The Earnings Announcement Premium strategy buys stocks a few days before earnings announcements and exits shortly after the release.
Entry Criteria: Buy DaysBefore days prior to earnings.
Long/Short: Long only.
Exit Criteria: Sell DaysAfter days after earnings.
Stops: No.
Default Values:
DaysBefore = 5
DaysAfter = 1
CandleType = TimeSpan.FromDays(1).TimeFrame()
[*]Filters:
Category: Event-driven
Direction: Long
Indicators: Calendar
Stops: No
Complexity: Beginner
Timeframe: Daily
Seasonality: No
Neural Networks: No
Divergence: No
Risk Level: Medium