What you can validate
Event-driven
Reactions and drift around scheduled and idiosyncratic events.
Event-driven strategies trade predictable behavior around catalysts. We validate post-earnings drift, surprise momentum, index reconstitution effects, and macro-release reactions with careful point-in-time handling to avoid lookahead.
- US equities
- Futures
20 example backtests
Each sample report is being prepared and will be downloadable here.
- 01
Post-earnings announcement drift (PEAD) across US equities
Sample reportComing soon - 02
Earnings-surprise momentum, top-decile SUE
Sample reportComing soon - 03
Drift after revenue beats vs EPS beats
Sample reportComing soon - 04
Guidance-revision drift study
Sample reportComing soon - 05
Pre-earnings run-up positioning
Sample reportComing soon - 06
Index reconstitution (add/drop) drift
Sample reportComing soon - 07
FOMC-day index-futures behavior
Sample reportComing soon - 08
CPI-release intraday reaction on ES
Sample reportComing soon - 09
Dividend-initiation announcement drift
Sample reportComing soon - 10
Buyback-announcement medium-term drift
Sample reportComing soon - 11
Analyst upgrade/downgrade reaction
Sample reportComing soon - 12
Post-split price behavior study
Sample reportComing soon - 13
M&A target post-announcement drift
Sample reportComing soon - 14
Earnings gap plus drift combined signal
Sample reportComing soon - 15
Macro-release volatility expansion on CL
Sample reportComing soon - 16
Sector reaction to commodity supply shocks
Sample reportComing soon - 17
Insider-buy cluster event drift
Sample reportComing soon - 18
Short-interest squeeze event study
Sample reportComing soon - 19
Quad-witching expiration effects
Sample reportComing soon - 20
Guidance-cut reversal after capitulation
Sample reportComing soon
Have a event-driven idea of your own?
Send us the rules in plain English. We confirm scope and feasibility, then validate it on the same institutional infrastructure.