Do our calls move with the market?
Every filing we score 70+ gets its stock price captured at our read and again at 10 min, 30 min, 1 hr, and 4 hrs. Returns are signed by our call (flipped for negative calls), so positive = the market agreed with us. Expectancy is the average signed return per filing — a low win rate with big winners still shows up here, which is what makes it the number to watch.
Tracked filings with a directional call: 118
| Horizon | n | Expectancy | Win rate | Avg win | Avg loss | Profit factor |
|---|
| +10 min best |
89 |
-0.28% |
26% |
+3.05% |
-1.44% |
0.74 |
| +30 min |
80 |
-0.41% |
38% |
+3.54% |
-2.78% |
0.76 |
| +1 hr |
77 |
-0.41% |
40% |
+3.45% |
-3.02% |
0.77 |
| +4 hrs |
36 |
-0.66% |
42% |
+8.96% |
-7.53% |
0.85 |
Current read
Best expectancy so far: +10 min. The segment tables below show which kinds of calls drive it. Sample sizes are still small — a running experiment, not a strategy.
By call direction
| Horizon | n | Expectancy | Win rate | Avg win | Avg loss | Profit factor |
|---|
| positive calls @ +30 min |
42 |
-1.25% |
26% |
+1.81% |
-2.33% |
0.28 |
| positive calls @ +4 hrs |
22 |
-5.52% |
23% |
+2.47% |
-7.87% |
0.09 |
| negative calls @ +30 min |
38 |
+0.51% |
50% |
+4.54% |
-3.52% |
1.29 |
| negative calls @ +4 hrs |
14 |
+6.98% |
71% |
+12.21% |
-6.08% |
5.02 |
By share price (liquidity proxy)
| Horizon | n | Expectancy | Win rate | Avg win | Avg loss | Profit factor |
|---|
| under $5 @ +30 min |
45 |
+1.11% |
53% |
+4.23% |
-2.46% |
1.97 |
| under $5 @ +4 hrs |
21 |
+0.90% |
48% |
+9.99% |
-7.36% |
1.23 |
| $5–$50 @ +30 min |
21 |
-2.51% |
19% |
+1.09% |
-3.36% |
0.08 |
| $5–$50 @ +4 hrs |
11 |
-2.44% |
27% |
+10.90% |
-7.45% |
0.55 |
| $50+ @ +30 min |
14 |
-2.15% |
14% |
+0.21% |
-2.55% |
0.01 |
| $50+ @ +4 hrs |
4 |
-3.90% |
50% |
+0.94% |
-8.74% |
0.11 |
By significance score
| Horizon | n | Expectancy | Win rate | Avg win | Avg loss | Profit factor |
|---|
| 70–79 @ +30 min |
59 |
-0.76% |
36% |
+2.37% |
-2.49% |
0.52 |
| 70–79 @ +4 hrs |
29 |
-2.13% |
41% |
+5.99% |
-7.87% |
0.54 |
| 80–89 @ +30 min |
6 |
+1.17% |
33% |
+3.66% |
-0.07% |
25.00 |
| 80–89 @ +4 hrs |
1 |
+0.20% |
100% |
+0.20% |
— |
— |
| 90+ @ +30 min |
15 |
+0.34% |
47% |
+7.03% |
-5.52% |
1.11 |
| 90+ @ +4 hrs |
6 |
+6.34% |
33% |
+31.19% |
-6.08% |
2.56 |
Methodology: horizon-0 quote at the moment our agent finished reading the filing; later quotes from the live engine's capture loop, with an S&P 500 (SPY) quote stored alongside for market-adjusted analysis. Each filing page also records the price just before the filing hit EDGAR, measuring how much of the move happened before our read. After-hours sessions are labeled. Not investment advice.
EDGAR·FLOW summarizes public SEC EDGAR filings with automated analysis. Materiality scores and stock-impact predictions are algorithmically generated and are not investment advice. Always verify against the source filing on SEC.gov.