pead-screener
tradermonty/claude-trading-skills
Screen post-earnings gap-up stocks for PEAD patterns using weekly candle analysis.
What is pead-screener?
Identifies Post-Earnings Announcement Drift (PEAD) opportunities by analyzing weekly candle formations after earnings announcements. Detects red candle pullbacks and breakout signals to find stocks with follow-through momentum. Use this when screening for earnings-driven trading setups or analyzing post-earnings drift patterns.
- Screens FMP earnings calendar for gap-up stocks or processes earnings-trade-analyzer JSON output
- Analyzes weekly candle formations to identify red candle pullbacks and breakout signals
- Classifies candidates into stages: MONITORING, SIGNAL_READY, BREAKOUT, or EXPIRED
- Calculates composite scores and ratings for trade setup quality
- Provides entry, stop-loss, target, and risk/reward ratios for each candidate
- Generates both JSON and Markdown reports grouped by stage and actionable guidance
How to install pead-screener
npx skills add https://github.com/tradermonty/claude-trading-skills --skill pead-screener- FMP API key (set FMP_API_KEY environment variable or pass --api-key flag)
- Free tier FMP account (250 calls/day sufficient for default screening)
- For Mode B: earnings-trade-analyzer JSON output file with schema_version 1.0
How to use pead-screener
- 1.Set your FMP_API_KEY environment variable or prepare to pass --api-key flag
- 2.Run Mode A (FMP calendar) with: python3 skills/pead-screener/scripts/screen_pead.py --output-dir reports/ or Mode B (analyzer JSON) with: python3 skills/pead-screener/scripts/screen_pead.py --candidates-json <file> --min-grade B --output-dir reports/
- 3.Review the generated JSON and Markdown reports, grouped by stage (MONITORING, SIGNAL_READY, BREAKOUT, EXPIRED)
- 4.Load references/pead_strategy.md for PEAD theory and references/entry_exit_rules.md for trade management rules
- 5.Present each candidate with: stage, weekly candle pattern, composite score, trade setup (entry/stop/target), and liquidity metrics
- 6.Act on stage classification: BREAKOUT + 85+ score = full position; BREAKOUT + 70-84 = standard position; SIGNAL_READY = set alert; MONITORING = add to watchlist; EXPIRED = remove
Use cases
- Find high-conviction PEAD trades with strong weekly candle breakouts (85+ score) for full position sizing
- Set alerts on SIGNAL_READY candidates when red candles form, waiting for breakout above red candle high
- Screen post-earnings gap-ups over a 5-week monitoring window to build a watchlist of momentum setups
- Analyze earnings-trade-analyzer output to filter candidates by grade (B or higher) before detailed PEAD analysis
- Identify expired candidates beyond the monitoring window to remove from active watchlist
- Swing traders focusing on post-earnings momentum and gap follow-through
- Quantitative traders building earnings-driven screening workflows
- Active traders who want systematic PEAD pattern detection and stage classification
- Traders integrating earnings-trade-analyzer output into multi-stage screening pipelines
pead-screener FAQ
Post-Earnings Announcement Drift (PEAD) is the tendency for stock prices to continue moving in the direction of an earnings surprise after the announcement. Weekly candle analysis captures the post-earnings pullback (red candle) and subsequent breakout, which are key entry signals for momentum traders.
Mode A pulls from the FMP earnings calendar directly (requires API key, 250 calls/day free tier). Mode B processes JSON output from earnings-trade-analyzer, which is more efficient for US-equity routines and avoids wasting API budget on non-US symbols. Mode B is preferred for pre-market or cron-scheduled screening.
By default, the skill monitors candidates for 5 weeks post-earnings. You can customize this with the --watch-weeks parameter. Candidates are classified as EXPIRED once they exceed the monitoring window.
MONITORING = post-earnings, no red candle yet (add to watchlist); SIGNAL_READY = red candle formed, waiting for breakout (set alert); BREAKOUT = breakout confirmed (trade based on score: 85+ = full position, 70-84 = standard); EXPIRED = beyond monitoring window (remove from watchlist).
FMP marks unconfirmed rows as earnings_timing: 'unknown'. The skill assumes the AMC (after-market close) window as a fallback for gap calculation. Mode A reports timing_unknown_count so you can see how many candidates used this assumption; Mode B reports n/a since timing is inherited from the input JSON.
