Days Since Earnings
Calendar days since the asset's most recent earnings report. In backtests and live, this is the last actually-reported quarter at-or-before the decision time (no look-ahead). Use to time post-earnings entries (e.g. fade the gap after N days, or wait for the IV crush to settle).
Days Since Earnings
Definition
Calendar days since the asset's most recent earnings report. In backtests and live, this is the last actually-reported quarter at-or-before the decision time (no look-ahead). Use to time post-earnings entries (e.g. fade the gap after N days, or wait for the IV crush to settle).
Parameters
Asset
Output range: >= 0 (0 on the report day; grows as time passes)
Example
`DaysSinceEarnings(AAPL) >= 5 AND DaysSinceEarnings(AAPL) <= 20` (5–20 days after AAPL's last report)
Usage notes
Complement of DaysUntilEarnings — use DaysSinceEarnings for post-print mean-reversion or to avoid trading in the immediate post-earnings noise window.
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