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Earnings Analysis
Why this page exists: AAPL has no documented material pre-announcement habit — the edge here is the earnings-cycle statistics themselves (drift, gap, reaction, follow-through) and how they vary by regime. This page
measures every earnings cycle — drift into the report, the gap, the reaction,
the follow-through — alongside the NVDA / SPY / VIX regime it happened in, and
uses the documented pre-announcement history to project when the next
pre-announcement is most likely to land. All numbers are computed from real
daily prices, real earnings dates, our own ATM-straddle expected moves and
stored option chains, and a
curated registry of real press releases. Nothing is simulated.
Next earnings & predicted pre-announcement window
Thursday, July 30, 2026
Next confirmed AAPL earnings date (source: exchange calendar).
Current regime & edge read
As of 2026-07-24: NVDA Strong Down (nan% 20d), SPY Strong Down (nan%), SOX Mild Down, VIX 18.7 (Medium (15-25)).
EdgeScore -0.06 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -1.8% | 5 |
| VIX level | Medium (15-25) | +0.8% | 24 |
| Earnings weekday | Thursday | +0.4% | 25 |
EdgeScore = mean of the matching buckets' historical mean earnings reactions, normalized by the average absolute reaction (±1 cap). Transparent and purely historical — not a prediction model.
Cycles
46
Avg reaction
+0.9%
Median reaction
+0.2%
Avg |move|
3.6%
Up rate
50%
Avg drift T-20
+2.8%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +2.8% | +2.5% | 6.5 | -11.2% / +21.9% | 67% |
| Drift T-5 → report | 46 | +1.1% | +0.7% | 3.0 | -3.8% / +7.6% | 65% |
| Overnight gap | 46 | +0.8% | +1.6% | 4.0 | -8.0% / +7.9% | 57% |
| Reaction day (close→close) | 46 | +0.9% | +0.2% | 4.3 | -6.6% / +10.5% | 50% |
| Follow-through +5d | 46 | +0.7% | +1.2% | 3.9 | -10.8% / +9.3% | 61% |
| Follow-through +20d | 46 | +2.2% | +3.4% | 7.2 | -15.4% / +17.9% | 65% |
| Max favorable excursion (20d) | 46 | +7.4% | +7.0% | 7.2 | -5.4% / +34.1% | 85% |
| Max adverse excursion (20d) | 46 | -4.5% | -3.5% | 6.8 | -23.1% / +6.3% | 26% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday | 17 | +1.9% | +4.1% | 4.4 | 65% |
| Thursday | 25 | +0.4% | -0.5% | 4.3 | 44% |
| Wednesday n<10 | 3 | -0.4% | -0.1% | 2.4 | 33% |
| Monday n<10 | 1 | -1.6% | -1.6% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways | 11 | +2.9% | +4.7% | 3.8 | 73% |
| Strong Up | 15 | +1.9% | +2.4% | 3.7 | 60% |
| Mild Up n<10 | 9 | -0.6% | -1.3% | 3.9 | 33% |
| Mild Down n<10 | 6 | -1.1% | -0.9% | 3.6 | 17% |
| Strong Down n<10 | 5 | -1.8% | -3.7% | 5.2 | 40% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 16 | +1.3% | +2.1% | 4.1 | 56% |
| Medium (15-25) | 24 | +0.8% | +0.2% | 4.1 | 50% |
| High (>25) n<10 | 6 | +0.0% | -2.6% | 5.2 | 33% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 15 | +7.7% | +6.2% | 6.7 | 87% |
| Mild Up n<10 | 9 | +3.2% | +3.6% | 3.8 | 78% |
| Sideways | 11 | +0.9% | +1.5% | 3.3 | 73% |
| Mild Down n<10 | 6 | +0.5% | +0.6% | 4.9 | 50% |
| Strong Down n<10 | 5 | -6.1% | -7.4% | 3.6 | 0% |
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
| Report date | Expected move | Actual reaction | Gap | Actual / EM |
|---|---|---|---|---|
| 2026-04-30 | 4.3% | +3.2% | +2.8% | 0.75x |
| 2026-01-29 | 5.0% | +0.5% | -1.2% | 0.09x |
Only cycles inside our own options-database coverage window are shown — we do not fabricate historical implied volatility. Coverage grows each quarter.
Options strategy P&L — priced from our own chains
No earnings cycles inside our chain coverage window yet — this section fills in automatically as coverage grows.
