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Earnings Analysis
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)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -3.4% | 3 |
| SPY regime | Strong Down expl. | -4.3% | 1 |
| VIX level | Medium (15-25) | +0.4% | 16 |
| Earnings weekday | Thursday | +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)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 22 | +2.8% | -0.6% | 16.5 | -21.2% / +41.6% | 50% |
| Drift T-5 → report | 22 | +1.8% | +0.1% | 6.9 | -8.7% / +14.4% | 50% |
| Overnight gap | 22 | +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 +5d | 22 | +1.9% | +1.7% | 6.9 | -9.1% / +21.0% | 64% |
| Follow-through +20d | 22 | +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
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday | 15 | +0.3% | +0.4% | 3.1 | 53% |
| Wednesday n<10 | 2 | +0.1% | +0.1% | 1.7 | 50% |
| Tuesday n<10 | 4 | -2.5% | -2.3% | 4.9 | 25% |
| Monday n<10 | 1 | -4.3% | -4.3% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 6 | +0.8% | +0.8% | 2.1 | 50% |
| Mild Down n<10 | 1 | +0.4% | +0.4% | 0.0 | 100% |
| Sideways n<10 | 6 | +0.1% | -0.2% | 3.1 | 50% |
| Mild Up n<10 | 6 | -0.9% | +0.1% | 5.0 | 50% |
| Strong Down n<10 | 3 | -3.4% | -4.3% | 2.3 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 16 | +0.4% | +0.7% | 2.6 | 56% |
| High (>25) n<10 | 3 | -2.4% | -4.3% | 6.6 | 33% |
| Low (<15) n<10 | 3 | -3.1% | -3.3% | 1.2 | 0% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 1 | +11.2% | +11.2% | 0.0 | 100% |
| Strong Up n<10 | 6 | +11.2% | +11.0% | 14.7 | 83% |
| Mild Up n<10 | 6 | +3.7% | +3.3% | 12.3 | 67% |
| Sideways n<10 | 6 | +0.9% | -5.0% | 18.7 | 17% |
| Strong Down n<10 | 3 | -15.1% | -21.1% | 8.6 | 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 |
|---|---|---|---|---|
| 2026-05-07 | 8.3% | +2.1% | +2.6% | 0.26x |
| 2026-01-29 | 16.3% | -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
| Report | Pre | Drift20 | Gap | React | +5d | +20d | MFE | MAE | HV20 | NVDA / VIX | Surprise |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.