earnings-revision

Analyze earnings revision momentum and compute PEAD signals for US and Hong Kong equities.

Updated Apr 10, 2026
One-click install
npx skills add https://github.com/ebrahim-sani/trading-automation --skill earnings-revision-ebrahim-sani
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: earnings-revision
Source: https://github.com/ebrahim-sani/trading-automation/tree/main/vibe-trading/agent/src/skills/earnings-revision
Command: npx skills add https://github.com/ebrahim-sani/trading-automation --skill earnings-revision-ebrahim-sani

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Analyzes earnings estimate revisions, guidance changes, and post-earnings drift to generate investment signals for US/HK equities.

Core Features & Use Cases

  • Tracks consensus revisions, earnings surprises, and guidance changes for US and HK equities.
  • Quantifies post-earnings drift (PEAD) within 60-90 days and derives momentum metrics such as breadth and dispersion.
  • Outputs structured signals and performance insights to guide investment decisions across earnings cycles.

Quick Start

Use earnings-revision to generate a near-real-time signal set for your watchlist and start evaluating trades around earnings announcements.

Frequently Asked Questions about earnings-revision

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

FAQPage Schema
What is post-earnings announcement drift and how do you calculate PEAD signals?

Earnings revision momentum tracks changes in analyst consensus estimates and corporate guidance. This skill computes SUE, breadth, and dispersion from real-time consensus feeds to evaluate momentum and generate structured investment signals for US and HK equities.

How do I track consensus revisions and earnings surprises for US and Hong Kong equities?

You track consensus revisions by monitoring real-time consensus feeds for EPS updates and guidance changes. This skill analyzes earnings surprises and quantifies post-earnings drift specifically for US and HK equities to output structured trading signals.

How can I generate near-real-time investment signals for my stock watchlist around earnings announcements?

You generate near-real-time signals by running this skill on your watchlist to evaluate earnings cycles. It processes consensus updates, guidance changes, and EPS surprises to output structured signals and risk metrics guiding your investment decisions.

Does this earnings revision analysis support both US and Hong Kong equity markets?

Yes, this earnings revision analysis supports both US and Hong Kong equities. It tracks consensus revisions, earnings surprises, and guidance changes across these specific markets to compute SUE, breadth, dispersion, and PEAD signals.

What metrics are used to quantify earnings revision momentum and post-earnings drift?

Earnings revision momentum and post-earnings drift are quantified using Standardized Unexpected Earnings (SUE), revision breadth, and analyst dispersion. These metrics are derived from consensus updates and EPS surprises to score 60-90 day drift signals.