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Earnings Analysis
Why this page exists: AEVA 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
Wednesday, August 05, 2026
Next confirmed AEVA 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 +0.55 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +11.4% | 4 |
| VIX level | Medium (15-25) | +0.1% | 15 |
| Earnings weekday | Wednesday | +1.0% | 14 |
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
22
Avg reaction
-0.4%
Median reaction
-1.0%
Avg |move|
7.6%
Up rate
45%
Avg drift T-20
-0.1%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 22 | -0.1% | -7.8% | 26.2 | -39.6% / +85.3% | 41% |
| Drift T-5 → report | 22 | +4.4% | +4.7% | 19.7 | -22.6% / +59.3% | 59% |
| Overnight gap | 22 | -0.3% | 0.0% | 4.0 | -7.7% / +9.9% | 41% |
| Reaction day (close→close) | 22 | -0.4% | -1.0% | 11.0 | -17.6% / +34.7% | 45% |
| Follow-through +5d | 22 | +1.5% | +0.4% | 19.6 | -26.1% / +48.3% | 50% |
| Follow-through +20d | 22 | +6.2% | +1.4% | 28.3 | -30.3% / +78.6% | 59% |
| Max favorable excursion (20d) | 22 | +29.6% | +18.5% | 35.0 | -6.4% / +161.1% | 95% |
| Max adverse excursion (20d) | 22 | -20.1% | -20.9% | 11.9 | -37.5% / +2.9% | 5% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday | 14 | +1.0% | +0.1% | 12.1 | 50% |
| Tuesday n<10 | 4 | -2.6% | -3.9% | 7.3 | 50% |
| Thursday n<10 | 4 | -3.2% | -4.2% | 9.1 | 25% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 4 | +11.4% | +6.3% | 14.2 | 75% |
| Strong Up n<10 | 9 | -1.9% | +0.7% | 10.7 | 56% |
| Mild Down n<10 | 1 | -2.8% | -2.8% | 0.0 | 0% |
| Mild Up n<10 | 6 | -4.2% | -5.6% | 3.1 | 17% |
| Sideways n<10 | 2 | -4.8% | -4.8% | 5.3 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 15 | +0.1% | -2.8% | 12.6 | 40% |
| Low (<15) n<10 | 3 | -0.7% | +0.3% | 7.4 | 67% |
| High (>25) n<10 | 4 | -2.4% | -0.6% | 4.9 | 50% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 9 | +11.6% | +3.1% | 33.3 | 67% |
| Mild Up n<10 | 6 | -2.6% | -10.8% | 17.5 | 33% |
| Mild Down n<10 | 1 | -5.3% | -5.3% | 0.0 | 0% |
| Sideways n<10 | 2 | -12.7% | -12.7% | 1.2 | 0% |
| Strong Down n<10 | 4 | -14.9% | -19.8% | 13.7 | 25% |
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 |
|---|---|---|---|---|
| 2026-05-06 | 18.8% | -17.6% | -7.7% | 0.93x |
| 2026-02-26 | 32.0% | -2.8% | +0.7% | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-06 Wednesday | +27.4% | -7.7% | -17.6% | +48.3% | +78.6% | +80.0% | -24.4% | 67% | Strong Up / Medium (15-25) | +5% | |
| 2026-02-26 Thursday | 1 | -5.3% | +0.7% | -2.8% | +13.7% | +7.1% | +31.5% | -8.4% | 87% | Mild Down / Medium (15-25) | +10% |
| 2025-11-05 Wednesday | 3 | -13.8% | -1.4% | -6.1% | -12.9% | +22.7% | +16.7% | -35.9% | 97% | Mild Up / Medium (15-25) | -2% |
| 2025-07-31 Thursday | 4 | -39.6% | -7.2% | -15.0% | -21.6% | +5.0% | -6.4% | -34.3% | 112% | Strong Up / Medium (15-25) | +6% |
| 2025-05-14 Wednesday | 5 | +85.3% | -3.1% | +17.9% | -16.6% | +39.0% | +67.7% | -4.9% | 121% | Strong Up / Medium (15-25) | +7% |
| 2025-03-19 Wednesday | 2 | -27.5% | +2.9% | +34.7% | +38.4% | +71.1% | +161.1% | +2.9% | 96% | Strong Down / Medium (15-25) | +15% |
| 2024-11-06 Wednesday | 2 | +23.5% | +0.9% | -0.2% | -10.5% | +1.9% | +14.2% | -23.0% | 87% | Mild Up / Medium (15-25) | +8% |
| 2024-08-07 Wednesday | 5 | +7.7% | -0.4% | +2.1% | -6.3% | -12.9% | +19.2% | -12.1% | 112% | Strong Down / High (>25) | +51% |
| 2024-05-07 Tuesday | 1 | -17.7% | +0.9% | +0.3% | +9.5% | -11.6% | +12.2% | -14.2% | 77% | Mild Up / Low (<15) | +3% |
| 2024-03-05 Tuesday | 2 | +21.1% | +1.0% | +7.9% | +0.9% | -24.6% | +43.6% | -34.5% | 106% | Strong Up / Low (<15) | -6% |
| 2023-11-08 Wednesday | 2 | -13.8% | 0.0% | -10.2% | -0.2% | -6.1% | +4.5% | -24.2% | 93% | Sideways / Low (<15) | +4% |
| 2023-08-08 Tuesday | -19.7% | 0.0% | -8.2% | +1.0% | +1.0% | +3.6% | -15.0% | 58% | Mild Up / Medium (15-25) | +5% | |
| 2023-05-10 Wednesday | 3 | +19.6% | +7.3% | -5.5% | +4.8% | +33.6% | +38.2% | -12.7% | 114% | Mild Up / Medium (15-25) | +10% |
| 2023-03-22 Wednesday | 1 | -16.6% | +0.7% | +0.7% | -19.7% | -30.3% | +7.7% | -35.0% | 91% | Strong Up / Medium (15-25) | -7% |
| 2022-11-08 Tuesday | 2 | -7.7% | -2.8% | -10.6% | +41.6% | -6.8% | +32.5% | -18.9% | 78% | Strong Up / High (>25) | +12% |
| 2022-08-03 Wednesday | 2 | +28.2% | -1.6% | -5.1% | +4.2% | -24.9% | +7.4% | -37.5% | 100% | Strong Up / Medium (15-25) | +11% |
| 2022-05-04 Wednesday | -15.7% | +9.9% | -1.7% | -26.1% | -11.2% | +12.4% | -30.4% | 57% | Strong Down / High (>25) | +12% | |
| 2022-02-23 Wednesday | -11.5% | -5.9% | +0.5% | -4.7% | +0.2% | +10.9% | -23.3% | 65% | Sideways / High (>25) | -30% | |
| 2021-11-10 Wednesday | +3.1% | 0.0% | +3.0% | +4.8% | +12.0% | +33.0% | -4.1% | 54% | Strong Up / Medium (15-25) | +8% | |
| 2021-08-12 Thursday | -7.8% | -3.9% | -5.7% | -11.0% | +17.2% | +19.4% | -16.4% | 59% | Mild Up / Medium (15-25) | -10% | |
| 2021-06-02 Wednesday | 1 | +3.0% | -0.7% | +1.2% | +11.0% | +3.7% | +23.8% | -2.8% | 87% | Strong Up / Medium (15-25) | -71% |
| 2021-03-18 Thursday | 5 | -23.9% | +3.0% | +10.5% | -15.2% | -29.6% | +17.8% | -32.1% | 141% | Strong Down / Medium (15-25) | -4% |
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_AEVA.json.
Automated, data-driven · educational only · not financial advice.