The backtest results show that JPM exhibits a positive price reaction following earnings beats, with win rates increasing from 55.56% at 3 days to 88.89% at 30 days and a 30-day average return of 4.64%. This indicates a strong and sustained upward momentum post-earnings surprise. The analysis suggests that investors benefit from holding JPM shares for up to a month after an earnings beat to capture the majority of gains. Consequently, this pattern supports a strategy of buying JPM on earnings beats and maintaining the position for medium-term appreciation.

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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% was observed 45 days post-event, suggesting a delayed but sustained upward momentum. Investors might consider that JPM's stock tends to rebound and gain value following earnings misses, highlighting potential buying opportunities in the aftermath of such events.

The backtest results show that the Banks Industry experienced a slight negative impact following earnings beats, with a maximum return of only 0.68% occurring 27 days after the event. This indicates that despite positive earnings surprises, the sector did not generate significant positive returns in the medium term. The analysis suggests that earnings beats in the Banks Industry may not reliably translate into strong price appreciation. Investors should be cautious and consider that positive earnings surprises in this sector might not lead to substantial gains.

The backtest results show that when the Banks Industry misses earnings expectations, the impact is generally negative with a maximum return of only 0.23% observed 15 days after the event. This minimal positive return suggests limited upside potential following earnings misses in this sector. The analysis indicates that earnings misses in the Banks Industry tend to suppress performance rather than generate significant rebounds. Investors should be cautious and consider defensive positioning when banks report earnings below expectations, as the sector shows weak recovery signals post-miss.

Backtest JPM Release Earning Report

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