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Earnings Analysis
Why this page exists: AGYS 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, July 27, 2026
Next confirmed AGYS 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 +0.45 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +4.1% | 5 |
| VIX level | Medium (15-25) | +0.4% | 22 |
| Earnings weekday | Monday | +5.6% | 11 |
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
+1.3%
Median reaction
+0.2%
Avg |move|
7.5%
Up rate
54%
Avg drift T-20
+2.7%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +2.7% | +2.8% | 9.0 | -18.5% / +22.5% | 65% |
| Drift T-5 → report | 46 | +2.2% | +0.8% | 6.5 | -7.3% / +21.0% | 59% |
| Overnight gap | 46 | +0.6% | +0.3% | 9.0 | -24.5% / +29.9% | 52% |
| Reaction day (close→close) | 46 | +1.3% | +0.2% | 10.6 | -20.0% / +25.4% | 54% |
| Follow-through +5d | 46 | +1.3% | +1.3% | 4.6 | -9.8% / +13.3% | 67% |
| Follow-through +20d | 46 | +3.9% | +1.1% | 13.5 | -20.8% / +49.4% | 54% |
| Max favorable excursion (20d) | 46 | +14.4% | +10.0% | 16.1 | -16.6% / +66.8% | 91% |
| Max adverse excursion (20d) | 46 | -7.9% | -7.3% | 10.6 | -37.3% / +12.8% | 24% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday | 11 | +5.6% | +1.9% | 14.1 | 64% |
| Thursday | 13 | +1.7% | +0.2% | 5.8 | 54% |
| Wednesday n<10 | 8 | -1.0% | -0.7% | 2.2 | 38% |
| Tuesday | 14 | -1.1% | +0.4% | 12.3 | 57% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 5 | +4.1% | +4.5% | 3.6 | 100% |
| Strong Up | 19 | +2.0% | -0.7% | 9.9 | 47% |
| Mild Down n<10 | 2 | +1.5% | +1.5% | 2.0 | 50% |
| Mild Up | 14 | +0.4% | +1.3% | 11.8 | 57% |
| Sideways n<10 | 6 | -0.8% | -5.0% | 14.0 | 33% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 6 | +8.0% | +8.2% | 7.7 | 83% |
| Medium (15-25) | 22 | +0.4% | +0.2% | 13.5 | 55% |
| Low (<15) | 18 | +0.2% | -0.6% | 5.0 | 44% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up | 14 | +4.7% | +5.7% | 10.0 | 64% |
| Sideways n<10 | 6 | +3.6% | -0.1% | 9.0 | 50% |
| Strong Up | 19 | +3.5% | +2.9% | 7.5 | 84% |
| Mild Down n<10 | 2 | -2.9% | -2.9% | 0.8 | 0% |
| Strong Down n<10 | 5 | -4.5% | -4.7% | 8.1 | 40% |
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 |
|---|---|---|---|---|
| 2026-05-18 | 19.9% | +12.4% | +29.9% | 0.63x |
| 2026-01-26 | 18.4% | -20.0% | -15.7% | 1.09x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-18 Monday | +3.3% | +29.9% | +12.4% | +0.4% | +10.8% | +35.0% | +3.8% | 57% | Strong Up / Medium (15-25) | +27% | |
| 2026-01-26 Monday | -5.5% | -15.7% | -20.0% | -1.8% | -20.8% | -11.1% | -37.3% | 38% | Sideways / Medium (15-25) | -8% | |
| 2025-10-27 Monday | +10.9% | +12.9% | +22.6% | -9.8% | -14.3% | +26.1% | +2.5% | 29% | Mild Up / Medium (15-25) | +4% | |
