CML TradeMachine Option Backtester

(data source for all articles below)
May 21, 2018 - There is a bullish momentum pattern in Marvell Technology Group Ltd. (NASDAQ:MRVL) stock 7 calendar days before earnings that has been remarkably consistent, and we can capture that phenomenon explicitly by looking at returns in the option market.
May 19, 2018 - This is a slightly advanced option trade that bets on volatility for a period that starts one-day after Vmware Inc (NYSE:VMW) earnings and lasts for the 6 calendar days to follow, but then goes one step further, into "conditional" trading. It's this double triggered back-test that we focus on today - intelligent conditionals.
May 17, 2018 - There is a pattern of bullish momentum in Intuit Inc (NASDAQ:INTU) stock just two-days before earnings.
May 16, 2018 - With the market's direction becoming tenuous, we can explore option trading opportunities in Urban Outfitters Inc (NASDAQ:URBN) that do not rely on stock direction.
May 14, 2018 - There is a pattern of bullish momentum in Momo Inc (NASDAQ:MOMO) stock just days before earnings, and we can track that by looking at swing returns in the option market.

Even further, when MOMO showed a large stock move off of the last earnings result (the prior quarter), the win rate and return per trade has been higher. This is exactly the situation we face now -- MOMO rose 9% off of the prior earnings report -- now we face a back-test with coinciding patterns.
May 11, 2018 - This is a slightly advanced option trade that bets on volatility for a period that starts one-day after Dollar General Corporation (NYSE:DG) earnings and lasts for the 6 calendar days to follow, that has been a winner for the last six consecutive post-earnings cycles. We note the use of strict risk controls in this analysis.
May 07, 2018 - The bullish momentum pattern in Baozun Inc (NASDAQ:BZUN) stock 7 calendar days before earnings has yielded a back-test with eight straight wins over the last two-years with zero losses.
ANET | CSCO
May 05, 2018 - There has been a repeating momentum pattern in Arista Networks Inc (NYSE:ANET) stock 5 calendar days after earnings, and we can capture that phenomenon explicitly by looking at returns in the option market.
May 03, 2018 - There is a bullish momentum pattern in Applied Materials Inc (NASDAQ:AMAT) stock 6 calendar days before earnings, and also a one-day pre-earnings, and we can capture both phenomena explicitly by looking at returns in the option market.
Apr 30, 2018 - There is a pattern of bullish momentum in Ferrari N.V. (NYSE:RACE) stock just days before earnings, and we can track that by looking at swing returns in the option market.
Apr 27, 2018 - We have empirically and explicitly demonstrated the the repeating pattern of bullish momentum right before earnings -- during both a bull market and a bear market. But, that research has been furthered by looking at a stock's reaction to the prior earnings release and how it affects the next pre-earnings momentum, one week ahead of earnings.

Most recently we see circumstantial evidence of this double pattern in Under Armour (UA), which has just realized abrupt pre-earnings momentum following last quarter's big earnings beat.

In Palo Alto Networks Inc (NYSE:PANW) we find exactly the two-tiered pattern we researched again -- stocks that have pre-earnings momentum, and one with a recent history of large beats that push this momentum into the next quarter.
AMD | INTC
Apr 25, 2018 - AMD reported earnings on 4-25-2018 after the market closed. There has been a powerful pattern right after earnings that bets on volatility for a period that starts one-day after earnings and lasts for the 6 calendar days to follow, that has been a winner for the last 2 years and takes no stock direction risk at all.