earnings-forecast

Generate trading signals by forecasting EPS and computing SUE with PEAD logic.

Updated Apr 14, 2026
One-click install
npx skills add https://github.com/loanntc/Paave --skill earnings-forecast-loanntc
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: earnings-forecast
Source: https://github.com/loanntc/Paave/tree/main/skills/earnings-forecast
Command: npx skills add https://github.com/loanntc/Paave --skill earnings-forecast-loanntc

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill helps you translate earnings forecasts and analyst-consensus expectations into a measurable “expectation gap” so you can identify potential post-earnings trading opportunities.

Core Features & Use Cases

  • Forecast vs. Consensus Deviation (SUE/PEAD): Build top-down or bottom-up EPS forecasts, compare them against analyst consensus, compute SUE, and map signals to potential post-announcement drift (PEAD).
  • Analyst Expectation Revision Momentum (ERM): Quantify analyst upgrades/downgrades and forecast-change magnitude to detect whether expectations are moving in a favorable direction.
  • Trading Framework for Equity Research: Provide a step-by-step workflow for signal generation and an earnings-calendar-aware holding/entry plan.

Quick Start

Use the earnings-forecast skill to generate an earnings expectation gap report for a target stock by applying Top-Down or Bottom-Up EPS forecasting, computing SUE and ERM, and outputting a signal assessment plus PEAD-style entry guidance.

Frequently Asked Questions about earnings-forecast

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate SUE to predict post-earnings announcement drift (PEAD)?

To calculate SUE for PEAD trading signals, you normalize the forecast error by analyst consensus dispersion, then map the standardized unexpected earnings to post-announcement drift thresholds for entry guidance.

What is the best way to generate equity trading signals from EPS forecasts and analyst revisions?

Generating equity trading signals involves modeling bottom-up or top-down EPS, computing SUE against consensus, and tracking analyst revision momentum (ERM) from upgrade and downgrade counts to quantify expectation gaps.

How do I measure analyst expectation revision momentum for equity research workflows?

Analyst expectation revision momentum (ERM) is measured by quantifying the up and down analyst counts alongside the forecast-change magnitude, detecting whether consensus expectations are shifting favorably before earnings announcements.

Can I use top-down and bottom-up EPS forecasting to build an earnings calendar-aware holding plan?

Yes, top-down and bottom-up EPS forecasting outputs feed directly into an earnings-calendar-aware framework, providing structured entry and holding plans based on SUE thresholds and PEAD drift logic.

Why does my standardized unexpected earnings signal need normalized forecast-error dispersion?

Standardized unexpected earnings requires normalized forecast-error dispersion to accurately scale the deviation between your EPS forecast and analyst consensus, ensuring cross-sectional comparability for post-earnings drift evaluation.

When should I not use PEAD-style drift logic for trading signal assessment?

PEAD-style drift logic may not apply when analyst consensus data is sparse or forecast-error dispersion is abnormally high, as these conditions distort SUE thresholds and undermine the reliability of post-earnings drift signals.