The backtest results show that LLY has a strong positive response following earnings beats, with an 87.5% win rate at 3 and 30 days, and a perfect 100% win rate at 10 days. Returns are substantial, reaching 8.55% on average over 30 days, with a maximum return of 10.29% observed around day 47. This indicates consistent and significant gains post-earnings beat.

The data suggests that LLY's stock price reliably appreciates after positive earnings surprises, especially in the medium term.

Investors might consider holding LLY shares for up to a month or longer after an earnings beat to capture these gains.

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The backtest results reveal that the Pharmaceuticals Industry experienced a slight negative impact with a maximum return of -0.36% on the event day following earnings beats. This suggests that despite positive earnings surprises, the industry does not consistently benefit in the short term. The analysis indicates that earnings beats in this sector may not translate into immediate stock price gains, possibly due to market expectations or other overriding factors. Investors should be cautious and consider that positive earnings surprises in Pharmaceuticals might not yield quick returns, emphasizing the need for a broader investment strategy.

Backtest LLY earning beats

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