================================================================================ EARNINGS STRATEGY BACKTEST — SUMMARY Period: 2021-03-01 → 2026-03-01 | Initial Capital: $10,000 ================================================================================ Ticker Trades Win% AvgRet% HoldDays MaxDD% FinalCap CumRet% -------------------------------------------------------------------------------- AAPL 8 62.50 1.9283 21.6 -4.3862 $ 11,605.40 16.05% AMZN 6 33.33 0.1579 21.5 -8.7680 $ 10,011.66 0.12% BAC 8 50.00 0.6535 21.0 -20.1979 $ 10,357.59 3.58% CAT 7 28.57 -0.3513 21.3 -9.0843 $ 9,660.27 -3.40% COST 8 50.00 1.0798 21.0 -8.1217 $ 10,811.33 8.11% CVX 8 75.00 1.0185 20.9 -4.7685 $ 10,816.69 8.17% GE 11 72.73 1.6965 20.8 -14.7717 $ 11,628.19 16.28% GOOGL 7 85.71 3.6185 21.1 -5.9407 $ 12,790.37 27.90% GS 7 57.14 0.4518 20.4 -20.3069 $ 10,240.37 2.40% HON 10 30.00 -0.8767 21.2 -9.2296 $ 8,955.91 -10.44% JNJ 11 72.73 1.3708 20.4 -8.5290 $ 11,483.26 14.83% JPM 11 36.36 0.7785 20.8 -7.2887 $ 10,781.77 7.82% LLY 11 72.73 4.7905 21.4 -17.2383 $ 16,373.92 63.74% META 4 75.00 3.2251 21.2 -3.9276 $ 11,316.13 13.16% MSFT 9 66.67 1.2891 20.9 -8.6397 $ 11,115.54 11.16% NVDA 1 100.00 4.1709 21.0 -8.8958 $ 10,417.09 4.17% TGT 9 22.22 -3.7264 21.9 -18.8422 $ 6,774.98 -32.25% UNH 9 44.44 -1.1501 20.6 -14.7565 $ 8,799.64 -12.00% WMT 9 66.67 1.0450 21.9 -15.8873 $ 10,740.43 7.40% XOM 6 66.67 1.9237 21.3 -6.3143 $ 11,110.15 11.10% -------------------------------------------------------------------------------- OVERALL 160 56.25 0.9774 21.1 -20.3069 $ 35,043.31 250.43% Strategy: • Entry W1 (T-30): Buy 50% if stagnant ±3% from T-30 • Entry W2 (T-14): Buy remaining 50% if stagnant/rising from T-30 • Exit: Sell all at T-1 close • Re-entry: If earnings beat AND price drops ≥2%, buy back • Rebound exit: Recover to pre-earnings level OR 5 trading days