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$BZAI -35.50% — what the base rate says

$BZAI -35.50% — what the base rate says

When $BZAI printed Q2 earnings after the close, the stock immediately shed 35% of its valuation as law firms piled on class-action investigation notices. Across 58 historical instances of post-market earnings gap-downs exceeding 30%, these setups close red 52% of the time on the following trading day with a median intraday return of -1.01%. $INV suffered a matching 31% drop on its own Q2 release. Selling panic into illiquid after-hours order books usually serves one purpose: giving market makers cheap liquidity. The base rate leans toward continued downside pressure on $BZAI through Friday—we'll grade the continuation at tomorrow's close.

What the data showed

  • $BZAI -35.50% Blaize Holdings, Inc. · closed red 52% · green 47% (n=58) mcap $155M · float 94M shares · sector: SEMICONDUCTORS & RELATED DEVICES
  • $INV -31.39% Innventure, Inc. · closed red 52% · green 47% (n=58) mcap $282M · float 63M shares · sector: BLANK CHECKS
  • $TSSI -24.42% TSS, Inc. · closed red 54% · green 45% (n=178) mcap $320M · float 24M shares · sector: SERVICES-MANAGEMENT CONSULTING SERVICES
  • $VERI -23.49% Veritone, Inc. · closed red 54% · green 45% (n=178) mcap $139M · float 89M shares · sector: SERVICES-COMPUTER PROCESSING & DATA PREPARATION
  • $YSS -22.94% York Space Systems, Inc. · closed red 54% · green 45% (n=178) mcap $1.4B · float 102M shares · sector: GUIDED MISSILES & SPACE VEHICLES & PARTS
  • $SSTI -22.73% SoundThinking, Inc. · closed red 54% · green 45% (n=178)
  • $KLC -21.95% KinderCare Learning Companies, Inc. · closed red 54% · green 45% (n=178) mcap $566M · float 32M shares · sector: SERVICES-CHILD DAY CARE SERVICES
  • $LFT -20.50% Lument Finance Trust, Inc. · closed red 54% · green 45% (n=178)
  • $XOS -19.77% Xos, Inc. · closed red 55% · green 44% (n=3,606) mcap $36M · float 8M shares · sector: MOTOR VEHICLE PARTS & ACCESSORIES
  • $AMPG -19.03% AmpliTech Group, Inc. · closed red 53% · green 46% (n=323) mcap $157M · float 22M shares · sector: COMMUNICATIONS EQUIPMENT, NEC

Run the historical gap-down probability distribution on FILTRIX.net before catching a falling knife on earnings night. Know the edge before placing the order. Discipline > FOMO

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