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FAANG Earnings Trading Dashboard

Latest Event

DateTickerSurprisePre ReturnReaction ReturnDrift Mean
2026-07-30META+8.20%+1.34%+3.87%+0.42%
2026-07-29AAPL+3.10%+0.72%+1.95%+0.18%
2026-07-28AMZN+5.60%-0.41%+2.64%-0.09%
2026-07-25GOOGL-1.80%+0.53%-2.31%-0.34%
2026-07-24NFLX+12.40%+2.15%+6.72%+0.87%

Risk Controls

Max NAV Exposure1.87%
Stop-Loss Level3.5%
Vol-Sell Cap Usage42.3%
Limit2.00%

AAPL: trailing stop triggered at $218.40

Model Parameters

Intensity (λ)0.85
Jump Mean (μ_J)0.032
Jump Vol (σ_J)0.018
Mean Rev (κ)2.41
Long Var (θ)0.036
Vol of Var (σ_v)0.28
Correlation (ρ)-0.64
Alpha (α)0.22
Beta (β)0.68
Nu (ν)0.41
Rho (ρ)-0.32
VRP Value0.47
Signallong

Execution

Almgren-Chriss Order

Target Quantity25,000
Actual Order Size24,230
Participation Rate8.5%
Entry Price$196.42
Stop-Loss Price$189.54
StatusActive

Price Drift Over DRIFT_DAYS Window

0.12000.57501.0300t=0t=9