“Earnings day is chaos and we’re guessing on guidance language.”
Release timing is a measurable variable. Across 26M+ news events over 20+ years, the same event class draws different reactions pre-open, intraday, and post-close — and in crowded windows versus quiet ones. The record replaces the guess.
The same news reads differently at 7:00 and 14:00.
Pre-open releases meet a desk that is reading; intraday releases compete with an open tape. Measured across earnings-class events in the dataset, the share that clears the noise threshold differs by window — before a word of your release changes.
Share of earnings-class events with a measurable reaction, by release window. Illustrative; the readout measures these shares for your event class across 26M+ news events over 20+ years.
Thursday is a queue. Friday is a room with nobody in it.
Crowding is the second measured variable: how much same-class news your release competes with in its window. The distribution below is the market-wide shape; the readout plots your last releases against the measured crowding for your class and sector.
Timing moves the odds. It does not manufacture a reaction.
A weak announcement in a quiet window is still a weak announcement. What timing changes is measurable and bounded: the share of same-class events that clear the noise threshold, and the volume that shows up when they do.
The readout gives you the measured windows for your event class — day of week, time of day, crowding — and where your last releases landed against them. The release decision stays yours; the inputs stop being folklore.
Windows are measured per event class across 26M+ news events over 20+ years. No window guarantees an outcome; the dataset only reports what happened.
Does releasing pre-open guarantee a bigger reaction?
No. The window shifts the measured share of same-class events that clear the noise threshold; it does not change what the announcement says. Timing moves the odds — the content still carries the outcome.
Is the day-of-week pattern the same for every company?
No. Crowding and reaction shares differ by event class, sector, and market cap. The readout measures the windows for your event class specifically, not the market-wide average shown on this page.
Can you review our next earnings date before we set it?
Yes. On a 30-minute call we pull the measured windows for your event class and sector, with your last releases plotted against them. The date decision stays yours; the odds behind it stop being guesses.