Post-Earnings Drift Stocks: Earnings Gaps That Keep Going

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	Earnings Today Earnings Tomorrow Earnings This Week Earnings Next Week Reported Yesterday Reported This Week Earnings Gap Up Earnings Gap Down Post-Earnings Drift Earnings Run-Up Recent IPOs Best IPOs Broken IPOs IPO Base Breakout IPO Lockup Expiration
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Post-earnings announcement drift (PEAD) is one of the best-documented effects in finance: stocks that react strongly to earnings tend to keep moving in the same direction for weeks. This list shows NYSE and Nasdaq stocks that gapped up more than 3% on or right after an earnings report within the last 20 business days and still close above the report-day close and low and above the 20-day moving average.

Screening formula:
exch(nyse,nasdaq) and type(stock) and wdays_since_earn_rep >= 2 and wdays_since_earn_rep <= 20 and math.max(evalat(gapup, wdays_since_earn_rep), evalat(gapup, wdays_since_earn_rep - 1)) > 3 and c > c[wdays_since_earn_rep] and c > l[wdays_since_earn_rep] and c > sma(20) and draw(earnrep) and sortby(change(20), desc) and show(wdays_since_earn_rep as days_since_report, change(20) as change_20d_pct)