Leaderboard

Pre-Earnings Momentum Trade Results from 10/18 through 11/1. 10 gains, 6 losses. Average gain 32.6%, Average loss 24.2%. Average duration of trade 1.3 days. Cost is trading cost -- $1 per contract. I see that BA cost is incorrect - should be $2 instead of $6 on entry. Two weeks isn't very long period. I will update in two weeks and see how a month of these trades look -- or until I run out of earnings. There were about 6 other tickers that looked good in CML that I did not trade because of lack of liquidity, wide spreads, and/or adverse indicators (like pronounced downtrends).