Is it possible to create a scan that return stocks that have outperformed SPX x% since the stock's last earnings date. Here's how I would envision it working:
- Determine the number of bars ago since the last earnings date using a function like HasEarnings(). I'm not sure how that number would be stored.
- Determine the % change between the close on the current bar and the bar identified in #1.
- Determine the % change of the SPX over the same period as #2.
- Determine the variance between the stock's performance vs. the SPX performance over that period.