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Most earnings are posted in the off trading hours, usually after the market closes. I agree prices do move quickly and this is why I am trying to figure out a way to capture this mechanically rather then manually. If I figure out a way to capture this mechanically then I can put other...

I am wondering if anyone out there can tell me a way to capture earning surprises in a commercially available program. Ideally what I am looking to do is capture those companies that have very recently beat their expected EPs and also capture those companies that have historically beat their...