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Why this page exists: ANET 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

Tuesday, August 04, 2026
Next confirmed ANET earnings date (source: exchange calendar).

Current regime & edge read

As of 2026-07-21: NVDA Sideways (-0.7% 20d), SPY Sideways (+0.5%), SOX Strong Down, VIX 17.0 (Medium (15-25)).
EdgeScore +0.04 (Neutral / Mixed)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeSideways expl.+0.4%7
SPY regimeSideways+1.1%23
VIX levelMedium (15-25)+0.8%27
Earnings weekdayTuesday-1.1%10
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
+1.4%
Median reaction
+1.1%
Avg |move|
8.8%
Up rate
57%
Avg drift T-20
+4.5%
Event-window statistics (all cycles)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report46+4.5%+4.5%10.6-15.2% / +33.1%61%
Drift T-5 → report46+1.9%+2.2%6.1-10.2% / +16.4%61%
Overnight gap46+0.4%-0.7%9.5-29.0% / +19.8%48%
Reaction day (close→close)46+1.4%+1.1%10.7-24.2% / +20.4%57%
Follow-through +5d46+0.0%+0.2%5.3-10.6% / +12.5%50%
Follow-through +20d46+3.2%+5.2%10.6-20.9% / +29.2%63%
Max favorable excursion (20d)46+11.0%+11.6%11.9-18.6% / +35.6%80%
Max adverse excursion (20d)46-7.5%-5.9%12.3-33.8% / +18.2%26%
Reaction by regime & calendar

Reaction by report weekday

BucketNMeanMedianStdWin%
Monday12+5.0%+4.8%10.467%
Thursday24+0.6%+1.1%10.758%
Tuesday10-1.1%-5.2%9.840%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Mild Down n<105+6.2%+5.8%7.880%
Strong Down n<103+4.9%+7.0%6.267%
Strong Up16+1.3%-0.4%12.844%
Sideways n<107+0.4%+1.5%9.757%
Mild Up15-0.3%+3.1%9.460%

