Weekly Earnings

Expected move – ATM straddle pricing determines the market-implied swing, not analyst forecasts

Impact grading – Each play falls into exactly one bucket using these rules, in priority order:

• Top Pick – mid/large cap (≥$5B) with significant expected move (≥7%), or a Catalyst Quant signal ≥55
• Sector Leader – mega-cap (≥$25B) that moves its sector when it reports
• High Volatility – smaller name with a large expected swing (≥7%)
• Watch – on the calendar but lower signal

Timing window – covers all US equities reporting in the current week, refreshed daily with updated pricing

Full analysis – factor scores, trade setups, and post-earnings drift tracking available on the Catalyst desk