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Earnings Analysis
Why this page exists: APLD 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 APLD 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. | +12.3% | 2 |
| VIX level | Medium (15-25) | +5.0% | 11 |
| Earnings weekday | Monday expl. | -0.6% | 4 |
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
17
Avg reaction
+2.4%
Median reaction
+4.3%
Avg |move|
12.4%
Up rate
59%
Avg drift T-20
-2.4%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 17 | -2.4% | -7.7% | 28.3 | -62.3% / +70.5% | 41% |
| Drift T-5 → report | 17 | -2.5% | -2.9% | 18.0 | -49.1% / +22.8% | 47% |
| Overnight gap | 17 | +2.5% | +1.2% | 9.9 | -14.3% / +26.4% | 53% |
| Reaction day (close→close) | 17 | +2.4% | +4.3% | 15.3 | -35.9% / +31.0% | 59% |
| Follow-through +5d | 17 | +14.9% | +13.0% | 18.6 | -11.8% / +67.4% | 82% |
| Follow-through +20d | 17 | +15.9% | +2.6% | 41.3 | -42.4% / +116.0% | 53% |
| Max favorable excursion (20d) | 17 | +47.2% | +37.2% | 41.3 | +0.9% / +177.8% | 100% |
| Max adverse excursion (20d) | 17 | -16.8% | -19.8% | 14.1 | -38.4% / +13.7% | 6% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Friday n<10 | 1 | +21.1% | +21.1% | 0.0 | 100% |
| Thursday n<10 | 4 | +4.3% | +6.5% | 10.1 | 75% |
| Wednesday n<10 | 5 | +2.2% | -6.9% | 16.1 | 40% |
| Monday n<10 | 4 | -0.6% | +8.5% | 20.9 | 75% |
| Tuesday n<10 | 3 | -1.9% | -2.0% | 4.4 | 33% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 2 | +12.3% | +12.3% | 8.8 | 100% |
| Mild Up n<10 | 3 | +6.4% | +16.1% | 14.0 | 67% |
| Strong Up n<10 | 4 | +5.6% | -0.7% | 15.5 | 50% |
| Sideways n<10 | 5 | +1.6% | +7.3% | 9.6 | 60% |
| Mild Down n<10 | 3 | -11.2% | -2.0% | 17.7 | 33% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 11 | +5.0% | +5.6% | 11.9 | 64% |
| Low (<15) n<10 | 3 | -0.8% | -7.2% | 12.4 | 33% |
| High (>25) n<10 | 3 | -3.8% | +3.6% | 23.9 | 67% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 3 | +23.2% | +8.5% | 34.2 | 67% |
| Strong Up n<10 | 4 | +9.2% | +13.1% | 16.9 | 75% |
| Mild Down n<10 | 3 | -1.8% | -5.5% | 22.1 | 33% |
| Sideways n<10 | 5 | -12.1% | -7.9% | 11.6 | 20% |
| Strong Down n<10 | 2 | -41.0% | -41.0% | 21.4 | 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 |
|---|---|---|---|---|
| 2026-04-08 | 14.0% | -8.0% | -6.3% | 0.57x |
| 2026-01-07 | 15.7% | +8.1% | +7.1% | 0.51x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-08 Wednesday | 3 | +1.4% | -6.3% | -8.0% | +20.5% | +73.0% | +59.2% | -9.8% | 101% | Sideways / Medium (15-25) | +143% |
| 2026-01-07 Wednesday | 3 | -7.9% | +7.1% | +8.1% | +13.0% | -12.8% | +43.0% | -6.6% | 127% | Sideways / Medium (15-25) | +100% |
| 2025-10-09 Thursday | 1 | +70.5% | +26.4% | +16.1% | +7.8% | -8.6% | +37.2% | -0.7% | 79% | Mild Up / Medium (15-25) | +81% |
| 2025-07-30 Wednesday | +2.8% | +25.3% | +31.0% | +12.6% | +27.1% | +68.7% | +13.7% | 75% | Strong Up / Medium (15-25) | +86% | |
| 2025-04-14 Monday | 3 | -26.8% | -14.3% | -35.9% | +17.1% | +63.1% | +6.7% | -38.4% | 113% | Mild Down / High (>25) | +22% |
| 2025-01-14 Tuesday | 3 | -5.5% | -1.4% | -2.0% | +15.2% | -9.7% | +15.9% | -28.3% | 118% | Mild Down / Medium (15-25) | +56% |
| 2024-10-09 Wednesday | 2 | +26.1% | +1.2% | -6.9% | +16.8% | +2.6% | +28.1% | -19.8% | 90% | Strong Up / Medium (15-25) | +42% |
| 2024-08-28 Wednesday | 2 | -9.3% | -2.7% | -13.4% | +40.6% | +116.0% | +93.2% | -31.8% | 87% | Mild Up / Medium (15-25) | -64% |
| 2024-04-11 Thursday | 1 | -33.4% | +5.9% | -11.7% | -11.8% | +23.2% | +13.4% | -23.1% | 94% | Sideways / Low (<15) | -260% |
| 2024-01-16 Tuesday | 2 | -15.7% | -3.1% | -7.2% | -5.8% | -13.3% | +0.9% | -24.3% | 130% | Strong Up / Low (<15) | -600% |
| 2023-10-09 Monday | 1 | -7.7% | +1.7% | +12.6% | +1.4% | -1.0% | +20.9% | -6.9% | 76% | Sideways / Medium (15-25) | +107% |
| 2023-07-24 Monday | 6 | +8.5% | +2.9% | +16.6% | -6.5% | -42.4% | +26.1% | -34.7% | 146% | Mild Up / Low (<15) | +85% |
| 2023-04-06 Thursday | 1 | +23.5% | -0.4% | +5.6% | +33.9% | +28.4% | +51.8% | -6.0% | 78% | Strong Up / Medium (15-25) | +75% |
| 2023-01-09 Monday | 2 | +26.8% | -2.9% | +4.3% | +3.7% | +53.0% | +79.6% | -6.2% | 82% | Mild Down / Medium (15-25) | +27% |
| 2022-10-11 Tuesday | -19.6% | -4.8% | +3.6% | +21.3% | +35.6% | +56.2% | -4.8% | 86% | Strong Down / High (>25) | -- | |
| 2022-08-25 Thursday | -12.7% | +1.6% | +7.3% | +6.3% | -22.8% | +24.0% | -24.5% | 69% | Sideways / Medium (15-25) | +48% | |
| 2022-05-13 Friday | 4 | -62.3% | +5.6% | +21.1% | +67.4% | -40.4% | +177.8% | -33.3% | 147% | Strong Down / High (>25) | +43% |
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_APLD.json.
Automated, data-driven · educational only · not financial advice.