Fundamental Metrics

Days Since Earnings indicator

Calendar days since the asset's most recent earnings report. In backtests and live, this is the last actually-reported quarter at-or-before the decision time (no look-ahead). Use to time post-earnings

Definition

Calendar days since the asset's most recent earnings report. In backtests and live, this is the last actually-reported quarter at-or-before the decision time (no look-ahead). Use to time post-earnings entries (e.g. fade the gap after N days, or wait for the IV crush to settle).

Parameters

Asset

Output range: >= 0 (0 on the report day; grows as time passes)

Example condition

text
`DaysSinceEarnings(AAPL) >= 5 AND DaysSinceEarnings(AAPL) <= 20` (5–20 days after AAPL's last report)

Usage notes

Complement of DaysUntilEarnings — use DaysSinceEarnings for post-print mean-reversion or to avoid trading in the immediate post-earnings noise window.

Use in a strategy

Add this indicator to a strategy condition, choose its supported parameters and compare the output with the threshold required by your rule. Preserve the same interval and lookback when comparing backtests.

After saving the condition, inspect its asset, interval, lookback and comparison operator against the parameters above. If no trades occur, check whether the condition ever became true and whether the requested input data exists for that period. A missing input is not a zero-valued signal. An indicator produces an input to a rule. It does not establish future returns, and data availability can differ across assets and periods.