Pattern Engine · PEAD

PEAD live signals.

Long Setups and Short Setups from the Closelook PEAD pipeline. Each entry passed all three architectural layers — regime, trend, pattern — before becoming a live alert. The 63-day holding window starts at T+3 (the third trading day after the print).

Latest signal Sep 16, 2026, 11:00 PM UTC  ·  How is this calculated?  ·  Why does PEAD work?

T+5 status
  1. PEAD NONE ↗ T+5
    CAR — vs SPY Hold through — Indices HALO Sep 16, 11:00 PM

    T+3 said ↑LONG at +3.77% CAR; T+5 extends to +6.71%. Drift survived the classical post-earnings window.

  2. PEAD NONE ↗ T+5
    CAR — vs SPY Hold through — Indices AW25 · NASDAQ Sep 15, 11:00 PM

    T+3 said ↓SHORT at -4.59% CAR; T+5 extends to -9.95%. Drift survived the classical post-earnings window.

  3. ORCL PEAD SHORT 100 T+3
    CAR -12.51% vs SPY Hold through Dec 8, 2026 Indices AW25 · NASDAQ Sep 15, 08:31 PM

    Oracle reported Q1 FY2027 EPS of $1.63 on 2026-09-10, beating the $1.39 consensus by $0.24 (+17.3%).

  4. CPRT PEAD NONE 4 T+3
    CAR -2.43% vs SPY Hold through Dec 8, 2026 Indices HALO Sep 15, 08:31 PM

    Copart reported Q1 FY2027 EPS of $0.35 on 2026-09-10 (after market close), missing the $0.39 consensus by $0.04 (-10.3%).

  5. ADBE PEAD NONE 0 T+3
    CAR +1.80% vs SPY Hold through Dec 8, 2026 Indices AW25 · NASDAQ Sep 15, 08:31 PM

    Adobe reported Q3 FY2026 EPS of $4.75 on 2026-09-10, missing the $4.86 consensus by $0.11 (-2.3%); prior-year EPS comparison is not available in the current data feed.

  6. PEAD NONE ↗ T+5
    CAR — vs SPY Hold through — Indices HALO Sep 14, 11:00 PM

    T+3 said ↓SHORT at -16.59% CAR; T+5 extends to -17.46%. Drift survived the classical post-earnings window.

  7. PEAD NONE ↗ T+5
    CAR — vs SPY Hold through — Indices NASDAQ Sep 14, 11:00 PM

    T+3 said ↓SHORT at -3.48% CAR; T+5 extends to -4.63%. Drift survived the classical post-earnings window.

  8. AVAV PEAD LONG 18 T+3
    CAR +3.77% vs SPY Hold through Dec 7, 2026 Indices HALO Sep 14, 08:31 PM

    AeroVironment reported Q1 FY2027 EPS of $0.59 on 2026-09-09, beating the $0.22 consensus by $0.37 (+168.2%).

  9. ORCL PEAD SHORT 26 T+3
    CAR -4.59% vs SPY Hold through Dec 4, 2026 Indices AW25 · NASDAQ Sep 14, 11:31 AM

    Oracle reported Q1 FY2027 EPS of $1.92 on 2026-09-08, beating the $1.40 consensus by $0.52 (+37.1%).

  10. PEAD NONE ↗ T+5
    CAR — vs SPY Hold through — Indices RUBIN Sep 9, 11:00 PM

    T+3 said ↓SHORT at -25% CAR; T+5 extends to -25.16%. Drift survived the classical post-earnings window.

Hold-horizon legend

T-1
Close before the announcement.
T+0
Announcement day close (or next trading day for AMC reporters).
T+3
Third trading day after the announcement — when the CAR is measured and the signal becomes ready to fire.
T+63
~3 calendar months after T+0. Hard exit per Stage A spec; later stages add adaptive exits.

Candidates, not recommendations

These are systematic candidate signals from a documented academic anomaly. They are not buy or sell recommendations. The Pattern Engine generates the candidates; the decision to act, position sizing, risk management, and portfolio context are entirely the reader's responsibility. Past PEAD spreads have weakened materially since the 1980s and may continue to evolve. Short-side signals carry asymmetric risk including borrow costs and squeeze potential. See the full Lab Read for the complete failure-mode treatment.

FAQ · from the current data

PEAD — live — Q&A

What does the PEAD engine show?

Post-earnings-announcement drift setups from the nightly scan: long and short candidates with the 3-day cumulative abnormal return vs benchmark, the 63-day hold window and ±3% direction thresholds of the Pattern Lab methodology. Methodology: /lab/patterns/pead/.

How often does it run?

Nightly after the US close on trading days, during and after earnings season. Part of the Pattern Engine, the live counterpart of Pattern Lab — five engines on the Signal desk.

Is a signal here a recommendation?

No. Every engine output is a pattern hit in an investment research diary — a watch-list label with its trigger state, never advice. Base rates and the methodology live on the Pattern Lab page.