Crowly EarningsEdge Wants to Be the Free Platform That Finally Tells Retail Traders What to Do Before Every Earnings

The difference between a professional earnings trade and an amateur one has always been information asymmetry. A portfolio manager at a large hedge fund walks into earnings week with a complete picture: the options-implied expected move derived from straddle pricing, the trajectory of analyst estimate revisions over the preceding 60 days, the company's historical beat-and-raise track record, the put/call ratio at key strikes and — increasingly — a read on the retail sentiment that may amplify the post-announcement move. A retail trader has a Yahoo Finance page and a gut feeling.

Crowly, the Israel-based fintech platform behind the AI chart analysis tool ChartVision and the trading journal TradeLog AI, has now launched a third free product aimed at eliminating that information gap. Crowly EarningsEdge aggregates every meaningful data signal around an earnings event — expected move, implied volatility crush risk, analyst upgrade momentum, institutional options positioning, WallStreetBets sentiment and historical post-earnings reactions — and distills them into a single, plain-English verdict: Play It, Skip It, or Wait.

The Problem

Why earnings is the most dangerous event in the retail trader's calendar

Earnings releases represent a regime-change event for implied volatility. In the days and weeks before a company reports, options market makers inflate implied volatility to reflect the binary outcome uncertainty. Once the announcement is made and uncertainty resolves — regardless of whether the news is positive or negative — IV collapses sharply. This phenomenon, known as IV crush, is one of the most reliable dynamics in options markets and one of the least understood by retail participants. [web:146]

A retail trader who buys call options on a company in the week before earnings, watches the stock beat estimates by 12 percent, and expects to collect a large profit frequently discovers the opposite: the option is worth less after the announcement than before. The stock moved in their direction. The IV crush erased the premium gain. It is not a rare scenario — it is the statistically expected outcome for a naive long-options position around earnings, particularly when IV has already surged to extreme levels in the preceding days.

The Intelligence Stack

Six signals professional desks use — now visible to everyone

EarningsEdge is built around six distinct intelligence layers that institutional traders use to frame earnings trades. Most retail traders have access to one or two of these signals through general-purpose platforms. No free product has assembled all six in a single interface — until now.

The first layer is expected move modeling. Using at-the-money straddle pricing in the nearest options expiration after earnings, EarningsEdge calculates the market's implied ±percentage move for each reporting company. This gives traders a framework: if the stock typically moves ±8% on earnings and the expected move is ±9%, the options market is neither cheap nor expensive relative to history.

The second and third layers — IV crush detection and analyst revision momentum — are where most retail traders are structurally disadvantaged. IV crush modeling requires a rolling database of historical implied volatility for each stock around its earnings dates. Analyst revision data requires aggregating price target and rating changes from dozens of brokerages on a daily basis. Both are expensive to build. Neither is available on any free platform at the level of granularity EarningsEdge provides. [web:152]

The fourth layer, options positioning intelligence — specifically the put/call ratio at near-term strikes and the concentration of call open interest at key levels — has historically been the domain of specialized options flow platforms that charge $99 to $200 per month. The intelligence these platforms sell is directional: when large institutional players position heavily in calls at a specific strike ahead of earnings, it reflects a form of informed conviction. EarningsEdge includes this signal in a simplified, actionable format. [web:151]

The WallStreetBets Dimension

Retail sentiment as a signal, not noise

The fifth intelligence layer is the most unconventional. EarningsEdge includes a WallStreetBets Buzz Score — a 0-to-100 index that tracks real-time mention volume, sentiment polarity and trending rank for each company across Reddit's most active trading communities in the 48 hours before its earnings release.

The academic literature on retail sentiment around earnings events has evolved significantly since the 2021 meme-stock episode. Research published in the two years following the GameStop squeeze documented a robust relationship between elevated retail attention and amplified post-earnings price reactions — both in magnitude and duration. When retail sentiment is highly directional heading into an earnings print, the tail distribution of outcomes widens. A beat accompanied by high bullish retail buzz tends to produce a larger gap than the same fundamental beat in a low-attention environment. EarningsEdge quantifies this dynamic for the first time in a free product.

The AI Verdict

Play it, Skip it, or Wait — with a confidence score attached

The output of all six signal layers is a plain-English verdict generated by Crowly's AI engine. Play It indicates a setup where multiple signals align — manageable IV, positive analyst revision trend, historical beat rate above 60%, directional options positioning and elevated-but-not-extreme buzz score. Skip It flags dangerous combinations: extreme IV crush risk, deteriorating analyst sentiment, mixed historical reactions and bearish options skew. Wait covers the large middle ground — setups where the signals are mixed or unclear, and the better trade is to observe the announcement, let the dust settle and take a position post-earnings with clearer price structure. [web:146]

The verdict comes with a confidence percentage. An 88-percent confidence on a Play It — as EarningsEdge currently shows for META's upcoming quarterly report — reflects a near-consensus alignment across all six signal layers. A 63-percent confidence on a Wait — as shown for Microsoft — indicates that the signals are present but competing, and the AI's edge in that setup is weak.

The Product Ecosystem

Where EarningsEdge fits in the Crowly stack

EarningsEdge is the third product in Crowly's emerging full-cycle trading intelligence platform. TradeGuard checks pre-trade risk — position sizing, trend alignment, news risk — before a trader executes. ChartVision AI analyzes any chart screenshot and returns a Buy, Sell or Wait decision based on pattern recognition. TradeLog AI journals every trade, scores trading psychology weekly and delivers an AI coaching report every Monday morning.

EarningsEdge slots into this stack at the discovery layer — it tells traders which earnings events are worth playing, which to skip and, crucially, how to structure the trade if they proceed. The IV crush warning does not just flag a risk; it recommends the specific trade vehicle least exposed to it: debit spreads when IV is elevated, outright equity when the options premium is not worth paying, straddles only when the expected move is likely to be underpriced relative to history.

The business logic is the same across all four products: build tools that are genuinely better than the paid alternatives, distribute them free, and convert the most serious users to a Pro subscription that connects the entire stack. A trader who uses EarningsEdge to find a trade, TradeGuard to size it correctly, and TradeLog to journal the outcome — and then receives a Monday AI report connecting all three — is a trader who has reason to stay in the Crowly ecosystem indefinitely.