About EarningsChaser.

EarningsChaser is a daily research publication that uses LLM analysis of fundamentals, market data, and reaction history to predict how stocks will move on earnings prints — and translates each prediction into a concrete options trade with defined risk.

What we look at

For every liquid US-listed name reporting in the next seven days, the system pulls together:

Last 8 quarters of post-earnings 1-day, 5-day, and 30-day reactions (raw + abnormal vs SPY)
Pre-earnings drift and positioning (5d, 14d, 30d) to flag stretched vs washed-out setups
SEC filings — recent 10-K / 10-Q / 8-K and the Form 4 insider transactions in the last 90 days
Analyst conviction trend over 6 months — bullish share rising or falling
News and sentiment from Alpha Vantage and Finnhub, with peer read-across context
Stocktwits + ApeWisdom retail sentiment to flag contrarian setups
Live options chain — implied move, IV skew, ATM IV, put-call activity
Short interest, days to cover, and trend
Market regime — VIX level + 90-day percentile, SPY trend, sector ETF, yield curve

How predictions are made

A 5-step Claude analyst chain processes the dossier — reaction historian, setup reader, sector context, transcript tone analysis, and synthesis — producing a structured prediction with direction, magnitude (always positive), implied move, edge (magnitude minus implied), and calibrated confidence.

Crucially, the model is constrained by override rules: pending binary catalysts force "uncertain" direction; peer read-across dominates "less bad than feared" framing; insider selling at peak prices dampens bullish calls. These guardrails are continuously refined based on misses.

Calibration

Every emailed prediction is scored against the actual 1-day reaction. Across 200+ historical events, the model hits 66% directionally overall and 81% at confidence ≥ 0.60. The high-confidence threshold is the actionable signal — the daily email defaults to that filter.

Magnitude validation uses Alpaca historical option chains to compute the implied move at print time, then compares to the realized move. Edge calls (positive vs implied) hit 100% on the small sample we have so far — but n is too small to draw strong conclusions yet.

What this is not

Not investment advice. Not personalized recommendations. EarningsChaser is a research publication operating under the SEC's publisher exemption (per SEC v. Lowe, 1985). All subscribers receive the same general-market analysis. We are not a registered investment adviser. Suggested options plays are template strategies — verify strikes against the live chain, sanity-check premiums, never risk more than you can afford to lose to a gap. Past calibration is not a guarantee of future results.

Who's behind this

EarningsChaser is published by Blazing Customs LLC. Questions, feedback, or interested in the paid tier when it launches — admin@blazingcustoms.com.