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Earnings Analysis
Why this page exists: ADEA 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
Monday, August 03, 2026
Next confirmed ADEA 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 +0.10 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +3.8% | 4 |
| SPY regime | Strong Down expl. | -1.7% | 1 |
| VIX level | Medium (15-25) | -0.5% | 25 |
| Earnings weekday | Monday | +1.2% | 15 |
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
+1.0%
Median reaction
+1.8%
Avg |move|
7.0%
Up rate
59%
Avg drift T-20
+0.3%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +0.3% | -1.4% | 10.6 | -20.6% / +31.0% | 43% |
| Drift T-5 → report | 46 | -1.0% | -1.0% | 6.3 | -18.9% / +13.3% | 41% |
| Overnight gap | 46 | +1.0% | +0.9% | 6.0 | -11.1% / +23.4% | 57% |
| Reaction day (close→close) | 46 | +1.0% | +1.8% | 9.6 | -20.9% / +24.5% | 59% |
| Follow-through +5d | 46 | +0.9% | +0.5% | 6.2 | -11.7% / +16.3% | 52% |
| Follow-through +20d | 46 | +0.4% | +2.6% | 12.7 | -41.1% / +30.0% | 52% |
| Max favorable excursion (20d) | 46 | +11.3% | +9.2% | 11.7 | -5.2% / +47.2% | 89% |
| Max adverse excursion (20d) | 46 | -8.7% | -6.3% | 10.1 | -35.6% / +17.3% | 17% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday | 15 | +5.1% | +2.9% | 7.9 | 73% |
| Monday | 15 | +1.2% | +4.5% | 10.8 | 53% |
| Wednesday | 12 | +0.1% | +1.3% | 4.4 | 58% |
| Thursday n<10 | 4 | -12.8% | -15.4% | 8.3 | 25% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 9 | +6.2% | +4.9% | 6.2 | 89% |
| Mild Down n<10 | 4 | +5.9% | +0.3% | 10.7 | 50% |
| Strong Down n<10 | 4 | +3.8% | +4.9% | 3.6 | 75% |
| Mild Up | 13 | +0.1% | +2.3% | 7.5 | 69% |
| Strong Up | 16 | -3.2% | -3.0% | 11.2 | 31% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 6 | +3.0% | -1.3% | 10.5 | 33% |
| Low (<15) | 15 | +2.6% | +2.5% | 9.4 | 80% |
| Medium (15-25) | 25 | -0.5% | +0.7% | 9.2 | 52% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 16 | +4.3% | +6.3% | 14.7 | 69% |
| Mild Down n<10 | 4 | +1.4% | +1.9% | 3.6 | 75% |
| Mild Up | 13 | +0.5% | -0.8% | 8.1 | 38% |
| Sideways n<10 | 9 | -4.9% | -4.5% | 4.1 | 11% |
| Strong Down n<10 | 4 | -5.4% | -4.0% | 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 |
|---|---|---|---|---|
| 2026-05-04 | 11.0% | -17.3% | -10.0% | 1.57x |
| 2026-02-23 | 19.1% | +6.9% | +8.7% | 0.36x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-04 Monday | +31.0% | -10.0% | -17.3% | +14.4% | +10.4% | +0.2% | -23.6% | 28% | Strong Up / Medium (15-25) | +16% | |
| 2026-02-23 Monday | -4.5% | +8.7% | +6.9% | +3.1% | +24.4% | +34.2% | -6.2% | 45% | Sideways / Medium (15-25) | +15% | |
