Earnings Risk Intelligence

Know which earnings
events are dangerous
before they happen.

Every earnings season, a handful of stocks are set up to move violently. Breakwater flags them for options traders before the announcement — updated weekly, no login required.

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Breakwater Weekly Digest
HIGH ALERT ORCL
98
HIGH ALERT CRWD
85
ELEVATED ADBE
74
ELEVATED AVGO
67
NORMAL MSFT
41
NORMAL AMZN
32
40% of High Alert stocks move ≥8% on earnings
7% S&P 500 average
500+ stocks tracked
25 yrs of earnings history
Historical tail-risk profile

How far has this stock moved at past earnings? How often did it clear 5%, 8%, or more? Each stock is ranked against the full S&P 500 universe across 25 years of data.

Pre-earnings momentum

Volatility expansion, directional drift, and momentum stress heading into the announcement. A stock under pressure before earnings is more likely to move violently after.

Earnings surprise history

Extended beat or miss streaks, or an erratic EPS surprise record, raise uncertainty around the next report and push the risk score higher.

Options market signal

When implied volatility on the announcement date is elevated relative to the stock's historical reaction range, that adds confirmation weight.

Tier assigned before earnings announcement. Move is the 3-day post-earnings price change.

Every Monday. Every S&P 500 stock ranked by earnings risk. Know what’s dangerous before the week starts.