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Hi @RogerMiller, welcome and thanks for signing up! I try to answer all of your questions: You can get an automated daily notification about which symbols have a newly confirmed earnings date, as well as for which symbols today is the last trading day before they are going to announce their earnings (which can help you to not leave any trades open through earnings unintentionally). To prevent long chaotic lists with uninteresting symbols you will not automatically receive this notification on all symbols available but just the ones you have entered on the page. Hence, this should be a strategic list put in place for a long time. RVrel is simply the actual RV (or better RV calculated with yesterday's closing prices) divided by the average RV of all cycles within the last 2 years, just for this particular distance to the EA (= the exact number of trading days before the EA). So normally this is the simple average of 8 values (4 per year). The table at the end of the Earningschart page was the very first version of the heatmaps. It is a comparably simple heatmap which shows the simple average over the date range selected. On the backtest page default is the median. But you can choose the average as well. Correct. The table should toggle the sorting direction and switch from ascending to descending with a click inot the arrow in the headline. However, I just noticed that sorting indeed works only one way, need to look into it. You can, however always export the whole table as either excel or csv and process it further yourself. You have to consider one more dimension: 1) you have the individual trade for each earnings cycle, for which you can note the average or the maximum drawdown over those days in the trade 2) since from that you get one number for each earnings cycle but look at several cycles, you need to further aggregate those numbers. This aggregation is handled by the checkbox on top (and I agree that the checkbox label might not be clear enough). Unchecked: you will get the average over all max drawdowns of each individual earnings cycles within the date range (always for the same number of days you are in the trade, i.e. for the 'same row' in the heatmap). Checked: you will get the maximum of each max drawdowns over all those cycles within the date range. I had already several messages from users who recalculated the drawdown figures and had a difference to that calculation. Do not forget that drawdown is path dependent, i.e., each new high marks a new reference going forward. Just adding up returns will not give the right figure (how it might be done in other services). Note that the 'average of the average' does not make much sense and I haven't included it. If you f.e. are in a 15 days trade, you have zero drawdown for the first 14 days and then get a 50% drawdown, the average in this case will be 3,3% which is not a useful figure. Hope I tackled all points. Please come back or drop me a mail whenever you have more questions!