STRADDLE·BACKTEST

Buy the at-the-money call and put before each past earnings report, hold through the reaction, and see what it paid.

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Enter one or more tickers to replay their past earnings straddles.

How it works: the straddle costs roughly the options-implied move, and it is worth roughly the size of the actual post-report move — in either direction. Exit capture models the premium you give up to spreads and leftover time value; at 90% you keep 90% of the move. Reports marked “est.” use a modelled implied move where no live pre-report options snapshot was stored. Estimates only — not investment advice.