COIN Monday-morning gaps vs ordinary overnight gaps (last ~3 years)
Monday mean |gap|: 2.4334%
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MARA 5-day forward returns after >8% down-days vs baseline (last ~3 years)
Analysis window (calendar): 752
GOOGL: Does 14-day pre-earnings news sentiment foreshadow EPS surprise?
Earnings events (last ~3y): 12
SPY monthly returns vs inflation trend (cooling vs re-accelerating) — last ~3 years
Months analyzed: 33
QQQ turn-of-the-month vs mid-month return concentration (last ~3 years)
Trading days analyzed: 751
ORCL post-earnings-announcement drift: 20-day forward returns conditioned on earnings-day reaction (≈3y window)
Events analyzed: 11
NIO overnight gap-fill vs extension (RTH) — last ~3 years
Trading days analyzed: 751
RIVN intraday timing of daily highs and lows (last ~3 years; 2023-06-30 to 2026-06-30)
Trading days analyzed: 751
AAPL overnight vs intraday return decomposition — last ~3 years
Trading days analyzed: 749
DIA 'Turnaround Tuesday' over the last ~3 years — red-Monday conditioning
Tuesdays after red Monday (N): 58
META earnings-event realized range: pre-10d trend, event-day spike, and post-week behavior (≈3y window)
Events analyzed: 12
Does TSLA move with the 'Mag 7'? Daily-return correlations vs AAPL/MSFT/NVDA/GOOGL/AMZN/META (last ~3 years)
Trading days analyzed: 750
PLTR daily return asymmetry and skew over the last ~3 years
Trading days analyzed: 751
TSM vs NVDA — same-day co-movement and 1-day lead–lag over the last ~3 years
Overlapping trading days (N): 751
SPY OpEx-week vs ordinary-week returns and daily ranges (last ~3 years)
Date window: 1,096
NVDA earnings-day reaction vs EPS surprise magnitude (last ~3 years)
Earnings events analyzed: 12
UBER closing-half-hour (15:30–close) vs early-session (09:30–15:30): reversal or extension?
Trading days analyzed: 752
NVDA ±3σ daily-return tails and clustering (last ~3 years)
Trading days analyzed: 751
MSFT leverage-effect test: do losses drive higher next-day intraday volatility than equal gains? (≈3y window)
Trading days analyzed: 729
SPY pre-holiday session returns vs baseline (last ~3 years)
Window: 1,096
IWM day-of-week seasonality over the last ~3 years
Trading days analyzed: 751
HOOD: Next-day return after up-days — does high volume ‘confirm the move’? (last ~3 years)
Up-days analyzed: 372
QQQ top up-days vs top down-days: are they clustered within the same turbulent stretches?
Trading days analyzed: 751
INTC vs AMD daily-return comovement over the last ~3 years
Overlapping trading days: 751
COST 20-day forward returns: near-ATH (≤2% below) vs 10%+ drawdown — last ~3 years
Analysis window (calendar): 1,094
AMD–NVDA daily-return correlation on SPY selloff days (last ~3 years)
Trading days analyzed: 751
GOOGL volatility clustering over ~3 years: abs-return autocorr vs directional randomness
Trading days analyzed: 751
MARA Monday opening gaps vs Tue–Fri gaps over ~3 years
Monday mean |gap|: 3.1127%
AVGO pre-earnings 10-session drift vs post-earnings 10-session returns (last ~3 years)
Events analyzed: 11
NFLX earnings-day vs non-earnings-day contribution to cumulative return (last ~3 years)
Trading sessions analyzed: 730
GME attention surges (news-count spikes) vs forward 5-day returns
Analysis window (days): 752
TSLA next-day behavior after 3+ day streaks (up vs down) — last ~3 years
AMZN: Does the first hour set the tone? Opening-hour vs rest-of-day returns (~3 years)
Sessions analyzed: 752
KO vs SPY over ~3 years: downside vs upside beta and extreme-day cushioning
Trading days analyzed: 749
JPM daily returns vs 10-year Treasury yield changes (last ~3 years)
Trading days analyzed: 724
Is SMCI a 'leveraged NVDA'? Beta vs idiosyncratic risk over the last ~3 years
Observations (days): 751
COIN extreme daily moves: next-5-session continuation vs reversal
Trading days analyzed: 751
SPY forward 5d/10d returns after top-decile vs bottom-decile intraday range (≈3y window)
Analysis window (trading days): 752
QQQ intraday U-shape: 30-minute distribution of volume and absolute price movement (≈3-year window)
Trading days analyzed: 752
AAPL: Do pre-print estimate revisions (last 4 weeks) predict the earnings-day reaction?
Earnings events analyzed: 12
SPY turn-of-the-month seasonality — last ~3 years (L + F1–F3 vs the rest)
Trading days analyzed: 751
QQQ intraday (open→close) return distribution after gap-up opens
Trading days analyzed: 751
AMD earnings-day sign vs next-5-session drift, and scaling with EPS surprise (last ~3 years)
Events analyzed: 11
TSLA same-day gap-fill rates by gap size and direction (last ~3 years)
Sessions analyzed: 751
PLTR news sentiment — contemporaneous vs next-day predictive power (last ~36 months)
Days with both price+sentiment: 418
NVDA vs AMD daily-return correlation — last 3 months
Trading days in window: 63
Research is generated and published automatically by Tradezentient Research AI. This is educational content, not investment advice.