earnings-revision

Track earnings estimate revisions and post-earnings drift for US and Hong Kong equities.

30.4k|4.9k|Updated Apr 1, 2026
One-click install
npx skills add https://github.com/HKUDS/Vibe-Trading --skill earnings-revision
Or copy as Structured Prompt for Agent
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Skill: earnings-revision
Source: https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/earnings-revision
Command: npx skills add https://github.com/HKUDS/Vibe-Trading --skill earnings-revision

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Market researchers struggle to monitor analyst estimate changes, guidance shifts, and persistent PEAD momentum across US and HK equities, so this Skill centralizes those alpha signals into a single framework for faster decision-making.

Core Features & Use Cases

  • Consensus revision tracking calculates breadth, magnitude, and dispersion over 30/60/90-day windows to reveal directional conviction before earnings releases.
  • PEAD momentum scoring compares surprise quintiles, recovery filters, and institutional/market structure factors to identify candidates with high drift potential.
  • Guidance and quality analysis combines textual cues, scoring logic, and earnings quality ratios to flag management tone shifts or red flags.
  • Use Case: Before an earnings call, request the consensus snapshot, prior guidance comparison, and PEAD status for a US/HK stock to decide whether to go long, short, or stay neutral.

Quick Start

Prompt the skill with a ticker to get its latest revisions, surprise strength, guidance signal, and PEAD window so you can act before the drift fades.

Frequently Asked Questions about earnings-revision

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

FAQPage Schema
How do I track analyst consensus revisions and PEAD signals for US and Hong Kong equities?

You track analyst consensus revisions and PEAD signals by calculating breadth, magnitude, and dispersion over 30/60/90-day windows alongside surprise quintiles to surface persistent post-earnings drift alpha for US and HK equities.

What is post-earnings announcement drift and how does guidance analysis identify it?

Post-earnings announcement drift, or PEAD, is the persistent price momentum following earnings surprises. Guidance analysis identifies it by combining textual cues, surprise quintiles, and earnings quality ratios to flag high drift potential candidates.

How do I calculate earnings revision breadth and dispersion before an earnings call?

You calculate earnings revision breadth and dispersion by measuring the magnitude and directional conviction of updated analyst consensus estimates across 30, 60, and 90-day windows before an earnings release to inform long or short decisions.

Can I use earnings revision metrics for both US equities and HK equities research workflows?

Yes, you can apply earnings revision metrics to both US and HK equities research workflows. The framework monitors management guidance, surprise quintiles, and PEAD filters across both markets during earnings seasons.

What is the best way to score management guidance shifts and earnings quality red flags?

The best way to score guidance shifts is by combining textual cues from management commentary with earnings quality ratios to detect tone shifts and flag potential red flags before the post-earnings drift fades.

Why does post-earnings drift fade and when should I assess the PEAD window?

Post-earnings drift fades as the market absorbs updated analyst consensus and surprise quintiles. You should assess the PEAD window immediately after an earnings call to decide whether to go long, short, or stay neutral before momentum disappears.