Pre-Earnings Stock Move Strategy Backtest | AI Velocity

Earnings Leak Detector Backtest

2026-09-03 → 2026-10-03 · threshold=±6% vs SPY · size=$10,000 · stop=10% · long-only

Total P&L

+$83

Trades

Win Rate

100.0%

Avg / Trade

+$83

Sharpe (ann.)

0.00

Max Drawdown

Profit Factor

infx

Avg Winner

+$83

Avg Loser

$nan

Peak Positions

Detection Date	Symbol	Name	Dir	Days Before	Δ vs SPY	Entry	Exit	P&L	Stopped
2026-09-03 00:00:00	HURC	Hurco Companies, Inc.	long	1	+6.10%	$22.80	$22.99	+$83

Generated October 03, 2026 · 30-day rolling backtest window. Entry = close on detection day; Exit = close on earnings date (or earlier if stop-loss hit).