Earnings Calendar & Post-Print Reactions

Roughly three out of four S&P 500 companies clear consensus EPS in a typical quarter, yet the median one-day post-print move sits near ±4-6% — meaning the interesting trade is almost never the beat itself, but the gap between what the print said and what the tape did. This hub collects every earnings preview, post-print recap, and guidance-revision note we publish, organized by ticker, quarter, and the specific mechanic that drove the reaction (top-line miss, margin compression, buyback cadence, segment guide cut). Updated weekly, with named-ticker implications and historical analogs attached to each piece.

What This Hub Tracks

Three buckets: previews (filed 24-72 hours before the print, anchored to the front-month ATM straddle and the prior four quarters’ actual moves), recaps (filed within 90 minutes of the 10-Q/10-K hitting EDGAR, with the segment table and guidance delta pulled directly from the filing), and post-print reaction notes (filed T+1 to T+5, comparing the realized move to the implied move and flagging any analyst-day or buyback-program follow-through). Coverage skews toward US small- and mid-cap names where the sell-side estimate dispersion is wide enough that the print actually carries information.

Data Sources & Method

Every figure on this hub traces to a primary source. Reported EPS, revenue segments, share count, and guidance language come from the 10-Q, 10-K, or 8-K filed on SEC EDGAR — never from a press-release aggregator, because the press release and the filing often disagree on segment definitions. Macro context (CPI, retail sales, ISM-adjacent series) comes from FRED and BLS direct downloads. Energy-sensitive names get crude, gasoline, and natural gas levels from the EIA weekly STEO. Positioning context — speculator net length in S&P 500 and Russell 2000 futures, COT category breakouts — comes from the CFTC weekly disaggregated report. Implied moves are calculated from CBOE-listed front-week ATM straddles, not vendor screens.

The standard preview format pairs the consensus estimate (FactSet/Refinitiv where available, otherwise the latest broker bracket) with the trailing four-quarter beat or miss in dollars and percent. The recap format includes the as-reported number, the consensus delta, the segment with the largest swing, and any change to forward guidance. No price targets, no buy/sell calls — this is descriptive analysis of what the company said and what the market priced.

How to Read Each Piece

• Header block — ticker, sector, market cap, scheduled report date and timing (BMO/AMC), expected release of supplementals.
• Implied vs. realized table — the front-week straddle’s implied move, the prior four quarters’ realized one-day moves, and the residual.
• Segment and margin lines — the two or three line items most likely to drive the print, with the comparison base quarter labeled.
• Guidance posture — whether management framed prior guidance as conservative, in-line, or stretched, taken verbatim from the most recent call transcript.
• Cross-reads — adjacent tickers in the same end-market whose prints in the trailing two weeks meaningfully change the read-through.

A Worked Example

A small-cap industrials name reports AMC with a front-week straddle implying a ±9% move. The trailing four quarters realized 11.2%, 6.8%, 4.1%, and 14.6% one-day moves — median 7.8%, meaning the options market is pricing the upper half of recent history. The recap measures three things: did revenue clear consensus, did the gross margin line confirm or break the prior-quarter trend, and did the FY guide get revised in dollars (not just affirmed). If margins compressed but the guide held, the post-print note flags that combination as a setup the company has chosen to defend with cost actions in the next two quarters — and points to the next two adjacent prints that will confirm or break that read.

Latest Analysis

First weekly piece on Earnings previews, recaps, post-print reactions arrives soon.

Adjacent Coverage

Earnings prints rarely stand alone. Pair this hub with guidance revisions for the mid-quarter pre-announcement flow, options positioning for the implied-move build-up into report dates, SEC filings for 8-K and S-1 cross-reads, and sector outlook for the macro overlay on cyclically exposed names.