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I've been following his work for quite a while and am a big fan as well. Late last year, I moved a portion of my IRA to his Cambria Betterment robo. So far it is working well. Time obviously will tell.

@SBatchI think trading days makes a lot more sense - I guess it doesn't matter if a company always reports earnings on the same day of the week, but as your example indicates it can make a difference for companies whose reporting day of the week varies from cycle to cycle. If this can't be a user-specified settings choice, perhaps a good compromise would be to use trading days for any custom earnings scenario within 2 weeks (up from the 5 days the Ophir cited) and use calendar days for anything outside of 2 weeks?

This is a matter of you putting a little effort in, right? Just match one window to the next. Did you put in a stop loss? Is the execution fill type the same? Those are my best two guesses.