Ok - here is something more.
I have output a bit of data to the console to underscore the point. What I'm showing here is a request to show business days to the next earnings announcement. The first column is the backtesting date followed by the security and the number of days until the earnings are released.
On Monday, ARNC and LEN do not show that they have earnings releases scheduled, which is a bit nuts because S&P 500 companies don't decide that they are or are not going to release earnings a few days before. They have to schedule a call with the SEC well in advance of that date.
As an example, Starbucks has all of their earnings scheduled for all of 2017 already.
2011-01-03 07:31 Equity(22140 [MON]) days to announcement: 3.0
2011-01-04 07:31 Equity(2 [ARNC]) days to announcement: 4.0
2011-01-04 07:31 Equity(4417 [LEN]) days to announcement: 5.0
2011-01-04 07:31 Equity(22140 [MON]) days to announcement: 2.0