FIGURE

trump

17 events (15 clean) · |AR| day 0 3.7% · hit rate 53%

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	flags
2026-07-01	trump	MU	bullish	-11.52%	—	▲ 52/93 go 11 miss
2026-05-08	trump	DELL	bullish	10.51%	43.9%	▲ 62/93 go 9 miss
2026-04-10	trump	PLTR	bullish	-1.50%	-9.7%	▲ 10/93 go 62 miss
2025-10-10	trump	SPY	bearish	0.00%	0.0%
2025-08-12	trump	INTC	bullish	4.09%	15.1%	▲ 18/93 go 44 miss
2025-08-07	trump	INTC	bearish	-3.01%	-16.4%	▼ 50/93 go 11 miss
2025-08-04	trump	AEO	bullish	19.41%	20.8%	▲ 38/93 go 20 miss
2025-07-17	trump	ADM	bearish	-1.25%	-6.6%	▼ 21/93 go 38 miss
2025-05-23	trump	SPY	bearish	0.00%	0.0%
2025-05-23	trump	AAPL	bearish	-2.14%	2.8%	▼ 48/99 go 15 miss
2025-05-19	trump	WMT	bearish	-0.28%	6.8%	▼ 16/93 go 48 miss
2025-04-21	trump	SPY	bearish	0.00%	0.0%
2025-04-15	trump	NVDA	bullish	2.13%	-4.4%	▲ 24/94 go 37 miss
2025-04-09	trump	SPY	bullish	0.00%	0.0%		90-day tariff pause announcement on 2025-04-09
2025-04-09	trump	DJT	bullish	-1.59%	23.8%	▲ 12/93 go 62 miss	90-day tariff pause announcement on 2025-04-09
2025-03-11	trump	TSLA	bullish	5.84%	29.8%
2025-02-03	trump	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