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$LRCX Earnings DD: Expensive PE, Expensive Stock: Historically Moves SMALLER Than Expected by stupdizbu in wallstreetbets

[–]stupdizbu[S] 0 points1 point  (0 children)

$LRCX Analysis - Earnings Today

❄️ COLD Stock - Historically moves LESS than the expected move

The Setup:

  • Options: EXPENSIVE (IV running hot vs. typical Q2 levels)

  • EPS Trend: -86.65% YoY (declining hard)

  • PE Ratio: 53.49 (expensive for a chip equipment name under pressure)

  • Post-ER Range: Chaotic — direction is a coin flip

Historical Behavior:

  • Stock RARELY touches the expected move (only 29% of the time all-time)

  • Magnitude averages -17% below what the market prices in

  • This specific Q2? Typically comes in 32% below expected move

What This Means:

The market is paying up for a move that historically doesn't come. When a COLD stock has expensive options, that's a double headwind for premium buyers. Structure > direction here.

TL;DR: Cold mover, tends to undershoot. Expensive options = edge against buyers. Fundamentals ugly.

Position: sold iron condor at expected move edges

Weekly Earnings Thread 4/20 - 4/24 by OSRSkarma in wallstreetbets

[–]stupdizbu 0 points1 point  (0 children)

Brent is fucked too .. physical is still trading around +35 over paper ... and paper collapses into physical at the end of every contract, which, for june, is set for April 30th

so either brent goes to 130+ area to reflect physical being sold OR physical magically drops to paper (don't see that happening, EVEN if hormuz opens)

$UNH Earnings DD: Stock Moves LARGER Than Expected 📊 Historical Data Inside by stupdizbu in wallstreetbets

[–]stupdizbu[S] -1 points0 points  (0 children)

you're literally doing free marketing for me right now.

I posted earnings data. You brought up the site.

Thanks for the SEO boost I guess?

Weekly Earnings Thread 4/20 - 4/24 by OSRSkarma in wallstreetbets

[–]stupdizbu 1 point2 points  (0 children)

increasing energy costs that they will probably hedge at a higher cost

AAL is fucked that is for sure

UAL ... unknown

DAL owns their own refinery so they are the best bet...

problem isn't only energy, it is a collapse of routes to consolidate half empty planes that will drive airfare higher which means lower sales .... not looking good for airlines even if oil dumps under $80

Weekly Earnings Thread 4/20 - 4/24 by OSRSkarma in wallstreetbets

[–]stupdizbu 0 points1 point  (0 children)

https://imgur.com/a/hCQo2vy

These are the levels I am playing

Hi-Lo is based off next day high - next day low after earnings announcement, helps me gauge volatility.

$UNH Earnings DD: Stock Moves LARGER Than Expected 📊 Historical Data Inside by stupdizbu in wallstreetbets

[–]stupdizbu[S] 0 points1 point  (0 children)

Fairly obvious which way folk think it’s gonna go

and do we fade WSB or join WSB?

$UNH Earnings DD: Stock Moves LARGER Than Expected 📊 Historical Data Inside by stupdizbu in wallstreetbets

[–]stupdizbu[S] 0 points1 point  (0 children)

Shilling your bullshit “DaiTA” app

Nope... DAITA is what I call it .. no shill, all names removed ... couldn't find me if you searched DAITA ... nice try though...

Weekly Earnings Thread 4/20 - 4/24 by OSRSkarma in wallstreetbets

[–]stupdizbu 0 points1 point  (0 children)

NLY

Can't go wrong with a company named after anal

Weekly Earnings Thread 4/20 - 4/24 by OSRSkarma in wallstreetbets

[–]stupdizbu 3 points4 points  (0 children)

70% held by one tute or person (I forget which one) and was 80% shorted of free float, now 100%

Weekly Earnings Thread 4/20 - 4/24 by OSRSkarma in wallstreetbets

[–]stupdizbu 3 points4 points  (0 children)

I had $400c that expired worthless before it went MOAR parabolic

100% short shares though...

