Results Season

Hi all

I think I know the answer to this but has anyone else had the thought to model selling prior to results given the large volatility that can occur as a result of an unexpected outcome (it ‘seems’ to be getting worse with ABC a recent scenario). I get the fact that stocks can also 'gap up ’ on earnings like JHX but was just thinking out loud. I reckon it would also be quite hard to backtest this as well.

I understand this is a form of ‘attempting to avoid losses’ which is impossible over the longer term



The tried and tested model for selection: :dart:

You answered your question Nick.

The question then begs, why only test for this type of news? Where would you stop?