Earnings EchoRefreshes 16:00 BJT / 08:00 UTC

Last updated · — EST · Daily watchlist of 15 tech & semi names with the cheaper-vol peer that echoes each reporter's earnings move.
Overview
Movers & Trends
Analysis
Methodology
Loading sympathy board...
Analysis view in development. Planned: scatter of correlation-60d vs vol-gap colored by verdict band, plus historical hit-rate distribution across the 15 names.

Plain-English overview

When a mega-cap tech or semi name reports earnings, closely-related stocks (suppliers, customers, sector peers) often move the same direction the next day. Earnings Echo scores, for each of 15 reporters, the single peer most likely to echo the reporter's post-earnings move — and prioritizes peers that trade at cheaper realized vol so the same directional bet costs less.

Sympathy score (0–100)

corrPart = clamp((corr + 0.2) / 1.2, 0, 1) × 60
volPart  = clamp((−volGap + 30) / 60, 0, 1) × 30
bonus    = sameSector ? 10 : 0

sympathyStrength = round(corrPart + volPart + bonus)
  • corr — Pearson correlation of 60-day daily returns (reporter vs candidate)
  • volGap — candidate's 30d annualized vol minus reporter's 30d annualized vol (cheaper peer ⇒ negative gap ⇒ higher score)
  • sameSector — boolean (Semis or Mega)

Verdict bands

  • Trade ready — strength ≥ 70 and reporter ≤ 14 days from next earnings
  • Strong, awaiting catalyst — strength ≥ 70, no near catalyst
  • Watch list — strength 50–69
  • No edge — strength < 50

Universe & data sources

  • 15 names: NVDA, AMD, INTC, AVGO, MRVL, QCOM, TSM, AMAT, SWKS, QRVO, AAPL, MSFT, GOOG, META, AMZN
  • OHLCV — Alva SDK stock/spot/ohlcv, 90d daily bars per run
  • Earnings calendar — Alva SDK event-screener/earnings-date, 1y historical
  • Refresh cadence — 1× daily, 08:00 UTC / 16:00 BJT (cronjob side-door-update)

What this does NOT capture (data caveats)

  • vol30 is realized 30-day annualized volatility, not implied vol. Alva SDK does not currently expose IV — the Echo thesis is strongest with true IV; future version may integrate an external IV feed.
  • Days to next earnings is estimated as last report + 91 days. The SDK only ships historical earnings dates. Always verify against the company's IR page before trading.
  • No options-chain data, no news sentiment, no guidance direction.
  • Correlation windows are short (60d) — regime shifts can invalidate the peer relationship quickly.