The backtest results show that JPM stock has a 50% win rate over 3 days, increasing to 87.5% over 30 days after earnings beats, with a 3-day return of -0.18% and a 30-day return of 3.73%. This indicates a strong positive price reaction in the medium term despite a slight short-term dip. The analysis suggests that investors may benefit from holding JPM shares for up to 30 days following an earnings beat to capture significant gains.

backtest_data

The backtest results show that JPM experienced a 100% win rate with positive returns of 2.52%, 5.49%, and 10.70% over 3, 10, and 30 days respectively after missing earnings expectations. This indicates a strong and consistent positive price reaction despite the earnings miss. The maximum return of 6.93% occurred on day 45, suggesting a sustained upward trend. These findings imply that JPM's stock may present a buying opportunity following earnings misses, as the market appears to respond favorably over the medium term.

The backtest results show that when the Banks Industry beats earnings expectations, the event impact on the industry is slightly negative with a maximum return of only 0.44% on the event day. This suggests that despite positive earnings surprises, the market reaction within the Banks sector is muted or slightly adverse. Investors should be cautious about expecting strong positive price movements solely based on earnings beats in the Banks Industry, as the data indicates limited upside and potential short-term negative sentiment.

The backtest results show that when the Banks Industry misses earnings expectations, the impact on the sector is predominantly negative, with a maximum return of only 0.04% occurring one day after the event. This minimal positive return suggests a generally weak market reaction to earnings misses within this industry over the tested period.

The analysis indicates that earnings misses in the Banks Industry do not lead to significant gains, reflecting investor caution or negative sentiment.

Investors should be wary of potential downside risks and consider defensive positioning when banks report earnings below expectations.

Backtest JPM Release Earning Report

Find all upcoming company earnings reports scheduled for jan 14 2027. Get details on which companies are reporting and their expected results.

Calendar