I actually don't think this is true. If you study all the triple digit % earnings/revenue beat, there are 6 types of action on the day immediately on the day of post earnings report.
1. gap up, trade higher to close (this is ideal, but not often the case)
2. gap up, trade lower to close (this is stop loss killer if it claim ORH intraday)
3. gap down, trade higher to close (this is the sort I can see an edge if there's a intraday overblown sell off)
4. gap down, trade lower to close
5. gap up, close within intraday range (this can be a stop loss killer)
6. gap down, close within intraday range
What happens a few days post ER after volatility settles down is another type of setup, another type of trade.
I do agree this can better control risk, and size appropriately.
This earnings, there are 173 companies that have triple digit % EPS beat, and 23 companies with triple digit % revenue beat. You can still find edge if you only target those with a prolonged pre-earnings setup
there's one more type,
7. Flat (opens within previous day range). If theré's RVOL without expanded price range, this can be a very explosive move by afternoon session.
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