FIGURE

musk

5 events (5 clean) · |AR| day 0 5.6% · hit rate 80%

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
2026-06-18	musk	TSLA	bullish	-0.14%	-0.7%	▲ 13/93 go 44 miss
2025-09-15	musk	TSLA	bullish	2.57%	8.6%
2025-07-07	musk	TSLA	bearish	-5.29%	-0.1%
2025-06-23	musk	TSLA	bullish	6.00%	-6.7%
2025-06-05	musk	TSLA	bearish	-13.99%	9.0%

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