Market-wide earnings intelligence + local Norgate admission

T05 Earnings Live

Massive reports are monitored continuously. The frozen local engine confirms report quality, reaction-close eligibility, liquidity and portfolio capacity before a paper admission.

Recent reports

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Report qualifiers · rolling window

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Confirmed candidates · history

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Open positions

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API response

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Research overlay · no trade-rule change

Options expected-move bands

Awaiting option observations

Prior-close near-the-money call + put cost divided by the stock close. Low <9.0%; middle 9.0–13.34%; high >13.34%. These are volatility/risk context, not a prediction of direction or a T05 admission gate.

Ticker / report	Guidance now	Expected move	Band	Data quality	Prior close	First calculated

How to interpret these bands and the historical result

The low boundary is rounded down from the all-T05 study’s 9.06% third to the more conservative 9.0% requested here. The upper boundary is the frozen all-T05 13.34% third. In a different, supportive-only historical split, the lowest 11 events (up to about 11.6%) won 10/11 with +17.9% mean at +21 sessions and no loss of 10% or more. That tiny, already-inspected subgroup is exploratory and is not the live <9% band. A band is displayed only when a call and put traded on the exact prior-close date, with expiry within 10 days, strike within 5%, and at least five transactions per leg. “Captured after entry” means the historical observation was reconstructed too late to prove availability at the planned entry.

Current earnings outlook

T05 + Guidance

Green means the report passes T05 and its current future guidance is supportive. Open the timing details to see when each source was first received. This assessment may have changed since paper entry.

Ticker / report	Guidance & timing	Assessment

All dated display times are Eastern Time unless a source timezone is explicitly unknown. “Massive updated” is a provider modification time. “First observed” is our receipt time. Imported history cannot establish a historical delivery delay.

Historical study and guidance criteria

Future primary revenue midpoint ≥2% above consensus; EPS midpoint ≥consensus; no material primary outlook downside. Missing data remains unknown. Current guidance does not change paper admission rules.

Massive / Benzinga

Live Report Tape

25% EPS / 5% revenue report gates

Ticker	Company	Report	Status	Guidance & timing	EPS actual	EPS est.	EPS surprise	Revenue actual	Revenue est.	Revenue surprise	Earnings · Massive updated	Earnings · first observed	Guidance · Massive updated	Guidance · first observed

Capital deployment

Open Paper Positions

Ticker	T0	Entry	Entry px	Mark	Mark px	Net P&L	Net return	Return from T0 close	Regime	Sector gap	Guidance & timing

Recent confirmed signals

Recent Confirmed Candidate Charts

Confirmed candidate history · expand to view

This is the cumulative nightly-engine record, not the rolling report tape. Candidates must pass the EPS/revenue gates, have a current Norgate price mapping and a completed reaction bar, have a pre-report price of at least $5 and 20-session dollar volume of at least $2 million, and an absolute reaction gap no larger than 20%. Paper admission is separate: next-session open, up to 15 positions, with a 63-session hold. Missing portfolio records do not by themselves prove a capacity rejection.

Append-only paper trail

Confirmed T05 Candidate History

Includes admitted and capacity-limited signals

T0	Ticker	Rank	Score	EPS surprise	Revenue surprise	Regime	Sector gap	Admission state	Chart	Guidance & timing

Five sessions before earnings

Historical T-5 Watchlist Hits

T0	Target report	Rank	Ticker	Timing	Priority	Quality	63D trend	RS vs SPY	Assessment	Guidance & timing

Non-filtering telemetry

Macro Regime Path

Frozen labels; descriptive, not predictive

How each regime is assigned

The label uses SPY trend, market breadth and realized volatility. The highlighted row is the latest synced regime. These daily labels describe market conditions and do not change T05 admission rules.

Regime	Exact conditions
Bull / Broad	SPY close > its 200-session SMA and > its 50-session SMA; at least 60% of eligible stocks close above their own 50-session SMA.
Bull / Narrow	SPY close > its 200-session SMA; fewer than 45% of eligible stocks close above their 50-session SMA. SPY can be above or below its 50-session SMA.
Transitional	SPY close > its 200-session SMA, but neither bull condition above is met: breadth is 45% to below 60%, or breadth is at least 60% while SPY is at or below its 50-session SMA.
Risk-Off / Orderly	SPY close ≤ its 200-session SMA; annualized 21-session realized volatility is below 25%.
Risk-Off / Volatile	SPY close ≤ its 200-session SMA; annualized 21-session realized volatility is at least 25%.

SMA is the simple average closing price over 50 or 200 trading sessions. Breadth is the percentage of stocks in the local Norgate price panel with valid prices and moving averages that close above their own SMA; it is not restricted to the S&P 500. 21-session volatility is the sample standard deviation of SPY daily percentage returns over 21 sessions, multiplied by √252 to annualize it. It is not a 21-day price return or VIX.

Volatility bands: Calm <15%, Normal 15% to <25%, Elevated ≥25%. The auxiliary breadth bands are Narrow <40%, Mixed 40% to <60%, and Broad ≥60%; the Bull / Narrow regime itself uses the separate 45% cutoff above.

What the 0–100 regime score and path bars mean

The path color shows the regime; bar height represents its separate 0–100 descriptive score. The score does not determine the category. Hover over a bar for its date, label and score.

Component	Points
SPY above SMA200	25 if above; otherwise 0
SPY above SMA50	15 if above; otherwise 0
Breadth above SMA50	0–20, increasing linearly from 30% to 70% breadth
Breadth above SMA200	0–10, increasing linearly from 30% to 70% breadth
SPY 63-session return	0–15, increasing linearly from −10% to +10%
SPY annualized 21-session volatility	0–15, increasing as volatility falls from 35% to 10%

Each component is capped at its stated limits. Moving-average warm-up requires at least 40 observations for SMA50 and 160 for SMA200.

Forward shadow evidence

Analyst Actions Near T05 Events

Awaiting first capture.

Informational only. Adverse means a downgrade or price-target cut; supportive means an upgrade or price-target raise. Analyst actions are separate from company guidance. Initial archive rows are labeled separately from live first observations.

Issued	Ticker	Firm	Direction	Rating action	Rating	Target action	Prior PT	New PT	Provider updated	First observed by T05	Receipt class
Awaiting first analyst-ratings capture.