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Earnings Analysis
Why this page exists: ALKT 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, July 29, 2026
Next confirmed ALKT 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 -0.16 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -2.3% | 1 |
| VIX level | Medium (15-25) | -0.6% | 16 |
| Earnings weekday | Wednesday | +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
21
Avg reaction
-0.6%
Median reaction
-2.3%
Avg |move|
5.3%
Up rate
48%
Avg drift T-20
-2.9%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 21 | -2.9% | +0.6% | 13.4 | -24.1% / +30.8% | 52% |
| Drift T-5 → report | 21 | -3.8% | -2.9% | 6.7 | -23.6% / +7.6% | 24% |
| Overnight gap | 21 | -0.4% | -0.8% | 5.6 | -10.0% / +10.1% | 38% |
| Reaction day (close→close) | 21 | -0.6% | -2.3% | 6.3 | -14.8% / +10.2% | 48% |
| Follow-through +5d | 21 | -0.8% | -1.4% | 7.0 | -12.2% / +12.8% | 38% |
| Follow-through +20d | 21 | +2.6% | +4.0% | 13.9 | -21.7% / +37.9% | 57% |
| Max favorable excursion (20d) | 21 | +12.6% | +10.3% | 10.6 | -1.9% / +42.4% | 86% |
| Max adverse excursion (20d) | 21 | -13.4% | -13.8% | 8.6 | -28.7% / +2.4% | 10% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday | 15 | +0.3% | +1.9% | 6.4 | 53% |
| Thursday n<10 | 6 | -2.6% | -2.6% | 5.5 | 33% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 4 | +4.5% | +6.4% | 6.1 | 75% |
| Sideways n<10 | 6 | +2.7% | +2.1% | 3.2 | 83% |
| Strong Down n<10 | 1 | -2.3% | -2.3% | 0.0 | 0% |
| Mild Up n<10 | 3 | -3.4% | -4.5% | 4.0 | 33% |
| Strong Up n<10 | 7 | -4.8% | -3.9% | 6.0 | 14% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 4 | +0.1% | -0.7% | 4.4 | 50% |
| Medium (15-25) | 16 | -0.6% | -0.2% | 6.8 | 50% |
| Low (<15) n<10 | 1 | -3.3% | -3.3% | 0.0 | 0% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 7 | +7.4% | +4.8% | 12.7 | 86% |
| Mild Down n<10 | 4 | -2.2% | +3.5% | 12.8 | 75% |
| Sideways n<10 | 6 | -9.5% | -11.2% | 8.5 | 33% |
| Mild Up n<10 | 3 | -10.6% | -8.8% | 9.0 | 0% |
| Strong Down n<10 | 1 | -15.3% | -15.3% | 0.0 | 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 |
|---|---|---|---|---|
| 2026-04-29 | 15.2% | -3.9% | -6.5% | 0.26x |
| 2026-02-25 | 27.2% | -4.5% | -2.7% | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-29 Wednesday | +4.8% | -6.5% | -3.9% | +6.2% | +11.5% | +13.0% | -8.2% | 50% | Strong Up / Medium (15-25) | -9% | |
| 2026-02-25 Wednesday | 1 | -22.4% | -2.7% | -4.5% | +5.5% | +1.5% | +17.4% | -13.8% | 76% | Mild Up / Medium (15-25) | -37% |
| 2025-10-30 Thursday | -8.8% | -7.4% | -7.7% | -6.0% | +5.1% | -0.4% | -14.9% | 34% | Mild Up / Medium (15-25) | +8% | |
| 2025-07-30 Wednesday | -11.5% | -4.4% | -14.8% | -4.0% | +13.4% | -1.9% | -23.8% | 39% | Strong Up / Medium (15-25) | -10% | |
| 2025-04-30 Wednesday | 1 | +0.6% | +8.7% | -2.3% | +7.4% | +10.0% | +18.6% | -5.3% | 59% | Sideways / Medium (15-25) | -30% |
| 2025-02-27 Thursday | -20.1% | -3.1% | +6.5% | -9.3% | -12.9% | +7.3% | -20.3% | 29% | Sideways / Medium (15-25) | +25% | |
| 2024-10-30 Wednesday | +19.2% | +4.8% | -4.1% | +8.9% | +7.3% | +10.8% | -10.8% | 34% | Strong Up / Medium (15-25) | +45% | |
| 2024-07-31 Wednesday | +8.0% | +5.1% | +3.5% | -5.4% | -3.7% | +10.0% | -9.1% | 33% | Mild Down / Medium (15-25) | +87% | |
| 2024-05-01 Wednesday | +4.5% | +2.5% | +9.4% | -0.5% | +4.0% | +20.0% | +1.5% | 25% | Mild Down / Medium (15-25) | +86% | |
| 2024-02-28 Wednesday | +2.5% | -0.5% | -3.3% | -5.8% | -3.9% | +0.1% | -11.5% | 32% | Strong Up / Low (<15) | +5% | |
| 2023-11-01 Wednesday | +2.6% | +8.0% | +10.2% | +10.2% | +17.4% | +32.0% | +2.4% | 42% | Mild Down / Medium (15-25) | +123% | |
| 2023-08-02 Wednesday | -0.7% | +5.6% | +1.9% | -6.4% | +6.4% | +11.3% | -7.5% | 33% | Mild Up / Medium (15-25) | +43% | |
| 2023-05-03 Wednesday | -9.2% | -0.8% | +1.9% | +12.8% | +37.9% | +42.4% | -0.8% | 39% | Sideways / Medium (15-25) | +33% | |
| 2023-02-23 Thursday | +0.8% | +10.1% | -2.9% | -1.4% | -21.7% | +10.1% | -27.8% | 32% | Strong Up / Medium (15-25) | +19% | |
| 2022-11-03 Thursday | 1 | -17.5% | -6.7% | +0.9% | +1.5% | -4.1% | +9.9% | -19.9% | 54% | Sideways / High (>25) | +15% |
| 2022-08-03 Wednesday | +5.1% | +2.1% | +5.9% | 0.0% | -6.6% | +10.3% | -9.5% | 47% | Strong Up / Medium (15-25) | +18% | |
| 2022-05-05 Thursday | -15.3% | -5.1% | -2.3% | -11.4% | +25.4% | +25.0% | -21.2% | 66% | Strong Down / High (>25) | +22% | |
| 2022-02-23 Wednesday | +2.4% | -10.0% | +6.8% | +2.7% | -7.8% | +15.5% | -15.1% | 52% | Sideways / High (>25) | +20% | |
| 2021-11-04 Thursday | +30.8% | -5.0% | -10.2% | -5.3% | -20.1% | -1.1% | -28.7% | 38% | Strong Up / Medium (15-25) | +11% | |
| 2021-08-04 Wednesday | -13.2% | -2.0% | +2.4% | -3.3% | -7.7% | +7.4% | -16.3% | 44% | Sideways / Medium (15-25) | +11% | |
| 2021-05-12 Wednesday | -24.1% | -0.6% | -5.0% | -12.2% | +4.0% | +7.7% | -20.0% | -- | Mild Down / High (>25) | -965% |
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_ALKT.json.
Automated, data-driven · educational only · not financial advice.