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Earnings Analysis
Why this page exists: ARM 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 ARM 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 -0.14 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -3.3% | 1 |
| VIX level | Medium (15-25) expl. | -2.4% | 9 |
| Earnings weekday | Wednesday expl. | +1.4% | 8 |
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
11
Avg reaction
+2.2%
Median reaction
-2.1%
Avg |move|
10.3%
Up rate
36%
Avg drift T-20
+7.2%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 11 | +7.2% | +0.9% | 19.8 | -15.3% / +45.2% | 55% |
| Drift T-5 → report | 11 | +3.6% | +5.1% | 7.8 | -8.6% / +17.4% | 64% |
| Overnight gap | 11 | +0.0% | -1.3% | 9.3 | -10.7% / +22.6% | 36% |
| Reaction day (close→close) | 11 | +2.2% | -2.1% | 16.4 | -15.7% / +47.9% | 36% |
| Follow-through +5d | 11 | +0.3% | -3.7% | 9.8 | -12.4% / +14.5% | 45% |
| Follow-through +20d | 11 | +12.3% | +8.8% | 25.9 | -29.6% / +73.5% | 64% |
| Max favorable excursion (20d) | 11 | +28.0% | +11.6% | 40.5 | -8.8% / +113.0% | 64% |
| Max adverse excursion (20d) | 11 | -11.8% | -7.9% | 15.0 | -33.0% / +22.1% | 9% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday n<10 | 1 | +13.6% | +13.6% | 0.0 | 100% |
| Wednesday n<10 | 8 | +1.4% | -2.8% | 18.7 | 25% |
| Thursday n<10 | 2 | -0.4% | -0.4% | 1.7 | 50% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 5 | +8.0% | -2.1% | 21.8 | 40% |
| Sideways n<10 | 1 | +1.3% | +1.3% | 0.0 | 100% |
| Mild Up n<10 | 2 | -1.8% | -1.8% | 0.6 | 0% |
| Strong Down n<10 | 1 | -3.3% | -3.3% | 0.0 | 0% |
| Mild Down n<10 | 2 | -5.0% | -5.0% | 10.7 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) n<10 | 2 | +22.8% | +22.8% | 25.1 | 50% |
| Medium (15-25) n<10 | 9 | -2.4% | -2.1% | 8.5 | 33% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 5 | +20.5% | +7.1% | 20.1 | 100% |
| Strong Down n<10 | 1 | +17.5% | +17.5% | 0.0 | 100% |
| Sideways n<10 | 1 | -0.5% | -0.5% | 0.0 | 0% |
| Mild Up n<10 | 2 | -9.6% | -9.6% | 5.7 | 0% |
| Mild Down n<10 | 2 | -10.5% | -10.5% | 1.3 | 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 |
|---|---|---|---|---|
| 2026-05-05 | 11.8% | +13.6% | +11.1% | 1.16x |
| 2026-02-04 | 10.0% | +5.7% | -0.4% | 0.57x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-05 Tuesday | 2 | +45.2% | +11.1% | +13.6% | -12.4% | +73.5% | +104.9% | -3.8% | 82% | Strong Up / Medium (15-25) | +4% |
| 2026-02-04 Wednesday | -9.2% | -0.4% | +5.7% | +13.0% | +8.8% | +28.0% | -4.7% | 40% | Mild Down / Medium (15-25) | +5% | |
| 2025-11-05 Wednesday | 1 | -4.0% | +4.2% | -1.2% | -6.0% | -11.2% | +4.5% | -21.9% | 64% | Mild Up / Medium (15-25) | +18% |
| 2025-07-30 Wednesday | +4.5% | -9.2% | -13.4% | -3.7% | -0.5% | -8.8% | -22.2% | 34% | Strong Up / Medium (15-25) | -0% | |
| 2025-05-07 Wednesday | 1 | +44.7% | -4.0% | -6.2% | +14.5% | +11.2% | +11.6% | -7.9% | 87% | Strong Up / Medium (15-25) | +5% |
| 2025-02-05 Wednesday | 2 | +17.5% | -6.5% | -3.3% | -7.2% | -29.6% | -1.5% | -32.0% | 84% | Strong Down / Medium (15-25) | +14% |
| 2024-11-07 Thursday | +0.9% | -1.3% | -2.1% | -7.5% | -4.5% | -1.0% | -16.1% | 63% | Strong Up / Medium (15-25) | +17% | |
| 2024-07-31 Wednesday | -11.8% | -10.7% | -15.7% | -11.9% | +3.1% | -4.2% | -33.0% | 81% | Mild Down / Medium (15-25) | +15% | |
| 2024-05-08 Wednesday | 2 | -15.3% | -6.4% | -2.3% | +9.7% | +32.4% | +30.5% | -7.8% | 96% | Mild Up / Low (<15) | +18% |
| 2024-02-07 Wednesday | +7.1% | +22.6% | +47.9% | +11.0% | +23.7% | +113.0% | +22.1% | 44% | Strong Up / Low (<15) | +16% | |
| 2023-11-09 Thursday | -0.5% | +0.8% | +1.3% | +3.8% | +28.6% | +30.8% | -2.0% | 52% | Sideways / Medium (15-25) | +35% |
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_ARM.json.
Automated, data-driven · educational only · not financial advice.