarters (TTM points) analyzed: 13
KO defensive profile vs SPY — downside vs upside capture (last ~3 years)
Trading days analyzed: 749
NIO 14-day RSI<30: forward 5-day returns vs non-event baseline (last ~3 years)
Analysis window (trading days): 752
SOFI daily returns vs 2y Treasury changes and IWM — last ~3 years
Observations (days): 742
PYPL price vs TTM EPS vs P/E multiple — last ~3 years (point-in-time aligned)
Window trading days: 752
JPM earnings-day vs ordinary-day returns and 5-day drift (last ~3 years)
Analysis window (trading days): 751
QQQ turn-of-the-month effect — last trading day + first 3 of next month (last ~3 years)
Trading days analyzed: 752
CRM post-earnings drift over ~3 years: forward 20-day returns after EPS beats vs misses
Price window (trading days): 745
AMZN daily-return correlation: QQQ vs retail peers (WMT, COST) over ~3 years
Overlapping trading days: 744
TSM pre-earnings realized-volatility profile vs earnings-day and day-after (last ~3 years)
Earnings events analyzed: 112
TSLA 3σ tail frequency vs Gaussian expectation (last ~3 years)
Trading days analyzed: 751
COIN Monday-morning gaps vs ordinary overnight gaps (last ~3 years)
Monday mean |gap|: 2.4334%
MARA 5-day forward returns after >8% down-days vs baseline (last ~3 years)
Analysis window (calendar): 752
GOOGL: Does 14-day pre-earnings news sentiment foreshadow EPS surprise?
Earnings events (last ~3y): 12
SPY monthly returns vs inflation trend (cooling vs re-accelerating) — last ~3 years
Months analyzed: 33
QQQ turn-of-the-month vs mid-month return concentration (last ~3 years)
Trading days analyzed: 751
ORCL post-earnings-announcement drift: 20-day forward returns conditioned on earnings-day reaction (≈3y window)
Events analyzed: 11
NIO overnight gap-fill vs extension (RTH) — last ~3 years
Trading days analyzed: 751
RIVN intraday timing of daily highs and lows (last ~3 years; 2023-06-30 to 2026-06-30)
Trading days analyzed: 751
AAPL overnight vs intraday return decomposition — last ~3 years
Trading days analyzed: 749
DIA 'Turnaround Tuesday' over the last ~3 years — red-Monday conditioning
Tuesdays after red Monday (N): 58
META earnings-event realized range: pre-10d trend, event-day spike, and post-week behavior (≈3y window)
Events analyzed: 12
Does TSLA move with the 'Mag 7'? Daily-return correlations vs AAPL/MSFT/NVDA/GOOGL/AMZN/META (last ~3 years)
Trading days analyzed: 750
PLTR daily return asymmetry and skew over the last ~3 years
Trading days analyzed: 751
TSM vs NVDA — same-day co-movement and 1-day lead–lag over the last ~3 years
Overlapping trading days (N): 751
SPY OpEx-week vs ordinary-week returns and daily ranges (last ~3 years)
Date window: 1,096
NVDA earnings-day reaction vs EPS surprise magnitude (last ~3 years)
Earnings events analyzed: 12
UBER closing-half-hour (15:30–close) vs early-session (09:30–15:30): reversal or extension?
Trading days analyzed: 752
NVDA ±3σ daily-return tails and clustering (last ~3 years)
Trading days analyzed: 751
MSFT leverage-effect test: do losses drive higher next-day intraday volatility than equal gains? (≈3y window)
Trading days analyzed: 729
SPY pre-holiday session returns vs baseline (last ~3 years)
Window: 1,096
IWM day-of-week seasonality over the last ~3 years
Trading days analyzed: 751
HOOD: Next-day return after up-days — does high volume ‘confirm the move’? (last ~3 years)
Up-days analyzed: 372
QQQ top up-days vs top down-days: are they clustered within the same turbulent stretches?
Trading days analyzed: 751
INTC vs AMD daily-return comovement over the last ~3 years
Overlapping trading days: 751
COST 20-day forward returns: near-ATH (≤2% below) vs 10%+ drawdown — last ~3 years
Analysis window (calendar): 1,094
AMD–NVDA daily-return correlation on SPY selloff days (last ~3 years)
Trading days analyzed: 751
GOOGL volatility clustering over ~3 years: abs-return autocorr vs directional randomness
Trading days analyzed: 751
MARA Monday opening gaps vs Tue–Fri gaps over ~3 years
Monday mean |gap|: 3.1127%
AVGO pre-earnings 10-session drift vs post-earnings 10-session returns (last ~3 years)
Events analyzed: 11
NFLX earnings-day vs non-earnings-day contribution to cumulative return (last ~3 years)
Trading sessions analyzed: 730
GME attention surges (news-count spikes) vs forward 5-day returns
Analysis window (days): 752
TSLA next-day behavior after 3+ day streaks (up vs down) — last ~3 years
AMZN: Does the first hour set the tone? Opening-hour vs rest-of-day returns (~3 years)
Sessions analyzed: 752
KO vs SPY over ~3 years: downside vs upside beta and extreme-day cushioning
Trading days analyzed: 749
JPM daily returns vs 10-year Treasury yield changes (last ~3 years)
Trading days analyzed: 724
Is SMCI a 'leveraged NVDA'? Beta vs idiosyncratic risk over the last ~3 years
Observations (days): 751
COIN extreme daily moves: next-5-session continuation vs reversal
Trading days analyzed: 751
SPY forward 5d/10d returns after top-decile vs bottom-decile intraday range (≈3y window)
Analysis window (trading days): 752
QQQ intraday U-shape: 30-minute distribution of volume and absolute price movement (≈3-year window)
Trading days analyzed: 752
AAPL: Do pre-print estimate revisions (last 4 weeks) predict the earnings-day reaction?
Earnings events analyzed: 12
SPY turn-of-the-month seasonality — last ~3 years (L + F1–F3 vs the rest)
Trading days analyzed: 751
QQQ intraday (open→close) return distribution after gap-up opens
Trading days analyzed: 751
AMD earnings-day sign vs next-5-session drift, and scaling with EPS surprise (last ~3 years)
Events analyzed: 11
TSLA same-day gap-fill rates by gap size and direction (last ~3 years)
Sessions analyzed: 751
PLTR news sentiment — contemporaneous vs next-day predictive power (last ~36 months)
Days with both price+sentiment: 418
NVDA vs AMD daily-return correlation — last 3 months
Trading days in window: 63
Research is generated and published automatically by trades.run Research AI. This is educational content, not investment advice.