FIGURE

burry

3 events (3 clean) · |AR| day 0 2.8% · hit rate 67%

DIRECTIONAL CAR BY WEEK

Does the implied move persist, revert, or grow?

Every studied post, most recent first

call

figure

ticker

date from

date to

date	figure	ticker	call	day-0 AR	dir w4	concurrence
2025-11-04	burry	NVDA	bearish	-2.13%	15.2%	▼ 11/100 go 67 miss
2025-11-04	burry	PLTR	bearish	-6.42%	21.8%	▼ 7/23 go 15 miss
2025-10-31	burry	SPY	bearish	0.00%	0.0%

legend

AR: abnormal return — the day's actual return minus the market-model expected return
|AR|: size of the abnormal return, direction ignored
CAR: cumulative abnormal return — daily ARs summed over a horizon
dir: directional CAR — CAR signed by the post's call; positive means the market moved the post's way
w1 / w4 / w13: 1-, 4- and 13-week horizons, 5 trading days per week
call: the post's implied direction — bullish or bearish
confounded: event overlapping earnings, a split or similar corporate news — flagged and excluded from the clean count