Post-Earnings Drift Stocks on the TSX: Gaps That Keep Going

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Post-earnings announcement drift (PEAD) is one of the best-documented effects in finance: stocks that react strongly to earnings tend to keep moving in the same direction for weeks. This screen lists stocks on the Toronto Stock Exchange that gapped up more than 3% on the report day or the day after within the last 20 business days, and today still close above the report-day close and low and above the 20-day moving average. These are earnings winners that the market keeps buying.

Screening formula:
exch(tsx) and type(stock) and wdays_since_earn_rep >= 2 and wdays_since_earn_rep <= 20 and math.max(evalat(gapup, wdays_since_earn_rep), evalat(gapup, wdays_since_earn_rep - 1)) > 3 and c > c[wdays_since_earn_rep] and c > l[wdays_since_earn_rep] and c > sma(20) and draw(earnrep) and sortby(change(20), desc) and show(wdays_since_earn_rep as days_since_report)

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Charts

Symbol	Name	Industry	Sector	Exchange	Cap	Cap, mln	Last	Change	Change, %	Volume	Days_since_report
DND.TO	Dye & Durham Ltd	Software - Application	Technology	TSX	Micro	102.12	1.54	0.28	22.22	1,308,987	8.00
FTG.TO	Firan Technology Group Corp	Aerospace & Defense	Industrials	TSX	Small	875.78	34.95	2.95	9.22	565,600	2.00
STC.TO	Sangoma Technologies Corp	Software - Infrastructure	Technology	TSX	Micro	230.92	6.91	0.04	0.58	163,444	9.00
VCM.TO	Vecima Networks Inc	Communication Equipment	Technology	TSX	Small	322.65	13.39	0.115	0.87	3,221	11.00
DOL.TO	Dollarama Inc	Discount Stores	Consumer Defensive	TSX	Large	50,652	191.93	3.31	1.75	403,241	17.00
RCH.TO	Richelieu Hardware Ltd	Tools & Accessories	Industrials	TSX	Mid	2,049.59	37.63	-1	-2.59	176,050	2.00
MPC.TO	Madison Pacific Properties Inc Cl B	Real Estate Services	Real Estate	TSX	Small	283.04	4.81	0.05	1.05	11,801	19.00

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Data as of Oct 9, 2026, 12:00 AM EDT

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