Day 2 Earnings Strategies?

Here s a follow-up question from Varun, one of the interns in the current cohort at SMB Capital (name used with permission): Varun: You mentioned trading day 1 earnings yourself - my day 2 work found only a thin unconditional edge survives there. Did you ever try day 2 and kill it, or never look? Curious whether that s an absence or a graveyard for you. Dave: Yes, I trade a few strategies you…