Reaction by VIX level

BucketNMeanMedianStdWin%
High (>25) n<105+3.5%+5.7%7.660%
Low (<15)14+1.8%+1.4%12.250%
Medium (15-25)27+0.8%+0.8%10.359%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Strong Up16+12.3%+11.4%11.575%
Mild Up15+2.4%+4.3%6.567%
Sideways n<107+0.8%-0.8%6.343%
Mild Down n<105+0.2%+3.2%5.160%
Strong Down n<103-11.5%-12.7%3.70%
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
Report dateExpected moveActual reactionGapActual / EM
2026-05-059.9%-13.6%-10.1%1.37x
2026-02-1210.9%+4.8%+7.9%0.44x
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
ReportStock reactIV crushLong ATM CallLong ATM PutLong StraddleShort StraddleLong StrangleShort Strangle
2026-05-05
exp 2026-05-08 · ATM 170
-13.6%128.0% → 101.0% (-27 pts)-98.6%+196.6%+50.4%-50.4%+57.0%-57.0%
2026-02-12
exp 2026-02-20 · ATM 135
+4.8%100.0% → 53.0% (-47 pts)-5.9%-77.0%-39.5%+39.5%-42.2%+42.2%
How this is priced: entry legs come from our own stored option-chain snapshot on the report day (nightly quotes are frozen at the close, i.e. BEFORE the after-market announcement); exit legs from the reaction-day close snapshot. Front expiry after the reaction day, ATM = strike nearest the pre-report close, strangle = one strike out per side. Marks, not fills — spreads/slippage would reduce long-side returns. One row per earnings cycle inside our chain coverage (grows every quarter automatically).
Every earnings cycle
ReportPreDrift20GapReact+5d+20dMFEMAEHV20NVDA / VIXSurprise
2026-05-05
Tuesday
+27.4%-10.1%-13.6%-3.1%+18.6%+4.3%-20.6%43%Strong Up / Medium (15-25)+8%
2026-02-12
Thursday
+8.0%+7.9%+4.8%-6.2%-5.7%+10.1%-9.4%59%Sideways / Medium (15-25)+8%
2025-11-04
Tuesday
+5.7%-7.1%-8.6%-3.9%-9.0%-3.6%-25.4%49%Mild Up / Medium (15-25)+5%
2025-08-05
Tuesday
+14.2%+13.3%+17.5%+1.8%-1.0%+20.2%+8.0%31%Strong Up / Medium (15-25)+12%
2025-05-06
Tuesday
+33.1%-5.4%-4.8%+12.5%+9.8%+9.6%-8.8%53%Strong Up / Medium (15-25)+10%
2025-02-18
Tuesday
1-7.4%-5.9%-6.4%-10.6%-19.2%-4.7%-31.6%104%Sideways / Medium (15-25)+14%
2024-11-07
Thursday
+5.2%-5.7%-7.1%-3.6%+8.1%+2.8%-14.5%35%Strong Up / Medium (15-25)+15%
2024-07-30
Tuesday
-12.7%+8.5%+11.3%-6.6%-0.3%+16.9%-6.2%39%Strong Down / Medium (15-25)+8%
2024-05-07
Tuesday
-7.0%+3.3%+6.5%+7.5%+2.0%+20.1%+0.8%48%Mild Up / Low (<15)+14%
2024-02-12
Monday
+11.4%-8.2%-5.5%-2.2%+6.2%+3.7%-9.9%34%Strong Up / Low (<15)+22%
2023-10-30
Monday
-6.4%+10.6%+14.0%+6.2%+8.4%+26.0%+6.8%44%Mild Down / Medium (15-25)+16%
2023-07-31
Monday
-4.3%+14.4%+19.7%-3.4%-2.0%+25.0%+9.8%40%Strong Up / Low (<15)+10%
2023-05-01
Monday
-4.6%-9.3%-15.7%+2.3%+29.2%+11.4%-17.8%24%Mild Up / Medium (15-25)+6%
2023-02-13
Monday
+18.3%-1.1%+4.0%-4.9%+8.3%+12.7%-4.3%33%Strong Up / Medium (15-25)+16%
2022-10-31
Monday
+4.3%-0.4%+5.7%+2.2%+4.7%+13.7%-2.3%55%Mild Up / High (>25)+19%
2022-08-01
Monday
+25.9%+4.5%-0.4%+6.5%+3.8%+13.0%-0.7%38%Strong Up / Medium (15-25)+17%
2022-05-02
Monday
-15.2%-4.5%-3.6%-10.1%-10.3%+0.2%-17.8%47%Strong Down / High (>25)+4%
2022-02-14
Monday
-5.3%+8.2%+5.8%-6.2%-6.8%+9.0%-11.9%39%Mild Down / High (>25)+12%
2021-11-01
Monday
+18.9%+19.8%+20.4%+7.0%+0.9%+31.3%+18.2%26%Strong Up / Medium (15-25)+9%
2021-08-02
Monday
+3.2%-3.4%+0.5%-1.0%-1.9%+1.8%-5.1%19%Mild Down / Medium (15-25)+7%
2021-05-04
Tuesday
-0.8%+3.6%+3.7%+3.2%+5.5%+11.8%+1.2%20%Mild Up / Medium (15-25)+5%
2021-02-18
Thursday
-1.8%+5.2%+0.7%-9.9%-8.7%+5.8%-15.1%17%Strong Up / Medium (15-25)+4%
2020-11-02
Monday
+4.9%+12.5%+15.4%+4.9%+9.4%+29.7%+10.7%33%Mild Down / High (>25)+9%
2020-08-04
Tuesday
+25.2%-6.1%-10.9%-6.4%-4.7%-6.0%-19.7%28%Strong Up / Medium (15-25)+8%
2020-05-05
Tuesday
+6.2%-6.3%-5.6%+6.3%+11.2%+7.1%-8.7%47%Mild Up / High (>25)+11%
2020-02-13
Thursday
+11.3%-8.5%-6.0%-0.0%-20.9%-3.7%-33.8%27%Strong Up / Low (<15)+9%
2019-10-31
Thursday
+9.0%-29.0%-24.2%+4.9%+5.3%-18.6%-29.1%26%Strong Up / Low (<15)+12%
2019-08-01
Thursday
+1.2%-6.4%-10.3%-3.9%-6.8%-6.3%-21.4%26%Sideways / Medium (15-25)+11%
2019-05-02
Thursday
-3.4%-15.8%-10.4%-3.9%-12.2%-10.4%-21.9%20%Sideways / Low (<15)+12%
2019-02-14
Thursday
+8.8%+7.9%+9.6%+4.2%+12.4%+24.4%+5.8%42%Mild Up / Medium (15-25)+9%
2018-11-01
Thursday
-6.5%+8.3%+7.0%-2.2%-7.5%+11.8%-12.6%53%Strong Down / Medium (15-25)+14%
2018-08-02
Thursday
+5.4%-0.9%-5.3%+4.6%+15.7%+15.3%-5.6%38%Mild Up / Low (<15)+14%
2018-05-03
Thursday
+1.9%-8.9%-8.5%+6.4%+6.6%-1.8%-12.2%47%Mild Up / Medium (15-25)+10%
2018-02-15
Thursday
+16.1%-16.2%-19.0%-1.4%+17.7%-2.2%-23.4%40%Mild Up / Medium (15-25)+20%
2017-11-02
Thursday
-4.8%+11.4%+11.2%+6.0%+13.5%+35.6%+6.4%34%Strong Up / Low (<15)+36%
2017-08-03
Thursday
-0.9%+16.4%+19.4%-4.3%+2.4%+24.8%+11.7%25%Strong Up / Low (<15)+41%
2017-05-04
Thursday
+4.6%-0.9%+3.2%+0.9%+5.2%+8.8%-3.6%13%Mild Up / Low (<15)+8%
2017-02-16
Thursday
+11.7%+10.8%+18.9%+1.3%+7.6%+28.7%+10.1%12%Sideways / Low (<15)+27%
2016-11-03
Thursday
-4.0%-1.4%+1.5%+3.1%+11.8%+18.0%-3.7%21%Sideways / Medium (15-25)+14%
2016-08-04
Thursday
+9.1%-4.5%-0.3%+5.2%+11.0%+11.8%-4.5%22%Strong Up / Low (<15)+9%
2016-05-05
Thursday
-0.8%+2.9%+5.1%-0.4%+12.3%+18.5%-2.5%34%Sideways / Medium (15-25)+13%
2016-02-18
Thursday
-8.2%+6.6%+11.8%+4.1%-10.0%+20.4%-5.4%61%Mild Up / Medium (15-25)+31%
2015-11-05
Thursday
-7.2%+5.0%+13.7%-6.5%+5.3%+22.6%+4.4%32%Mild Up / Medium (15-25)+11%
2015-08-06
Thursday
+4.2%+1.3%+3.1%-3.2%-12.0%+7.4%-22.3%34%Mild Up / Low (<15)+16%
2015-05-14
Thursday
+4.9%-3.7%-5.1%+3.8%+24.1%+18.6%-7.0%26%Mild Down / Low (<15)+33%
2015-02-19
Thursday
+5.8%+6.2%+0.8%+0.4%+6.9%+9.6%-2.6%46%Mild Up / Medium (15-25)+38%
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_ANET.json.
Automated, data-driven · educational only · not financial advice.