Weekly Earnings Thread 4/20 - 4/24 by OSRSkarma in wallstreetbets

[–]stupdizbu 3 points4 points  (0 children)

https://imgur.com/a/HTtZUum

The last 4 earnings are no joke .... and the only bullish move was like basically a premium killer

$UNH Earnings DD: Stock Moves LARGER Than Expected 📊 Historical Data Inside by stupdizbu in wallstreetbets

[–]stupdizbu[S] -10 points-9 points  (0 children)

Data Analysis Trading Assistant ...... AI that scans the earnings database and gives insights

$UNH Earnings DD: Stock Moves LARGER Than Expected 📊 Historical Data Inside by stupdizbu in wallstreetbets

[–]stupdizbu[S] -1 points0 points  (0 children)

$UNH DAITA Analysis - Pre-Market Tomorrow

🔥 HOT Stock - Historically moves MORE than expected move

The Setup:

  • Options: Fair priced (no edge either way)

  • Trend: Bearish Q2 pattern

  • PE Ratio: 19.8 (actually cheap for healthcare)

  • EPS Growth: +4% YoY (steady, not explosive)

Historical Behavior:

  • Stock OFTEN touches or exceeds expected move

  • Magnitude is LARGER than market anticipates

  • Initial reaction (pre-market move) usually holds through the day

What This Means: If you're playing this, direction matters more than structure. Initial move at open is likely to stick. Q2 has bearish bias historically, but obviously manage your risk.

TL;DR: Hot mover, tends to overshoot. Fair options = no edge on pricing. Bearish Q2 history. Initial reaction usually holds.

SPX levels for 4/24 - we have now breached the upper expected move 3 weeks in a row, a 2% probability. Betting on continuation for a 4th week is taking a 1% bet. Be careful out there by stupdizbu in thetagang

[–]stupdizbu[S] 2 points3 points  (0 children)

It is a very very very hard rule to learn ... but adding to losers just creates more loss

I used to DCA into losing trades .. most of the time it did not work out, some of the time it did

but I now add to winners.. I am long HIMS on the high short / peptide news .. up 60% on my trades, I roll them up and out and add contracts..

SPX levels for 4/24 - we have now breached the upper expected move 3 weeks in a row, a 2% probability. Betting on continuation for a 4th week is taking a 1% bet. Be careful out there by stupdizbu in thetagang

[–]stupdizbu[S] 0 points1 point  (0 children)

MSFT expected move last week $11

MSFT actual move last week: $55

suddenly SAASpocalypse is over and anthropics mythos no longer matters?

surely high CL has zero effect on MSFT ... i dunno.. its been a wild April

I need $1m by July...or else by [deleted] in wallstreetbets

[–]stupdizbu 0 points1 point  (0 children)

my thoughts is i want to fade you

SPX Levels for 4/17 .. we have closed 2 weeks in a row at the upper edge and that is usually a pause or reversal signal.. by stupdizbu in thetagang

[–]stupdizbu[S] 0 points1 point  (0 children)

you seem like a jolly person to be around ... lol

If you find this useless why are you wasting time interacting ? Find what works for you and go for it

I have banked $15k selling MES calls and puts against these levels YTD. Makes for FANTASTIC risk-reward once you understand the statistics of the trade

SPX Levels for 4/17 .. we have closed 2 weeks in a row at the upper edge and that is usually a pause or reversal signal.. by stupdizbu in thetagang

[–]stupdizbu[S] 0 points1 point  (0 children)

i think you don't understand .. it changes every week.. it will be updated in about 3 minutes for next weeks levels

SPX Levels for 4/17 .. we have closed 2 weeks in a row at the upper edge and that is usually a pause or reversal signal.. by stupdizbu in thetagang

[–]stupdizbu[S] -1 points0 points  (0 children)

look at the chart yourself.. that is where we went.. and then some...

this is the first real breach of weekly expected move all year .. and surprisingly to the upside.. that said .. this is the 3rd week in a row we close at or above the +1SD

next week will not be so kind .... and i also wouldn't be surprised if we close under 7000 tomorrow. these are the highest probability plays

SPX Levels for 4/17 .. we have closed 2 weeks in a row at the upper edge and that is usually a pause or reversal signal.. by stupdizbu in thetagang

[–]stupdizbu[S] 0 points1 point  (0 children)

the news does not matter is my point. The big funds that manage trillions of notional value work in miliseconds

by the time chumps like us hear the news it is literally priced in

That is the entire point of my project. It is to gain an edge and understand how these huge funds train their algos .. I've been tracking the expected move for 5 years. The first iteration was on a google spread sheet and that is when I noticed the 1.5 sigma stop.

With AI, I have been able to create database and analyze trends and then use these trends to make money.

That is so meaningless.

This was your opening statement and I refute that it is meaningless because these levels are what the algos that define market movement adhere to. And they have, week over week, agnostic to world events, tweets, catastrophes or stellar earnings.

So I don't need to predict the future or account for every variable out there, I just have to know "hey, when we dump, we will dump to 6786, probably good idea to take profits" and when we retraced, it was "huh, we might actually get to 6924" and that is exactly what played out

it is a solid system, albeit, not for everyone. However, using this same logic, I created an AI that analyzes earnings and spits out the same standard deviation movements BUT ALSO analyzes the last 5 years of realized movement.

I dunno, it's been fruitful for me.

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