| 2025-11-03 Monday | 1 | -20.6% | -3.0% | -10.8% | +11.3% | -1.7% | +1.9% | -18.8% | 73% | Strong Up / Medium (15-25) | -18% |
| 2025-08-05 Tuesday | -14.7% | +4.1% | +10.3% | +7.2% | +11.1% | +26.7% | +2.2% | 25% | Strong Up / Medium (15-25) | +3% | |
| 2025-05-05 Monday | 1 | +10.0% | +2.7% | +7.1% | +5.6% | -0.8% | +14.4% | -1.5% | 46% | Strong Up / Medium (15-25) | +3% |
| 2025-02-18 Tuesday | +4.3% | +11.3% | +21.7% | -0.3% | -16.7% | +29.6% | +1.1% | 23% | Sideways / Medium (15-25) | +10% | |
| 2024-11-07 Thursday | +22.8% | -10.2% | -18.2% | +1.3% | +16.4% | -2.6% | -20.2% | 39% | Strong Up / Medium (15-25) | -32% | |
| 2024-08-06 Tuesday | -11.5% | +9.9% | +6.8% | +7.7% | +14.1% | +29.3% | +5.2% | 43% | Strong Down / High (>25) | +22% | |
| 2024-05-06 Monday | -7.0% | +5.1% | +10.4% | +0.9% | +6.4% | +20.6% | +3.2% | 29% | Mild Up / Low (<15) | +20% | |
| 2024-02-20 Tuesday | -0.2% | -2.9% | 0.0% | -2.5% | -7.6% | +2.3% | -9.0% | 44% | Strong Up / Medium (15-25) | +9% | |
| 2023-11-06 Monday | -2.0% | +0.6% | +4.9% | -2.5% | +2.9% | +13.0% | +0.3% | 29% | Sideways / Low (<15) | +42% | |
| 2023-08-07 Monday | +4.3% | -5.3% | -14.1% | +0.1% | -2.9% | -5.2% | -18.6% | 30% | Mild Up / Medium (15-25) | +2% | |
| 2023-05-08 Monday | -11.5% | +1.9% | +10.6% | +15.4% | +30.0% | +47.2% | +1.9% | 23% | Mild Up / Medium (15-25) | +46% | |
| 2023-02-22 Wednesday | -3.5% | +0.1% | +2.3% | -7.5% | -23.5% | +6.2% | -21.7% | 40% | Mild Up / Medium (15-25) | +38% | |
| 2022-11-09 Wednesday | 1 | +16.2% | -3.6% | -8.4% | -1.9% | +3.5% | +3.5% | -14.7% | 48% | Strong Up / High (>25) | -2% |
| 2022-08-08 Monday | +9.5% | -3.9% | -2.7% | +3.3% | -3.3% | +1.8% | -6.9% | 33% | Strong Up / Medium (15-25) | +27% | |
| 2022-05-09 Monday | -2.1% | +1.4% | -1.7% | +5.4% | +9.7% | +10.2% | -4.0% | 35% | Strong Down / High (>25) | +45% | |
| 2022-02-23 Wednesday | -4.2% | -2.1% | -0.8% | +6.1% | +5.0% | +10.3% | -3.8% | 32% | Sideways / High (>25) | -10% | |
| 2021-11-08 Monday | +4.8% | -1.1% | -3.5% | +6.1% | +7.7% | +6.1% | -9.2% | 22% | Strong Up / Medium (15-25) | +58% | |
| 2021-08-03 Tuesday | +1.6% | -0.9% | -1.5% | -2.4% | +2.9% | +4.0% | -6.3% | 27% | Mild Down / Medium (15-25) | +47% | |
| 2021-05-05 Wednesday | -10.6% | +1.2% | +1.4% | -1.0% | +9.3% | +11.5% | -3.9% | 37% | Sideways / Medium (15-25) | +27% | |
| 2021-02-23 Tuesday | +3.6% | -8.3% | -3.7% | +1.5% | +8.3% | +14.2% | -9.3% | 32% | Mild Up / Medium (15-25) | +14% | |
| 2020-11-09 Monday | +6.0% | +23.4% | +24.3% | +8.2% | +15.1% | +43.3% | +17.3% | 38% | Mild Down / High (>25) | -4% | |
| 2020-08-10 Monday | 1 | +19.7% | +0.4% | -9.8% | -7.5% | -23.2% | +1.1% | -31.6% | 61% | Strong Up / Medium (15-25) | +33% |
| 2020-05-06 Wednesday | +0.8% | +6.5% | -2.1% | -2.2% | -2.4% | +9.3% | -9.7% | 49% | Strong Up / High (>25) | +25% | |
