Earnings Drift Sector Heatmap
Cross-sector post-earnings price drift analysis. Identifies which sectors see sustained re-rating versus initial over-reaction — and reveals the rare delayed-reaction anomaly in Basic Materials where smart money accumulates after retail exits.
Anomaly Detected: Basic Materials — Delayed Institutional Reaction
Basic Materials shows a modest -0.21% drift at 5 days but surges to +5.68% by day 20. This pattern is consistent with institutional accumulation beginning after retail sentiment has faded. Smart money appears to be using the post-earnings dip in Materials as an entry window, with full positioning complete by the 3-week mark.
Sector Earnings Drift Heatmap
| Sector | Tickers | 5-Day Drift | 10-Day Drift | 20-Day Drift | After Beat | After Miss | Signal |
|---|---|---|---|---|---|---|---|
| Information Technology | 102 | +0.77% | +1.35% | +1.81% | +2.92% | -1.62% | — |
| Financials | 139 | +0.37% | +0.92% | +1.61% | +1.86% | +0.33% | — |
| Consumer Cyclical | 49 | +0.36% | +1.20% | +2.51% | +4.17% | +2.13% | — |
| Consumer Staples | 68 | +0.35% | +0.54% | +0.82% | +1.50% | +0.12% | — |
| Energy | 57 | +0.33% | +0.11% | +1.27% | +3.46% | -0.35% | — |
| Industrials | 162 | +0.23% | +0.63% | +1.18% | +2.47% | -1.84% | — |
| Communication Services | 78 | +0.10% | +0.26% | +1.68% | +2.33% | +1.50% | — |
| Utilities | 50 | -0.03% | +0.58% | +0.89% | +1.40% | +0.90% | — |
| Real Estate | 53 | -0.08% | -0.01% | +0.49% | +0.90% | +0.76% | — |
| Health Care | 98 | -0.11% | +0.14% | +0.71% | +1.30% | +0.47% | — |
| Basic Materials | 27 | -0.21% | +4.78% | +5.68% | +3.47% | +6.92% | DELAYED REACTION |
| Consumer Discretionary | 82 | -0.23% | +0.14% | +0.53% | +0.86% | +0.23% | — |
| Materials | 65 | -0.28% | +0.25% | +0.97% | +2.48% | -1.13% | — |
| ETF | 1 | -0.70% | +1.55% | +1.58% | +1.38% | +2.96% | — |
| Financial Services | 51 | -1.33% | +0.94% | +1.13% | +0.63% | +0.49% | — |
| Healthcare | 135 | -1.41% | -1.49% | -0.16% | +0.48% | +2.39% | — |
| Technology | 78 | -1.55% | -0.23% | -0.55% | +3.43% | -5.08% | — |
| Consumer Defensive | 19 | -2.73% | -2.49% | -0.28% | +2.85% | -13.04% | — |
How to Use This Screen
Positive 5-Day + Positive 20-Day: Consistent post-earnings momentum. Information Technology (+0.77% / +1.81%) and Financials show this sustained re-rating pattern — ideal for post-earnings continuation setups.
Negative 5-Day + Positive 20-Day (Delayed Reaction): The Basic Materials anomaly (-0.21% → +5.68%) is a rare high-conviction pattern. Initial weakness creates a buying opportunity before institutional accumulation is complete.
Negative at Both Timeframes: Consumer Discretionary and Materials show persistent selling. Avoid holding through earnings in these sectors without a specific catalyst thesis.