Strategy overview — Each week, an XGBoost model scores every S&P 500 ticker with an upcoming earnings report on the probability that it will beat consensus EPS estimates. Scores are derived from price momentum, volatility, fundamentals, sentiment, and historical beat-rate features as of the Friday before earnings week.
Signals — A CALL signal is generated when beat probability exceeds 60%; a PUT signal when it falls below 40%. The suggested contract shown is the nearest at-the-money option expiring after the earnings date, sourced from live Tradier data. No signal is generated for probabilities between 40–60%.
Avg Drift — Historical average price return over the 10 trading days following prior earnings beats for that ticker. Use this alongside the beat probability to gauge expected post-earnings momentum.
Updates — The model retrains and this page refreshes every Sunday at approximately 3:00 AM UTC. Options data is captured Saturday night; do not act on contracts shown here after market open Monday as pricing will have moved.
| Ticker | Earnings | Beat Prob | Signal | Avg Drift | Contract |
|---|---|---|---|---|---|
| STZ | 2026-04-08 | 53.2% | — | — | |
| DAL | 2026-04-08 | 52.7% | — | — |