arBtrage CAPITALIZING MARKETS checking… Sign in Sign up

Post-Earnings Drift

Stocks that have a large earnings reaction tend to keep moving in that direction for weeks afterward — institutional accumulation/distribution following the initial gap. This page surfaces stocks still in their early drift window and shows the historical evidence: bigger reactions → higher 30-day follow-through probability.

Events Analyzed (365d)
329
Drift Aligned with Reaction
42.2%
Avg 30d After +Reaction
-0.60%
Current Opportunities
30

Current Drift Opportunities

Stocks that reported 2-20 days ago with |reaction| ≥ 5% — still in early follow-through window
TickerCompanyReportedDays Ago ReactionDrift SinceDirection
PHGE BiomX Inc. May 20 20d +59.6% -12.9% ✗ FADED
PLAB Photronics, Inc. May 28 12d -36.4% -8.8% ✓ ALIGNED
IMVT Immunovant, Inc. May 20 20d +35.3% -9.2% ✗ FADED
ALAR Alarum Technologies Ltd. May 28 12d +31.8% +3.3% ✓ ALIGNED
IPW iPower Inc. May 20 20d -27.0% -23.6% ✓ ALIGNED
DY Dycom Industries, Inc. May 27 13d +25.8% -10.0% ✗ FADED
CAPS Capstone Holding Corp. May 20 20d +25.8% -10.8% ✗ FADED
GITS Global Interactive Technologies, Inc.… May 22 18d +24.3% +6.1% ✓ ALIGNED
AIFA All In FutureTech Alliance, Inc. May 21 19d +23.2% -37.5% ✗ FADED
TATT TAT Technologies Ltd. May 20 20d +21.0% +17.8% ✓ ALIGNED
KSS Kohl's Corporation May 28 12d +20.6% +13.0% ✓ ALIGNED
DLTR Dollar Tree, Inc. May 28 12d +17.9% -8.0% ✗ FADED
HOV Hovnanian Enterprises Inc May 21 19d +17.8% +2.6% ✓ ALIGNED
JOYY JOYY Inc. May 25 15d +17.8% +1.0% ✓ ALIGNED
DAVA Endava plc May 21 19d -16.5% -15.6% ✓ ALIGNED
SY So-Young International Inc. May 22 18d -16.5% -17.9% ✓ ALIGNED
BBY Best Buy Co., Inc. May 28 12d +15.8% -4.8% ✗ FADED
PERI Perion Network Ltd May 20 20d -15.6% -13.1% ✓ ALIGNED
GRML Greenland Mines Ltd May 20 20d +15.1% -23.3% ✗ FADED
MOV Movado Group Inc. May 27 13d +15.0% -1.4% ✗ FADED
ROIV Roivant Sciences Ltd. May 20 20d +14.9% -6.0% ✗ FADED
MLAB Mesa Laboratories, Inc. May 27 13d -14.5% +6.3% ✗ FADED
AAP Advance Auto Parts Inc. May 21 19d +14.4% +0.7% ✓ ALIGNED
MDWD MediWound Ltd. May 27 13d -14.1% -0.8% ✓ ALIGNED
SDA SunCar Technology Group Inc. May 27 13d +13.9% +39.7% ✓ ALIGNED
RL Ralph Lauren Corporation May 21 19d +13.9% -3.7% ✗ FADED
LX LexinFintech Holdings Ltd. May 24 16d +13.8% -7.2% ✗ FADED
ATS ATS Corporation May 28 12d -13.7% -11.7% ✓ ALIGNED
MOD Modine Manufacturing Company May 26 14d +13.6% +1.6% ✓ ALIGNED
LPG Dorian LPG Ltd. May 20 20d +12.8% -7.0% ✗ FADED

Reaction vs 30-Day Forward Return

329 past events · top-right and bottom-left quadrants = drift continued

Drift by Reaction Magnitude

Historical avg 30-day return and win rate for each reaction bucket
Reaction Bucket# EventsAvg 30d ReturnWin Rate
Down >10% 23 +6.00% 60.9%
Down 5-10% 24 +4.55% 62.5%
Down 0-5% 87 +0.94% 43.7%
Up 0-5% 142 +0.06% 41.5%
Up 5-10% 37 +1.02% 45.9%
Up >10% 16 -8.16% 25.0%
🔒 Preview mode. Create a free account to unlock the full earnings calendar, all panels, heatmaps, options flow, and screener.