pead_opportunity_skill

PEAD Opportunity Skill

Data Dependencies and Execution Prerequisites

It is recommended to use Wind wind-mcp-skill to obtain the underlying data. Before execution, first check whether wind-mcp-skillalready exists locally; if not, prompt the user to install:

# GitHub
npx skills add Wind-Information-Co-Ltd/wind-skills --skill wind-mcp-skill -g -y

# Gitee 镜像（国内）
npx skills add https://gitee.com/wind_info/wind-skills.git --skill wind-mcp-skill -g -y

Skill Positioning

This skill is used to identify opportunities where, after an earnings release, the market does not only react on the first day but continues to slowly reprice in the same direction over a subsequent period. The output focus is not to explain why the stock rose or fell on the earnings day, but to judge whether expectation revisions are still continuing, whether the market has not yet fully digested the new information, and which names are more likely to experience subsequent drift行情.

Function Overview

The core function of this skill is: to identify mid- to short-term opportunities worth tracking in post-earnings drift行情.

It emphasizes combining earnings information increments, the magnitude of expectation revisions, the degree of first-day reaction, subsequent price-volume performance, and sector confirmation to help users capture continuation opportunities after earnings beyond the first day.

Use Cases

After earnings are announced, the user wants to look for tracking opportunities ranging from several days to several weeks.
The first-day reaction has passed, and it is necessary to judge whether there is still room for a second entry.
The team needs to organize names that continue to outperform after earnings season.
Researchers want to distinguish between "one-day reaction" and "continued drift repricing."

Working Principles

The key to drift opportunities is that "market digestion is incomplete"; one cannot look only at the first-day price change.
Both fundamental revisions and price continuation must be analyzed; neither can be missing.
The time window for drift continuation and the invalidation boundary must be given.
If the first day has already overextended, the probability of subsequent drift should be revised downward.
Internal tool details are not explicitly described in the main text.

Execution Process

Step 1: Confirm the earnings events and observation window

First clarify which earnings events this analysis covers, and whether the observation is:

Short-term drift of 2-5 days after earnings
Medium-term continuation of 1-4 weeks after earnings
A sector's post-earnings trend group
Or the persistent strength-weakness divergence among the user's watchlist stocks

The time window must be defined first; otherwise it is easy to conflate the behavior of different stages.

Step 2: Assess the magnitude of expectation revision brought by the earnings report

The essence of PEAD is that the market completes the digestion of new information in stages. First judge:

Which core expectations this earnings report actually revised
Whether the revision is slight, obvious, or a structural change
Whether sell-side views, market discussion, and sector narratives have been revised upward in sync
Whether the new information is sufficient to change earnings or growth expectations for the next several quarters

Without a sufficiently strong expectation revision, it is difficult to support a genuine drift行情.

Step 3: Judge whether the first-day reaction still leaves room

Drift opportunities often occur in scenarios where "good news appears, but the first-day price still does not fully reflect it." Focus on:

Whether the first-day gain is reasonable relative to the magnitude of the earnings surprise
Whether first-day trading volume indicates that new funds are just beginning to enter, or that it is a one-time realization
Whether there is a possibility of a high open and pullback followed by a steady strengthening
If the first day is already extremely euphoric, whether subsequent drift may be compressed

Step 4: Track price and volume behavior in the days after earnings

The real drift is not a first-day spike, but continued gradual strengthening afterward. Observe:

Whether there is several consecutive days of relative strength versus the market and sector
Whether the pullback is mild and whether funds continue to absorb
Whether the trading structure is steadily expanding or rapidly decaying
Whether the market is gradually internalizing the new valuation and new expectations into the price

Step 5: Check sector and peer validation

Post-earnings drift is usually not an isolated phenomenon. Also judge:

Whether companies in the same industry also show similar expectation revisions
Whether industry conditions support continued reinforcement of this earnings information
Whether sector funds are willing to continue allocating to this direction
Whether the stock has a leader premium or independent logic

Step 6: Provide candidate ranking and suitable tracking methods

Divide candidates into:

Key targets with obvious drift opportunities
Intermediate targets that were strong on the first day but still need to be observed for continuity
Cautious targets with an overreaction on the first day or insufficient follow-through

And for each key target, clearly state:

The source of the drift logic
The time window that can still be observed
Whether it is more suitable to track, wait for a pullback, or temporarily not participate

Step 7: Define the invalidation boundaries

Once a PEAD opportunity fails, it usually fails clearly. You must write clearly:

What kind of pullback means the market has already completed pricing
Which price-volume behaviors indicate that the drift logic has been interrupted
Which new negative information would overturn the positive post-earnings revision

Step 8: Integrate into a post-earnings drift draft

The final output should help users know "which post-earnings opportunities are not first-day moves, but sustained repricing worth continuing to track." The main text should retain only conclusions, evidence, and time windows.

Output structure

Post-Earnings Drift Opportunity Screening ({YYYY-MM-DD})

I. 30-second conclusion

The targets most likely to drift: {name list}
Drift drivers: {expectation upward revision / guidance strengthening / sector validation / pricing incomplete}
Current stage assessment: {forming / already continuing / nearing completion}
Main invalidation risks: {one sentence}

II. Candidate pool overview

Stock	Expectation revision magnitude	Whether first-day pricing is sufficient	Signs of subsequent continuation	Invalidation risk	Priority
{Target 1}	{High/Medium/Low}	{Insufficient/Average/Relatively sufficient}	{Strong/Medium/Weak}	{High/Medium/Low}	{A/B/C}
{Target 2}	{Level}	{Level}	{Level}	{Level}	{Level}

III. Breakdown of key candidates

{Stock name}

Main post-earnings revision line: {content}
Why it is still not fully priced: {content}
Current signs of continuation: {content}
Suitable tracking window: {content}
Failure Boundary: {content}

IV. Follow-up Verification Checklist

{verification point 1}
{verification point 2}
{verification point 3}

V. Risk Warnings

{risk 1}
{risk 2}
{risk 3}

Quality Requirements

It must explain "why drift occurs" and cannot merely say that the first-day gain was not large enough.
It is necessary to clarify the sufficiency of first-day pricing and the subsequent observation window.
A distinction must be made between the two concepts of post-earnings momentum and post-earnings drift.
Clear invalidation conditions must be provided to avoid extending the logic indefinitely.
The output should serve continuous short- to medium-term tracking, rather than remaining at the level of a same-day earnings review.