What belongs in a company dossier
The financial review connects the income statement, balance sheet and cash-flow statement. Revenue is separated into price, volume, mix, currency and timing when disclosure permits. Margin changes are reconciled to costs and accounting. Working-capital movements, capital spending, stock compensation, dilution, debt and liquidity are examined where material. A company’s adjusted measure is kept separate from GAAP.
The call review records guidance changes, management commitments, analyst questions and unresolved answers. Company releases, filings and original transcripts take priority. A third-party transcript is identified as such. Commentary from videos can inform questions, but financial claims return to the underlying disclosure.
Five years of index events, inspectable one by one
The current index archive covers 2021-09-13 through 2026-09-13, with exact event dates and counts shown for every current S&P 500 and Nasdaq-100 security. The report date is not the fiscal quarter-end date. Price data must identify the same symbol and currency. Incomplete events remain incomplete, rather than being filled with an assumed result.
Compare the opening gap and 1-, 5-, 10- and 20-session close returns, gap recovery, participation and market/sector-relative performance. Longer samples can be filtered by reaction and pre-event structure. Descriptive frequencies are not a calibrated prediction, and a long sample can still contain changing business models, accounting, market regimes and selection effects.
Prometheus-aligned, with explicit inputs
The daily implementation uses the full Prometheus answer logic’s 12/22/55 EMA context and its participation bands: elevated at 1.5 times baseline volume or more, subdued below 0.75, otherwise ordinary. RSI uses Wilder smoothing; ATR uses the mean of 14 true ranges. Those formulas are disclosed because indicator implementations can differ.
This is a website research implementation, not a live connection to the Discord bot. It does not import default implied-move percentages, substitute a fixed percentage for missing ATR, or call EMA ordering a detected chart pattern. Daily OHLCV does not provide order-book depth, signed institutional flow, dealer inventory or options gamma.
Fibonacci references use explicitly dated anchors and a defined direction. The fixed 20-session high/low grid is reproducible; it is not an automatically recognized swing. A hindsight-selected turning point must never be described as known before the report.
Implied move means a timestamped options input
The premium-based estimate is (nearest-to-spot call midpoint + same-strike put midpoint) ÷ underlying price, using a common quote timestamp and the first eligible expiry after the report date. Bid/ask, strike, expiry, spot, source and timestamp travel with the result. A quote captured after earnings cannot be used as the pre-earnings expectation.
The straddle premium reflects risk through expiry, liquidity and pricing conditions. A spot-centered band is distinct from strike-centered expiration break-evens. It is not automatically a one-standard-deviation interval or an isolated earnings move. Historical option chains have not been recovered for the initial 2024 cases; those values remain unavailable. The manual calculator is working arithmetic, not a live market-data feed.
Draft → pre-report article → post-report review
Drafts stay private while evidence is incomplete. A published pre-report article freezes its assumptions, source cutoffs and options/technical inputs. The post-report review is a separately dated edition containing results and the call. Follow-through observations are added as separate updates once the relevant sessions exist. Prior editions remain available.
The weekly workflow prepares the calendar and research coverage together. A calendar entry does not imply that a full dossier is complete. Coverage is explicit at company level; a missing transcript or historical option quote is described rather than replaced with plausible text.
What the chart can establish
It can establish observed ranges, returns, volume and the sequence of completed daily bars. It cannot establish which participant caused a move or guarantee a future result. Both retail and institutional participants interact with market makers and other liquidity providers. Attributing a move requires evidence beyond the shape of a candle.
Broad-market and sector comparisons help distinguish common market conditions from stock-specific relative performance, but simple excess return is not a causal model. Price returns here exclude dividends. Each event’s price window and the research publication date are separate.