Full instructions (SKILL.md)
Source of truth, from tradermonty/claude-trading-skills.
name: pead-screener description: Screen post-earnings gap-up stocks for PEAD (Post-Earnings Announcement Drift) patterns. Analyzes weekly candle formation to detect red candle pullbacks and breakout signals. Supports two input modes - FMP earnings calendar (Mode A) or earnings-trade-analyzer JSON output (Mode B). Use when user asks about PEAD screening, post-earnings drift, earnings gap follow-through, red candle breakout patterns, or weekly earnings momentum setups.
PEAD Screener - Post-Earnings Announcement Drift
Screen post-earnings gap-up stocks for PEAD (Post-Earnings Announcement Drift) patterns using weekly candle analysis to detect red candle pullbacks and breakout signals.
When to Use
- User asks for PEAD screening or post-earnings drift analysis
- User wants to find earnings gap-up stocks with follow-through potential
- User requests red candle breakout patterns after earnings
- User asks for weekly earnings momentum setups
- User provides earnings-trade-analyzer JSON output for further screening
Prerequisites
- FMP API key (set
FMP_API_KEYenvironment variable or pass--api-key)export FMP_API_KEY=your_api_key_here - Free tier (250 calls/day) is sufficient for default screening
- For Mode B: earnings-trade-analyzer JSON output file with schema_version "1.0"
Workflow
Step 1: Prepare and Execute Screening
Run the PEAD screener script in one of two modes:
Mode A (FMP earnings calendar):
# Default: last 14 days of earnings, 5-week monitoring window
python3 skills/pead-screener/scripts/screen_pead.py --output-dir reports/
# Custom parameters
python3 skills/pead-screener/scripts/screen_pead.py \
--lookback-days 21 \
--watch-weeks 6 \
--min-gap 5.0 \
--min-market-cap 1000000000 \
--output-dir reports/
Mode B (earnings-trade-analyzer JSON input):
# From earnings-trade-analyzer output
python3 skills/pead-screener/scripts/screen_pead.py \
--candidates-json reports/earnings_trade_analyzer_YYYY-MM-DD_HHMMSS.json \
--min-grade B \
--output-dir reports/
Scheduled US-equity routine pitfall: Prefer Mode B for pre-market / US-equity cron briefs after running earnings-trade-analyzer. Mode A can pull the global FMP earnings calendar, spend the API budget on non-US symbols, and return weak/non-actionable foreign listings before reaching the intended US watchlist. If Mode A is used anyway and the script reports budget trimming or non-US symbols, mark PEAD output as degraded and treat it as manual-review only rather than a clean candidate source.
Step 2: Review Results
- Read the generated JSON and Markdown reports
- Load
references/pead_strategy.mdfor PEAD theory and pattern context - Load
references/entry_exit_rules.mdfor trade management rules
Step 3: Present Analysis
For each candidate, present:
- Stage classification (MONITORING, SIGNAL_READY, BREAKOUT, EXPIRED)
- Weekly candle pattern details (red candle location, breakout status)
- Composite score and rating
- Trade setup: entry, stop-loss, target, risk/reward ratio
- Liquidity metrics (ADV20, average volume)
Step 4: Provide Actionable Guidance
Based on stages and ratings:
- BREAKOUT + Strong Setup (85+): High-conviction PEAD trade, full position size
- BREAKOUT + Good Setup (70-84): Solid PEAD setup, standard position size
- SIGNAL_READY: Red candle formed, set alert for breakout above red candle high
- MONITORING: Post-earnings, no red candle yet, add to watchlist
- EXPIRED: Beyond monitoring window, remove from watchlist
Output
pead_screener_YYYY-MM-DD_HHMMSS.json- Structured results with stage classificationpead_screener_YYYY-MM-DD_HHMMSS.md- Human-readable report grouped by stage
Unknown earnings timing
FMP does not confirm a bmo/amc session for every earnings row; unconfirmed
rows carry earnings_timing: "unknown" in Mode A and the price gap
calculation assumes the AMC window as a fallback. The Mode A report shows
timing_unknown_count out of timing_candidates_total so this assumption
stays visible (Mode B reports n/a since timing is inherited from the input
JSON). timing_candidates_total is the post-budget-trim population that was
actually analyzed, not the raw earnings-calendar row count.
Resources
references/pead_strategy.md- PEAD theory and weekly candle approachreferences/entry_exit_rules.md- Entry, exit, and position sizing rules
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