Quote from Etrade18:
Now not every stock during earnings works on this algorithm. I can tell you that STI is 0 for 7 when it gets a signal thus its on my omit list. I can tell you taht spg is my biggest winner when it gets a signal during earnings. Then its apa, aci, x , sndk
symbol pnl trades win WIn percent
SPG 38,307 9 7 78%
APA 28,020 10 7 70%
ACI 27,888 10 7 70%
X 26,900 10 9 90%
SNDK 26,710 8 6 75%
OCR 25,029 8 6 75%
STT 24,970 9 7 78%
WDC 24,744 8 5 63%
ANR 23,327 11 7 64%
MMM 23,166 9 7 78%
AMZN 23,149 10 6 60%
GS 22,891 10 6 60%
