Calendar

The backtest results indicate that LLY achieves an 87.5% win rate with returns growing from 3.10% at 3 days to 6.38% at 30 days after earnings beats, showing strong and sustained positive performance. In contrast, the Pharmaceuticals Industry experiences a slight negative return of -0.23% one day post-earnings beat, suggesting limited immediate benefit from earnings surprises at the sector level. This implies that investors might gain by focusing on LLY specifically and holding its stock up to 30 days post-earnings beat, as it signals confidence and potential gains within the pharmaceutical sector.