| 2020-02-18 Tuesday | -19.7% | +3.3% | +24.5% | -4.2% | -41.1% | +33.0% | -35.6% | 40% | Strong Up / Low (<15) | +16% | |
| 2019-11-06 Wednesday | +5.0% | -3.5% | +2.4% | -1.8% | -9.9% | +4.1% | -9.4% | 28% | Strong Up / Low (<15) | +14% | |
| 2019-08-06 Tuesday | -4.1% | +3.3% | +0.7% | +0.8% | -1.1% | +7.3% | -6.2% | 36% | Mild Down / Medium (15-25) | +25% | |
| 2019-05-08 Wednesday | +2.2% | +1.2% | 0.0% | -3.2% | -13.9% | +2.1% | -14.8% | 24% | Mild Down / Medium (15-25) | +18% | |
| 2019-02-20 Wednesday | +13.0% | -1.4% | +1.2% | +2.0% | +4.0% | +9.2% | -5.0% | 17% | Mild Up / Low (<15) | +1% | |
| 2018-11-07 Wednesday | -3.3% | -0.6% | +7.2% | -5.9% | -8.8% | +13.2% | -3.8% | 56% | Strong Down / Medium (15-25) | +12% | |
| 2018-08-08 Wednesday | -4.7% | +5.5% | +2.5% | +1.0% | -2.4% | +9.5% | -3.5% | 31% | Mild Up / Low (<15) | +23% | |
| 2018-05-03 Thursday | +6.0% | -1.9% | -12.6% | +4.5% | -1.8% | -0.7% | -16.5% | 33% | Mild Up / Medium (15-25) | +14% | |
| 2018-02-13 Tuesday | -7.7% | +3.1% | +2.9% | -2.3% | +13.3% | +18.5% | -1.7% | 41% | Mild Up / Medium (15-25) | +3% | |
| 2017-11-02 Thursday | 1 | -13.2% | -11.1% | -20.9% | +16.3% | +9.8% | -5.1% | -25.6% | 56% | Strong Up / Low (<15) | -3% |
| 2017-07-27 Thursday | -3.0% | -0.0% | +0.5% | -6.6% | -14.4% | +7.0% | -15.4% | 46% | Mild Up / Low (<15) | +21% | |
| 2017-05-03 Wednesday | -0.8% | -1.2% | +3.8% | -3.2% | -6.9% | +6.0% | -5.4% | 23% | Mild Up / Low (<15) | +18% | |
| 2017-02-22 Wednesday | -0.3% | -0.2% | -8.2% | -11.7% | -10.1% | -0.2% | -24.3% | 19% | Mild Up / Low (<15) | -22% | |
| 2016-11-01 Tuesday | -6.0% | +3.8% | +2.7% | +3.0% | +6.6% | +12.7% | -0.1% | 14% | Sideways / Medium (15-25) | +11% | |
| 2016-08-02 Tuesday | +7.5% | -6.1% | -3.3% | +3.5% | +10.1% | +8.4% | -9.8% | 20% | Strong Up / Low (<15) | +8% | |
| 2016-05-02 Monday | -4.3% | +4.8% | +4.5% | -2.5% | +5.7% | +11.1% | -2.7% | 26% | Sideways / Low (<15) | +8% | |
| 2016-02-02 Tuesday | -4.8% | +6.1% | +3.0% | -4.7% | +6.5% | +11.0% | -6.0% | 27% | Strong Down / Medium (15-25) | +10% | |
| 2015-11-03 Tuesday | +10.3% | +1.4% | +2.2% | -9.0% | -6.8% | +5.2% | -12.4% | 27% | Strong Up / Low (<15) | +16% | |
| 2015-08-03 Monday | -8.2% | +6.8% | +9.5% | -3.8% | -12.4% | +15.3% | -11.6% | 18% | Sideways / Low (<15) | +20% | |
| 2015-05-05 Tuesday | -8.8% | +4.2% | +4.9% | +2.8% | +2.3% | +10.2% | +2.4% | 28% | Sideways / Low (<15) | +5% | |
| 2015-02-10 Tuesday | 1 | +18.3% | +3.8% | +5.5% | -5.1% | -4.0% | +7.5% | -2.5% | 43% | Mild Up / Medium (15-25) | +51% |
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_ADEA.json.
Automated, data-driven · educational only · not financial advice.