Every earnings cycle
| Report | Pre | Drift20 | Gap | React | +5d | +20d | MFE | MAE | HV20 | NVDA / VIX | Surprise |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-30 Thursday | +6.2% | +2.8% | +3.2% | +2.6% | +11.5% | +16.2% | +1.3% | 23% | Strong Up / Medium (15-25) | +3% | |
| 2026-01-29 Thursday | -5.4% | -1.2% | +0.5% | +6.3% | +1.9% | +8.8% | -2.4% | 20% | Sideways / Medium (15-25) | +6% | |
| 2025-10-30 Thursday | +5.5% | +2.1% | -0.4% | -0.2% | +3.2% | +3.4% | -2.1% | 24% | Mild Up / Medium (15-25) | +5% | |
| 2025-07-31 Thursday | -2.3% | +1.6% | -2.5% | +8.7% | +15.0% | +13.4% | -2.9% | 12% | Strong Up / Medium (15-25) | +10% | |
| 2025-05-01 Thursday | 1 | -4.7% | -3.4% | -3.7% | -3.8% | -2.1% | +0.4% | -9.4% | 78% | Sideways / Medium (15-25) | +2% |
| 2025-01-30 Thursday | -5.8% | +4.0% | -0.7% | -1.2% | +2.6% | +5.3% | -5.0% | 30% | Mild Down / Medium (15-25) | +3% | |
| 2024-10-31 Thursday | +0.1% | -2.2% | -1.3% | +2.0% | +6.6% | +5.4% | -2.7% | 20% | Mild Up / Medium (15-25) | +2% | |
| 2024-08-01 Thursday | -1.4% | +0.4% | +0.7% | -3.0% | +4.6% | +6.8% | -10.2% | 23% | Strong Down / Medium (15-25) | +4% | |
| 2024-05-02 Thursday | +2.5% | +7.9% | +6.0% | +0.7% | +5.0% | +11.7% | +4.3% | 25% | Sideways / Low (<15) | +2% | |
| 2024-02-01 Thursday | +1.4% | -3.8% | -0.5% | +1.3% | -3.2% | +2.2% | -5.0% | 21% | Strong Up / Low (<15) | +4% | |
| 2023-11-02 Thursday | +1.5% | -1.9% | -0.5% | +3.3% | +8.4% | +8.8% | -2.4% | 18% | Sideways / Medium (15-25) | +5% | |
| 2023-08-03 Thursday | -0.3% | -3.0% | -4.8% | -2.2% | +3.4% | -0.9% | -9.9% | 13% | Mild Up / Medium (15-25) | +6% | |
| 2023-05-04 Thursday | +1.2% | +3.1% | +4.7% | +0.1% | +4.4% | +9.8% | +2.9% | 19% | Sideways / Medium (15-25) | +6% | |
| 2023-02-02 Thursday | +19.4% | -1.9% | +2.4% | -2.4% | -2.1% | +4.3% | -4.4% | 22% | Strong Up / Medium (15-25) | -4% | |
| 2022-10-27 Thursday | +1.6% | +2.4% | +7.6% | -10.8% | -4.7% | +8.8% | -7.0% | 35% | Mild Up / High (>25) | +1% | |
| 2022-07-28 Thursday | +13.0% | +2.5% | +3.3% | +2.0% | +4.8% | +12.1% | +1.4% | 24% | Strong Up / Medium (15-25) | +4% | |
| 2022-04-28 Thursday | -8.0% | -1.1% | -3.7% | -0.6% | -8.7% | +1.7% | -18.8% | 31% | Strong Down / High (>25) | +6% | |
| 2022-01-27 Thursday | -11.2% | +4.1% | +7.0% | +1.5% | -3.1% | +11.1% | -4.4% | 20% | Strong Down / High (>25) | +11% | |
| 2021-10-28 Thursday | +7.8% | -3.5% | -1.8% | +0.8% | +4.8% | +8.8% | -4.0% | 17% | Strong Up / Medium (15-25) | +0% | |
| 2021-07-27 Tuesday | +8.9% | -1.3% | -1.2% | +1.6% | +3.4% | +3.5% | -2.9% | 22% | Mild Down / Medium (15-25) | +29% | |
| 2021-04-28 Wednesday | +11.4% | +2.2% | -0.1% | -4.0% | -4.8% | +2.6% | -8.3% | 21% | Strong Up / Medium (15-25) | +42% | |
| 2021-01-27 Wednesday | +3.9% | -1.8% | -3.5% | -2.3% | -11.6% | -0.1% | -16.5% | 32% | Sideways / High (>25) | +19% | |
| 2020-10-29 Thursday | -1.3% | -3.7% | -5.6% | +9.3% | +7.3% | +6.0% | -6.9% | 40% | Mild Down / High (>25) | +4% | |
| 2020-07-30 Thursday | +5.7% | +7.0% | +10.5% | +7.2% | +17.9% | +34.1% | +4.8% | 27% | Strong Up / Medium (15-25) | +24% | |
| 2020-04-30 Thursday | +21.9% | -2.6% | -1.6% | +5.1% | +10.3% | +10.7% | -2.7% | 42% | Strong Up / High (>25) | +13% | |
