Foxglove Event Catalyst
Earnings, spin-offs and index rebalances traded around hard dates; deliberately idle in quiet months.
About these figures · Computed from the published daily record; Sharpe and Sortino use excess returns over a 2.1% annual bill rate; win rate, profit factor and holding period come from the round-trip log. Ratios are suppressed below one month of observations.
Exact figures, drawdown analytics, the signal log and the mandate replay require an account.
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How this strategy works
Foxglove trades single-name equities around scheduled catalysts: earnings where positioning is stretched, spin-off completions, index-rebalance flows and post-deal-break dislocations. Positions open one to three sessions before the event and close within ten. The book is concentrated — six to twelve names — and flat when the calendar is empty, so subscribers will see idle weeks; that is the strategy working, not failing. The reference book targets 12% annualized volatility with single-position exposure capped at 15%. Backtest from Nov. 2022 with earnings-date data verified against two vendors.