| 2025-07-21 Monday | +7.8% | -14.1% | -4.7% | +5.9% | -3.8% | +2.2% | -15.5% | 38% | Strong Up / Medium (15-25) | -9% | |
| 2025-05-19 Monday | +22.5% | +3.8% | +22.1% | +4.0% | +7.9% | +37.6% | +2.5% | 32% | Strong Up / Medium (15-25) | +89% | |
| 2025-01-21 Tuesday | -2.5% | -24.5% | -20.0% | -8.6% | -17.6% | -16.6% | -35.0% | 49% | Mild Up / Medium (15-25) | +11% | |
| 2024-10-28 Monday | +2.3% | +7.5% | -8.1% | +0.4% | +34.4% | +25.6% | -12.5% | 43% | Strong Up / Medium (15-25) | +15% | |
| 2024-07-22 Monday | +13.6% | -6.1% | -4.5% | +3.3% | +2.1% | +2.1% | -12.8% | 27% | Sideways / Low (<15) | +18% | |
| 2024-05-13 Monday | -3.1% | +7.3% | +14.9% | +11.2% | -1.1% | +30.9% | +6.1% | 22% | Mild Up / Low (<15) | +13% | |
| 2024-01-22 Monday | +2.4% | +1.9% | +0.1% | -0.3% | -9.3% | +5.6% | -11.2% | 35% | Strong Up / Low (<15) | +37% | |
| 2023-10-23 Monday | -3.9% | +14.2% | +25.4% | +3.1% | +11.8% | +43.4% | +12.8% | 35% | Sideways / Medium (15-25) | +30% | |
| 2023-07-24 Monday | +4.6% | -3.2% | +1.9% | +6.6% | -0.5% | +10.4% | -4.2% | 33% | Mild Up / Low (<15) | +26% | |
| 2023-05-16 Tuesday | -7.8% | -9.7% | -12.0% | +1.8% | +5.1% | -0.2% | -20.3% | 32% | Mild Up / Medium (15-25) | +18% | |
| 2023-01-24 Tuesday | +5.2% | +1.5% | +0.1% | +1.9% | -2.5% | +5.0% | -10.0% | 37% | Strong Up / Medium (15-25) | +24% | |
| 2022-10-25 Tuesday | +8.9% | +9.4% | +13.3% | +0.7% | +5.1% | +26.0% | +3.0% | 35% | Mild Up / High (>25) | +31% | |
| 2022-07-26 Tuesday | +17.9% | -15.1% | -5.5% | +0.3% | +3.7% | +6.7% | -25.6% | 37% | Sideways / Medium (15-25) | +19% | |
| 2022-05-17 Tuesday | -5.9% | +11.3% | +10.2% | -4.3% | +0.1% | +21.1% | +2.2% | 45% | Strong Down / High (>25) | +44% | |
| 2022-01-25 Tuesday | -18.5% | +6.5% | +0.6% | +6.0% | +7.3% | +14.6% | -5.5% | 35% | Strong Down / High (>25) | +25% | |
| 2021-10-26 Tuesday | +2.9% | -7.4% | -19.9% | +13.3% | +6.4% | +0.1% | -23.1% | 34% | Strong Up / Medium (15-25) | +1% | |
| 2021-07-27 Tuesday | -3.7% | +3.0% | +3.5% | -1.8% | -7.3% | +8.2% | -11.2% | 36% | Mild Down / Medium (15-25) | +27% | |
| 2021-05-18 Tuesday | -2.2% | -3.8% | -0.5% | +7.5% | +14.6% | +25.6% | -9.0% | 43% | Mild Down / Medium (15-25) | +14% | |
| 2021-01-26 Tuesday | +21.5% | -10.2% | -19.3% | +3.9% | +49.4% | +23.3% | -28.2% | 46% | Mild Up / Medium (15-25) | +8% | |
| 2020-10-27 Tuesday | +3.2% | +12.4% | +6.1% | +5.5% | +42.4% | +66.8% | -0.0% | 45% | Sideways / High (>25) | +152% | |
| 2020-07-28 Tuesday | -1.2% | +8.1% | +20.4% | -0.2% | +15.5% | +43.6% | +7.7% | 39% | Strong Up / High (>25) | +350% | |
| 2020-05-21 Thursday | +15.3% | +3.2% | -2.5% | -1.8% | -2.3% | +21.1% | -10.0% | 72% | Strong Up / High (>25) | -- | |
