Earnings move
STRATEGY A- Window
- Next 5 sessions
- Filter
- Median past move ≥ 1.25× implied
- Consistency
- 5 of last 8 beat implied
- Structure
- Debit spread or straddle
- Exit
- Morning after the report
RULES V1.0 · SCANNER LIVE
Small bets. Strict rules. Honest scoring.
Funderbund runs a locked, rule-based options strategy around earnings reports, paper trades it through Alpaca, and scores every result at the price you would actually get.
Log in Private · invite only
- Bankroll$1,000.00
- ModePaper
- Rulesv1.0 · locked
- BenchmarkSPY
- HISTORICAL MOVE ≥ 1.25× IMPLIED
- MAX RISK 8% PER TRADE
- MAX 6 OPEN POSITIONS
- SCORED AT NATURAL PRICES
- INSIDER CLUSTER BUYS ≥ $100K
- BENCHMARK · SPY
How it works
Three steps, every trading day.
01
Scan
Each morning the scanner checks every company reporting earnings in the next five sessions.
02
Filter
It only trades when the options market is pricing a smaller move than the stock usually makes, and never bets more than 8% of the bankroll.
03
Score
Every fill is marked at the bid or ask you would really get, after fees, and compared against simply holding SPY.
The rules · v1.0
Locked before the first trade.
Rules are never tuned to past results. Any change ships as a new version, and results are reported separately for each one.
Post-earnings drift
STRATEGY B- Trigger
- ±5% reaction, strong close
- Volume
- ≥ 2× the 20-day average
- Structure
- 30–45 day debit spread
- Exit
- +100%, −50%, or 15 days
Insider layer
SIGNAL- Cluster
- 2+ executives buying in 30 days
- Size
- ≥ $100K combined
- Sales
- Ignored
- Use
- Direction and tiebreaks
Risk limits
SIZING- Per trade
- ≤ 8% of bankroll
- At risk
- ≤ 40% at once
- Open
- ≤ 6 positions
- Sector
- ≤ 2 per sector
Private paper trading, now in session.
Funderbund is invite-only while its first earnings season plays out.
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