The Earnings Announcements With Buybacks strategy buys stocks running active buyback programs a few days before their earnings announcements and exits shortly after the report.
Entry Criteria: Buy DaysBefore days before earnings if the company has an active buyback.
Long/Short: Long only.
Exit Criteria: Sell DaysAfter days after the earnings date.
Stops: No.
Default Values:
DaysBefore = 5
DaysAfter = 1
CandleType = TimeSpan.FromDays(1).TimeFrame()
[*]Filters:
Category: Event-driven
Direction: Long
Indicators: Buyback + Calendar
Stops: No
Complexity: Intermediate
Timeframe: Daily
Seasonality: No
Neural Networks: No
Divergence: No
Risk Level: Medium