| 2020-01-28 Tuesday | +21.9% | +10.9% | +7.6% | +2.1% | -5.6% | +19.6% | +1.0% | 23% | Mild Up / Medium (15-25) | +177% | |
| 2019-10-24 Thursday | -0.7% | -4.0% | +0.2% | -1.6% | -1.3% | +14.6% | -9.0% | 30% | Strong Up / Low (<15) | -33% | |
| 2019-07-25 Thursday | +11.0% | -1.6% | +2.4% | +1.1% | +14.0% | +19.0% | -1.6% | 20% | Mild Up / Low (<15) | +60% | |
| 2019-05-16 Thursday | +5.4% | -0.9% | +4.5% | +4.7% | +6.4% | +12.4% | -1.0% | 21% | Strong Down / Medium (15-25) | +2% | |
| 2019-01-24 Thursday | +0.3% | +6.1% | +16.1% | +7.8% | +27.2% | +49.6% | +6.1% | 30% | Strong Up / Medium (15-25) | -15% | |
| 2018-10-25 Thursday | -4.7% | +1.2% | +4.9% | +2.2% | -0.7% | +9.6% | -2.1% | 22% | Strong Down / Medium (15-25) | +36% | |
| 2018-08-01 Wednesday | +4.1% | +1.2% | -5.6% | +0.2% | +4.5% | +3.2% | -10.6% | 20% | Mild Up / Low (<15) | +34% | |
| 2018-05-24 Thursday | +4.1% | +3.6% | +9.6% | +2.5% | +11.4% | +23.4% | +2.2% | 24% | Strong Up / Low (<15) | +83% | |
| 2018-01-25 Thursday | +4.4% | -0.8% | -3.4% | +1.1% | -7.0% | +0.5% | -13.1% | 26% | Strong Up / Low (<15) | +10% | |
| 2017-11-01 Wednesday | +3.4% | -1.7% | -0.9% | -6.3% | -0.6% | -0.2% | -9.0% | 22% | Strong Up / Low (<15) | +18% | |
| 2017-08-03 Thursday | +0.3% | +0.7% | +2.0% | -2.2% | -1.3% | +3.9% | -2.4% | 24% | Strong Up / Low (<15) | +44% | |
| 2017-06-01 Thursday | +0.6% | -2.9% | -3.1% | +1.6% | +2.4% | +2.5% | -7.3% | 24% | Strong Up / Low (<15) | -77% | |
| 2017-02-09 Thursday | -18.0% | +0.1% | -1.4% | +5.9% | +0.1% | +12.2% | -3.4% | 23% | Strong Up / Low (<15) | +91% | |
| 2016-11-09 Wednesday | -2.7% | -1.6% | -0.6% | +3.7% | -1.7% | +5.4% | -11.3% | 38% | Mild Up / Low (<15) | -46% | |
| 2016-08-03 Wednesday | +2.8% | -4.2% | -1.2% | +1.4% | +4.7% | +3.9% | -4.3% | 33% | Strong Up / Low (<15) | +2% | |
| 2016-06-09 Thursday | +8.2% | -2.1% | -0.7% | -6.2% | -7.0% | +1.3% | -16.8% | 42% | Strong Up / Low (<15) | +52% | |
| 2016-02-03 Wednesday | +1.2% | -0.2% | +0.2% | +3.0% | +11.9% | +13.4% | -7.4% | 63% | Strong Down / Medium (15-25) | -75% | |
| 2015-11-04 Wednesday | +6.7% | +0.4% | -3.1% | -2.9% | -7.1% | +0.4% | -16.1% | 36% | Mild Up / Medium (15-25) | +75% | |
| 2015-08-05 Wednesday | 1 | +7.6% | -0.3% | +0.7% | -3.9% | -0.7% | +7.1% | -7.2% | 75% | Mild Up / Low (<15) | +115% |
| 2015-05-28 Thursday | -3.4% | -0.6% | -6.6% | +1.1% | +4.1% | +3.4% | -7.0% | 50% | Sideways / Low (<15) | -100% | |
| 2015-02-04 Wednesday | -15.2% | +0.8% | +2.1% | -2.2% | -10.7% | +6.4% | -11.0% | 35% | Mild Up / Medium (15-25) | -300% |
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_AGYS.json.
Automated, data-driven · educational only · not financial advice.