A backtested playbook for AAPL, NVDA & GOOG.
The money is made before the event. Not during. Not after.
Apple, NVIDIA, and Google follow predictable annual event cycles — product launches, developer conferences, quarterly earnings — that create recurring windows where the stock reliably moves in one direction.
Jan 2003 – Feb 2026
5,821
trading days · 106 events
Jan 2014 – Feb 2026
39
events (GTC + earnings)
Jan 2014 – Feb 2026
48
events (earnings, I/O, Pixel)
Exit before the event. Every time. No exceptions.
Methodology: Returns are simple percentage change (entry to exit). Alpha = strategy return minus SPY over the same window. Win rate = trades with positive return / total. Total return = compounded across all trades. Sharpe = annualized excess return / std dev. Max drawdown = largest peak-to-trough in cumulative equity.
Nine strategies tested. Eight profitable. One anti-pattern to avoid.
WWDC is Apple's annual developer conference. In the weeks before the keynote, developer and media hype builds anticipation. Extensive leaks mean the keynote itself rarely surprises. Between 2006 and 2017, AAPL had a 12-year consecutive losing streak on keynote day. The trade: buy the hype, sell before the event.
| Year | WWDC Date | Entry | Exit | Return | SPY | Alpha | Result |
|---|
The iPhone announcement is the most anticipated consumer electronics event on the calendar. The key finding: in the 2018+ era, exiting a full week before the event (T-7) produces a perfect 100% win rate over 8 trades.
| Year | Event Date | Entry | Exit | Return | SPY | Alpha | Result |
|---|
After the iPhone announcement, AAPL enters a predictable dip as sell-the-news pressure kicks in. The stock recovers through October driven by shipment reports, holiday anticipation, and buyback restoration. Highest average return of any AAPL strategy: +6.62% per trade.
| Year | Entry | Exit | Return | SPY | Alpha | Result |
|---|
AAPL drifts upward in the 14 trading days before earnings as analysts raise estimates, buyback blackouts end, and institutions position ahead of the report. This fires four times per year — the workhorse strategy providing steady compounding.
High-volume entries hurt this strategy. Low-volume drift = healthy accumulation. High-volume = hedging/uncertainty.
| Year | Earnings Date | Entry | Exit | Return | SPY | Alpha | Result |
|---|
Implied volatility systematically rises 7–14 days before earnings. By entering options positions when IV is cheap and exiting when IV is elevated (T-1), you capture IV expansion without earnings gap risk. This is a volatility trade, not a directional trade.
The event-driven framework extends beyond Apple. NVIDIA's GTC is the single highest-conviction trade in the entire system.
All strategies show some degradation in the 2018+ era, consistent with patterns becoming more widely known and front-run. The pattern hasn't disappeared — it has shifted.
Parameter sweeps on the 2018+ regime reveal that shorter, later entry windows now perform better. Front-running has compressed the early portion of the trade.
| Strategy | Default | Optimized | 2018+ WR | 2018+ Avg Return |
|---|---|---|---|---|
| Pre-WWDC | T-20 / T-1 | T-10 / T+3 | 87.5% | +4.17% |
| Pre-iPhone | T-30 / T-1 | T-25 / T-7 | 100.0% | +6.17% |
| Pre-Earnings | T-14 / T-1 | T-14 / T+3 | 71.9% | +2.94% |
Upper-bound position sizes based on historical win rates and win/loss ratios. Reduce further in risk-off regimes.
| Strategy | Win Rate | Win/Loss Ratio | Half-Kelly | $100K Account |
|---|---|---|---|---|
| Pre-WWDC | 78.3% | 1.25 | 30.4% | ~$30K |
| Sept-Oct Recovery | 73.9% | 1.35 | 27.3% | ~$27K |
| Pre-iPhone | 68.8% | 1.50 | 24.0% | ~$24K |
| Pre-Earnings | 65.9% | 1.31 | 19.9% | ~$20K |
| Strategy | Config | Rationale |
|---|---|---|
| Pre-WWDC | 1.5x ATR trailing | Short hold, tight control — cuts max DD in half |
| Pre-Earnings | 1.5x ATR trailing | Catches macro shocks that overwhelm the gentle drift |
| Sept-Oct Recovery | 2.0x ATR trailing | Longer hold needs wider stop — still cuts DD from -32% to -10% |
| Pre-iPhone | No stop (use T-25/T-7) | Stops reduce WR to 50% — the drawdowns recover |
All AAPL, NVDA, and GOOG events mapped with entry/exit dates and expected win rates. Automated signals are active.
| Entry | Event | Exit | Strategy | Expected WR |
|---|---|---|---|---|
| Apr 10 | Q2 FY26 Earnings (Apr 30) | May 5 | Pre-Earnings | 66% |
| May 25 | WWDC 2026 (~Jun 8) | Jun 11 | Pre-WWDC (optimized) | 88% |
| Jul 10 | Q3 FY26 Earnings (Jul 30) | Aug 4 | Pre-Earnings | 66% |
| Aug 4 | iPhone 18 (~Sep 8) | Aug 28 | Pre-iPhone (optimized) | 100% |
| Sep 10 | Sept Dip (post-iPhone) | Oct 30 | Sept-Oct Recovery | 74% |
| Oct 9 | Q4 FY26 Earnings (Oct 29) | Nov 3 | Pre-Earnings | 66% |
| Jan 8 | Q1 FY27 Earnings (Jan 28) | Feb 2 | Pre-Earnings | 66% |
| Entry | Event | Exit | Strategy | Expected WR |
|---|---|---|---|---|
| Mar 2 | GTC 2026 (Mar 16) | Mar 19 | Pre-GTC | 91% |
| May 7 | Q1 FY27 Earnings (May 27) | May 26 | Pre-Earnings | 74% |
| Aug 6 | Q2 FY27 Earnings (Aug 26) | Aug 25 | Pre-Earnings | 74% |
| Oct 29 | Q3 FY27 Earnings (Nov 18) | Nov 17 | Pre-Earnings | 74% |
| Entry | Event | Exit | Strategy | Expected WR |
|---|---|---|---|---|
| Apr 8 | Q1 Earnings (Apr 28) | Apr 27 | Pre-Earnings | 75% |
| Apr 28 | Google I/O 2026 (~May 12) | May 15 | Pre-I/O | 70% |
| Jul 8 | Q2 Earnings (Jul 28) | Jul 27 | Pre-Earnings | 75% |
| Oct 7 | Q3 Earnings (Oct 27) | Oct 26 | Pre-Earnings | 75% |
Calendar overlap to watch: NVDA GTC (mid-March) and GOOG Q1 Earnings / I/O (late April–mid May) create a dense signal cluster. Size accordingly to avoid over-concentration in mega-cap tech.
python3 src/live_signals.py --report for current entry/exit signals across all events.python3 src/iv_capture.py for IV percentile assessment.When you have to choose which trades to take and which to skip: