Earnings Drift

A long-only equity strategy that holds companies in the weeks after they report results that stand out from expectations. Stocks tend to keep drifting in the direction of a strong report for a while after the news, and this strategy is built to capture that drift on liquid, large-cap names.

Drawdown is controlled by a broad-market health gate that steps the whole book aside when conditions turn unhealthy, rather than by hedging. Holding periods run a few weeks per position, with low, predictable turnover.

Validated across a two-decade backtest with an out-of-sample split, where the more recent decade held up as well as the earlier one, evidence the result is not fit to one period. A long-biased return engine with modest market sensitivity.