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
Regards
Nick
