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 post-earnings beat to capture significant gains. This pattern highlights the value of a medium-term investment horizon following positive earnings surprises for JPM.

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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 on day 45, suggesting sustained investor confidence. Investors might consider that JPM's stock tends to rebound and generate gains following earnings misses, highlighting potential buying opportunities in such scenarios.

The backtest results show that the Banks Industry experienced a negative impact following earnings beats, with a maximum return of only 1.01% occurring 59 days after the event. This suggests that despite positive earnings surprises, the sector's price reaction was muted and slightly adverse over the medium term.

The analysis indicates that earnings beats in the Banks Industry do not translate into strong positive returns, possibly due to market skepticism or other overriding factors.

Investors should be cautious about expecting significant gains from earnings beats in this sector and consider other indicators for investment decisions.

The backtest results show that when the Banks Industry misses earnings expectations, the impact is consistently negative with a maximum return of -0.25% on the event day. This indicates a weak immediate market reaction to earnings misses within this sector. The analysis suggests that earnings misses in the Banks Industry tend to lead to slight but consistent negative returns, reflecting investor caution. For investors, this implies a need for prudence when banks report earnings below expectations, as the sector may experience modest downside pressure in the short term.

Backtest JPM Release Earning Report

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