| 2020-01-28 Tuesday | +9.6% | +2.1% | +2.1% | -1.7% | -9.6% | +3.2% | -9.7% | 22% | Mild Up / Medium (15-25) | +10% | |
| 2019-10-30 Wednesday | +11.1% | +1.6% | +2.3% | +3.4% | +8.0% | +10.5% | -2.5% | 19% | Strong Up / Low (<15) | +7% | |
| 2019-07-30 Tuesday | +3.6% | +3.7% | +2.0% | -7.5% | -3.8% | +6.0% | -7.8% | 16% | Mild Up / Low (<15) | +4% | |
| 2019-04-30 Tuesday | +4.9% | +4.6% | +4.9% | -3.6% | -15.4% | +7.3% | -12.0% | 14% | Sideways / Low (<15) | +4% | |
| 2019-01-29 Tuesday | -1.0% | +5.5% | +6.8% | +5.4% | +6.3% | +14.2% | +3.6% | 45% | Sideways / Medium (15-25) | +0% | |
| 2018-11-01 Thursday | -2.5% | -5.7% | -6.6% | +0.8% | -13.6% | -3.9% | -23.1% | 34% | Strong Down / Medium (15-25) | +5% | |
| 2018-07-31 Tuesday | +1.7% | +4.7% | +5.9% | +2.8% | +9.4% | +16.3% | +3.7% | 15% | Sideways / Low (<15) | +7% | |
| 2018-05-01 Tuesday | +0.4% | +3.6% | +4.4% | +5.4% | +6.6% | +12.8% | +2.8% | 27% | Sideways / Medium (15-25) | +2% | |
| 2018-02-01 Thursday | -2.6% | -1.1% | -4.3% | -3.3% | +10.2% | +8.1% | -10.1% | 15% | Strong Up / Low (<15) | +1% | |
| 2017-11-02 Thursday | +8.2% | +3.5% | +2.6% | +2.0% | -0.5% | +4.8% | -0.2% | 19% | Strong Up / Low (<15) | +11% | |
| 2017-08-01 Tuesday | +4.6% | +6.2% | +4.7% | +1.9% | +4.1% | +9.1% | +3.3% | 12% | Strong Up / Low (<15) | +6% | |
| 2017-05-02 Tuesday | +2.6% | -1.3% | -0.3% | +4.7% | +4.3% | +6.6% | -2.2% | 12% | Mild Down / Low (<15) | +4% | |
| 2017-01-31 Tuesday | +4.8% | +4.7% | +6.1% | +2.2% | +9.1% | +16.0% | +4.7% | 8% | Sideways / Low (<15) | +4% | |
| 2016-10-25 Tuesday | +4.6% | -3.3% | -2.2% | -3.5% | -2.8% | -2.0% | -11.5% | 11% | Mild Up / Low (<15) | +1% | |
| 2016-07-26 Tuesday | +5.0% | +7.9% | +6.5% | +1.5% | +6.3% | +14.6% | +6.3% | 14% | Strong Up / Low (<15) | +3% | |
| 2016-04-26 Tuesday | -3.1% | -8.0% | -6.3% | -2.7% | +0.7% | -5.4% | -13.7% | 18% | Mild Up / Low (<15) | -5% | |
| 2016-01-26 Tuesday | -7.4% | -4.0% | -6.6% | +1.1% | +3.4% | -0.6% | -7.6% | 34% | Strong Down / Medium (15-25) | +2% | |
| 2015-10-27 Tuesday | +5.0% | +2.1% | +4.1% | +2.8% | +0.1% | +8.1% | -2.7% | 22% | Strong Up / Medium (15-25) | +5% | |
| 2015-07-21 Tuesday | +2.5% | -6.7% | -4.2% | -1.5% | -6.5% | -2.8% | -15.8% | 21% | Mild Down / Low (<15) | +2% | |
| 2015-04-27 Monday | +7.6% | +1.4% | -1.6% | -1.4% | -0.3% | +1.4% | -7.0% | 18% | Mild Up / Low (<15) | +8% | |
| 2015-01-27 Tuesday | -4.2% | +7.8% | +5.7% | +2.9% | +12.1% | +22.9% | +5.7% | 30% | Mild Down / Medium (15-25) | +17% |
Methodology: reaction day = first trading day after the report (AMC assumed). Regimes are 20-trading-day returns (NVDA/SPY/SOX) and VIX close on the report date. Historical implied volatility before our options-DB coverage window (Nov 2025) is NOT reconstructed — realized volatility (HV20) is shown instead. Options strategy P&L and IV crush are priced from OUR OWN stored option chains (one row per contract per pull) for every cycle inside coverage; both sections grow automatically each quarter. Buckets with n<10 are exploratory. Correlation is not causation; small samples dominate the pre-announcement analysis. Pre-announcement registry: screeners/earnings_analysis/preannouncements_AAPL.json.
Automated, data-driven · educational only · not financial advice.