Days Until Earnings
Calendar days until the asset's next expected earnings report. In backtests the next date is a point-in-time cadence estimate from the last report (no look-ahead); live trading uses the real next scheduled date. Use to time entries and exits around earnings.
Days Until Earnings
Definition
Calendar days until the asset's next expected earnings report. In backtests the next date is a point-in-time cadence estimate from the last report (no look-ahead); live trading uses the real next scheduled date. Use to time entries and exits around earnings.
Parameters
Asset
Output range: >= 0 (0 on/after the expected report day; counts down as it nears)
Example
`DaysUntilEarnings(AAPL) <= 30 AND DaysUntilEarnings(AAPL) > 0` (within a month of AAPL's next report)
Usage notes
Pair with an options entry (iron condor / cash-secured put) and a GreeksCloseTrigger on IV to sell the pre-earnings premium and harvest the post-earnings IV crush.
Full indicator reference