Cross-sectional PEAD leaderboard of recent BEAT/MISS earnings announcers

Ranks RECENT S&P 500 earnings announcers (within window_days) by EPS surprise magnitude, split into a BEAT long side and a MISS short side. Recent announcers are seeded from the market-wide earnings calendar (rows with both an EPS actual and estimate, intersected with the S&P 500 constituent universe), bucketed by the same BEAT/MISS thresholds as the per-ticker PEAD endpoint, then CONFIRMED against each company's SEC 8-K item 2.02 filing (accepted only when a filing date matches the calendar date within +-1 day). Confirmed candidates are measured against a shared market proxy: an immediate reaction CAR over [0, +1] and a realized drift-to-date CAR over [+2, min(elapsed, +20)]. Candidates are ranked by the SURPRISE (the conditioning variable known at announcement time), NOT by realized drift, which is reported as descriptive evidence only. This is a small cross-section of one recent window - descriptive, not a backtest of the PEAD anomaly. Candidates that cannot be confirmed against SEC filings, or that lack sufficient price history, are excluded and counted in diagnostics rather than failing the request.

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application/json

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Bodyapplication/json

Example

{
    "data": {
        "window_days": 7,
        "as_of": "2026-06-06",
        "universe": "sp500_constituents",
        "market_proxy": "SPY",
        "candidates_seeded": 18,
        "candidates_confirmed": 14,
        "candidates_measured": 12,
        "excluded_unconfirmed": 4,
        "excluded_no_prices": 2,
        "long_candidates": [
            {
                "symbol": "AAPL",
                "announce_date": "string",
                "surprise_pct": 0,
                "bucket": "BEAT",
                "reaction_car_0_1": 0,
                "drift_car_to_date": 0,
                "drift_days_elapsed": 0
            }
        ],
        "short_candidates": [
            {
                "symbol": "AAPL",
                "announce_date": "string",
                "surprise_pct": 0,
                "bucket": "BEAT",
                "reaction_car_0_1": 0,
                "drift_car_to_date": 0,
                "drift_days_elapsed": 0
            }
        ],
        "methodology": "string",
        "descriptive_note": "string",
        "source": "sugra_finance"
    },
    "meta": {
        "endpoint": "/api/v1/fred/us/cpi",
        "data_time": "2026-04-16T14:30:00Z",
        "response_time": "2026-04-16T14:30:12Z",
        "provider": "Sugra API v1.0.1",
        "source": "string",
        "attribution": "string",
        "fallback_used": true,
        "fallback_chain": [
            "string"
        ],
        "cached": true,
        "stale": true
    }
}

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