Every US ticker in the Framler universe with a confirmed earnings date in the next 7 days. Grouped by date. Each row links to the full multi-factor analysis with the current Framler score, verdict, and 90% prediction interval. Refreshed hourly.
Tickers within ±7 trading days of earnings get a variance amplifier (×1.5–2.0) on their Framler forward-return projection — binary event risk that 60-day realised volatility cannot capture. Pre-earnings, the alpha contribution is dampened (×0.85) because the direction is uncertain (beat / miss / guidance shock). Post-earnings, the alpha stays full-strength to capture Bernard-Thomas (1989) post-earnings-announcement drift.