📂 MONDAY – Pre-Earnings Drift Screener: “Silent Momentum Builders”

One of the most persistent institutional patterns is the pre-earnings drift — stocks quietly rising 3–6 weeks before reporting as expectations improve and positioning builds.

Today’s Intel Drop screens for stocks showing early pre-earnings accumulation behavior without already being extended.

Use this to identify names where positioning may already be starting.

💡PROMPT TEXT:

(copy & paste the below into your preferred AI model: ChatGPT, Claude, Gemini, Perplexity, Grok, Meta, etc.)

You are screening for “Pre-Earnings Drift Candidates” as of April 6, 2026.

Goal:
Identify 12–20 U.S. stocks showing early signs of institutional positioning ahead of earnings season.

Filters:

1) Earnings Timing
- Expected earnings within next 4–7 weeks
- No earnings released yet this cycle

2) Price Behavior
- Gradual upward trend over last 30–45 days
- Higher lows pattern
- No extreme breakout yet

3) Relative Strength
- Outperforming S&P 500 last 30 days
- Positive relative strength trend

4) Fundamental Stability
- No recent negative guidance
- Stable or improving analyst expectations

5) Liquidity
- Market cap > $8B
- Average daily dollar volume > $40M

Output:

WATCHLIST TABLE

- Ticker
- Company
- Sector
- Earnings Timing
- Pre-Earnings Drift Signal
- Relative Strength Trend
- Why positioning may be starting

Finish with:

- Why pre-earnings drift exists
- What confirms institutional positioning
- How to avoid chasing late momentum

Output in a clean table + 3–5 sentence explanation why this matters right now.

END PROMPT

→ Submit to AI model to receive actionable output.

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