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Why this page exists: ALGM 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 ALGM 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 -0.62 (Bearish)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeStrong Down expl.-3.4%3
SPY regimeStrong Down expl.-4.3%1
VIX levelMedium (15-25)+0.4%16
Earnings weekdayThursday+0.3%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
22
Avg reaction
-0.5%
Median reaction
-0.3%
Avg |move|
2.9%
Up rate
45%
Avg drift T-20
+2.8%
Event-window statistics (all cycles)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report22+2.8%-0.6%16.5-21.2% / +41.6%50%
Drift T-5 → report22+1.8%+0.1%6.9-8.7% / +14.4%50%
Overnight gap22+0.5%+0.6%1.7-3.8% / +3.6%68%
Reaction day (close→close)22-0.5%-0.3%3.6-9.3% / +6.4%45%
Follow-through +5d22+1.9%+1.7%6.9-9.1% / +21.0%64%
Follow-through +20d22+3.4%+3.0%9.9-10.8% / +29.0%64%
Max favorable excursion (20d)22+11.8%+10.4%9.4-0.5% / +38.3%95%
Max adverse excursion (20d)22-8.9%-7.7%7.3-26.0% / +1.6%9%
Reaction by regime & calendar

Reaction by report weekday

BucketNMeanMedianStdWin%
Thursday15+0.3%+0.4%3.153%
Wednesday n<102+0.1%+0.1%1.750%
Tuesday n<104-2.5%-2.3%4.925%
Monday n<101-4.3%-4.3%0.00%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Strong Up n<106+0.8%+0.8%2.150%
Mild Down n<101+0.4%+0.4%0.0100%
Sideways n<106+0.1%-0.2%3.150%
Mild Up n<106-0.9%+0.1%5.050%
Strong Down n<103-3.4%-4.3%2.30%

Reaction by VIX level

BucketNMeanMedianStdWin%
Medium (15-25)16+0.4%+0.7%2.656%
High (>25) n<103-2.4%-4.3%6.633%
Low (<15) n<103-3.1%-3.3%1.20%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Mild Down n<101+11.2%+11.2%0.0100%
Strong Up n<106+11.2%+11.0%14.783%
Mild Up n<106+3.7%+3.3%12.367%
Sideways n<106+0.9%-5.0%18.717%
Strong Down n<103-15.1%-21.1%8.60%
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
Report dateExpected moveActual reactionGapActual / EM
2026-05-078.3%+2.1%+2.6%0.26x
2026-01-2916.3%-2.8%-2.2%0.17x
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
ReportPreDrift20GapReact+5d+20dMFEMAEHV20NVDA / VIXSurprise
2026-05-07
Thursday
1+29.5%+2.6%+2.1%-8.1%-5.2%+13.5%-17.4%57%Strong Up / Medium (15-25)+4%
2026-01-29
Thursday
1+41.6%-2.2%-2.8%+4.6%-1.2%+15.5%-6.9%60%Sideways / Medium (15-25)+4%
2025-10-30
Thursday
+6.5%+0.3%-1.2%-9.1%-10.8%+3.1%-26.0%44%Mild Up / Medium (15-25)+5%
2025-07-31
Thursday
-12.1%-0.9%-0.5%-1.7%+2.4%+5.7%-5.4%43%Strong Up / Medium (15-25)+6%
2025-05-08
Thursday
2-9.3%+2.1%+6.0%+21.0%+29.0%+38.3%+1.6%81%Sideways / Medium (15-25)+20%
2025-01-30
Thursday
+11.2%+1.7%+0.4%+3.8%-7.4%+17.4%-11.8%48%Mild Down / Medium (15-25)+9%
2024-10-31
Thursday
-1.2%+0.4%+1.2%+5.0%+3.0%+10.2%-10.8%54%Mild Up / Medium (15-25)+27%
2024-08-01
Thursday
1-21.1%-3.8%-5.7%+0.7%+7.2%+6.6%-15.5%64%Strong Down / Medium (15-25)+48%
2024-05-09
Thursday
-1.9%-0.4%-3.3%+11.2%+9.8%+15.0%-4.5%49%Sideways / Low (<15)+17%
2024-02-01
Thursday
1+0.5%+1.0%-1.6%+7.1%+13.3%+12.0%-2.3%60%Strong Up / Low (<15)+11%
2023-11-02
Thursday
-15.0%+0.6%+1.1%-4.7%+4.6%+12.3%-3.8%30%Sideways / Medium (15-25)+8%
2023-08-01
Tuesday
1+0.0%-0.5%-4.5%-4.3%-10.6%-0.5%-19.3%69%Mild Up / Low (<15)+6%
2023-05-10
Wednesday
-15.6%+3.6%+1.8%+0.9%+2.6%+9.7%-5.0%45%Mild Up / Medium (15-25)+3%
2023-01-31
Tuesday
1+27.1%+0.6%+4.0%+8.0%+10.3%+20.5%-0.3%57%Strong Up / Medium (15-25)+10%
2022-10-27
Thursday
+7.2%+0.8%+6.4%+0.3%+22.0%+34.2%+0.4%46%Mild Up / High (>25)+19%
2022-07-28
Thursday
+16.1%+0.5%+2.4%+7.7%+3.0%+10.7%-0.9%43%Strong Up / Medium (15-25)+7%
2022-05-09
Monday
-3.0%+1.0%-4.3%+2.5%+8.9%+9.8%-8.5%42%Strong Down / High (>25)+2%
2022-02-01
Tuesday
-21.2%+3.4%-0.2%-0.2%-2.8%+4.5%-13.0%54%Strong Down / Medium (15-25)+6%
2021-10-28
Thursday
+5.8%+0.5%-1.4%-4.3%-7.3%+2.0%-11.3%32%Strong Up / Medium (15-25)+11%
2021-07-29
Thursday
-2.1%-0.8%+1.1%+5.4%+6.3%+10.8%-3.5%41%Sideways / Medium (15-25)+12%
2021-05-05
Wednesday
-8.0%+1.7%-1.6%-8.0%+5.8%+7.0%-12.6%41%Sideways / Medium (15-25)+7%
2021-02-02
Tuesday
+25.4%-1.9%-9.3%+5.0%-8.2%+0.9%-19.8%66%Mild Up / High (>25)+1%
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_ALGM.json.
Automated, data-driven · educational only · not financial advice.