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Earnings Analysis
Why this page exists: ARW 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, August 06, 2026
Next confirmed ARW 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 +0.31 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +0.3% | 5 |
| VIX level | Medium (15-25) | +0.7% | 28 |
| Earnings weekday | Thursday | +0.8% | 40 |
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
+0.8%
Median reaction
+0.7%
Avg |move|
2.0%
Up rate
61%
Avg drift T-20
+2.0%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +2.0% | +0.2% | 8.8 | -12.1% / +26.5% | 50% |
| Drift T-5 → report | 46 | +0.1% | +1.0% | 6.3 | -11.4% / +17.3% | 52% |
| Overnight gap | 46 | +0.1% | +0.3% | 1.2 | -3.4% / +2.9% | 61% |
| Reaction day (close→close) | 46 | +0.8% | +0.7% | 2.7 | -2.8% / +12.4% | 61% |
| Follow-through +5d | 46 | +0.8% | +0.5% | 3.4 | -7.0% / +9.9% | 59% |
| Follow-through +20d | 46 | +1.4% | +1.6% | 7.4 | -17.7% / +19.4% | 61% |
| Max favorable excursion (20d) | 46 | +7.3% | +6.8% | 5.1 | -1.4% / +22.9% | 98% |
| Max adverse excursion (20d) | 46 | -4.5% | -2.7% | 5.0 | -19.2% / +1.0% | 15% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday n<10 | 5 | +1.9% | +1.9% | 1.2 | 100% |
| Thursday | 40 | +0.8% | +0.6% | 2.8 | 58% |
| Wednesday n<10 | 1 | -1.9% | -1.9% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 3 | +3.5% | +0.5% | 6.4 | 67% |
| Sideways | 12 | +1.3% | +1.3% | 1.4 | 92% |
| Mild Up | 12 | +0.4% | +0.7% | 1.9 | 58% |
| Strong Down n<10 | 5 | +0.3% | -1.1% | 3.0 | 40% |
| Strong Up | 14 | +0.3% | -0.3% | 2.0 | 43% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 13 | +1.0% | +1.7% | 2.0 | 62% |
| High (>25) n<10 | 5 | +0.8% | +0.5% | 1.2 | 80% |
| Medium (15-25) | 28 | +0.7% | +0.5% | 3.1 | 57% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 3 | +7.1% | -1.9% | 13.7 | 33% |
| Strong Up | 14 | +5.9% | +4.2% | 10.4 | 71% |
| Strong Down n<10 | 5 | +3.9% | +7.8% | 6.7 | 60% |
| Mild Up | 12 | -0.9% | -1.9% | 6.3 | 42% |
| Sideways | 12 | -1.6% | -0.6% | 4.5 | 33% |
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 | 6.4% | +2.7% | +1.1% | 0.42x |
| 2026-02-05 | 9.4% | +12.4% | +2.9% | 1.32x |
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 | +20.6% | +1.1% | +2.7% | +9.9% | +12.4% | +22.9% | +0.9% | 41% | Strong Up / Medium (15-25) | +83% |
| 2026-02-05 Thursday | +26.5% | +2.9% | +12.4% | -1.9% | -12.8% | +15.2% | -2.5% | 33% | Mild Down / Medium (15-25) | +23% | |
| 2025-10-30 Thursday | -7.5% | -3.1% | -1.5% | -0.3% | -3.2% | +1.0% | -10.1% | 33% | Mild Up / Medium (15-25) | +5% | |
| 2025-07-31 Thursday | 1 | -12.1% | -1.6% | -1.2% | +3.4% | +10.6% | +12.4% | -2.2% | 41% | Strong Up / Medium (15-25) | +19% |
| 2025-05-01 Thursday | +7.5% | +1.4% | +1.8% | +2.8% | +2.8% | +9.3% | +1.0% | 56% | Sideways / Medium (15-25) | +26% | |
| 2025-02-06 Thursday | -3.3% | -0.2% | -2.5% | +1.2% | +2.2% | +3.6% | -5.8% | 25% | Mild Down / Medium (15-25) | +11% | |
| 2024-10-31 Thursday | 1 | -8.2% | -0.4% | +2.0% | +0.3% | -0.7% | +5.2% | -5.1% | 50% | Mild Up / Medium (15-25) | +7% |
| 2024-08-01 Thursday | +7.8% | -2.3% | -2.5% | +1.4% | +7.4% | +6.2% | -6.6% | 29% | Strong Down / Medium (15-25) | +29% | |
| 2024-05-02 Thursday | -3.3% | +0.5% | +1.8% | +0.6% | +5.1% | +9.5% | -1.2% | 20% | Sideways / Low (<15) | +2% | |
| 2024-02-08 Thursday | -1.9% | -3.4% | -1.8% | +2.2% | +7.8% | +7.2% | -4.3% | 20% | Strong Up / Low (<15) | +7% | |
| 2023-11-02 Thursday | -0.1% | -0.8% | +0.8% | -3.3% | -1.1% | +6.7% | -2.6% | 27% | Sideways / Medium (15-25) | +18% | |
| 2023-08-03 Thursday | -10.1% | -0.9% | -1.4% | +0.2% | +5.9% | +5.9% | -2.6% | 38% | Mild Up / Medium (15-25) | +1% | |
| 2023-05-04 Thursday | -0.4% | +1.4% | +0.4% | -0.8% | +7.7% | +8.8% | -2.3% | 24% | Sideways / Medium (15-25) | +2% | |
| 2023-02-02 Thursday | 1 | +23.8% | +0.5% | -0.0% | -3.1% | -9.3% | +1.5% | -12.3% | 37% | Strong Up / Medium (15-25) | +0% |
| 2022-11-03 Thursday | +3.8% | +1.3% | +3.0% | +4.6% | +2.4% | +11.2% | +0.3% | 31% | Sideways / High (>25) | +1% | |
| 2022-08-04 Thursday | +7.6% | -1.9% | -2.8% | -3.7% | -10.8% | -1.4% | -14.2% | 32% | Strong Up / Medium (15-25) | +2% | |
| 2022-05-05 Thursday | +10.7% | +2.0% | +0.4% | -2.2% | -2.4% | +2.8% | -9.5% | 30% | Strong Down / High (>25) | +19% | |
| 2022-02-03 Thursday | -4.9% | +0.2% | -1.1% | +0.4% | -5.7% | +2.6% | -9.2% | 29% | Strong Down / Medium (15-25) | +21% | |
| 2021-11-04 Thursday | +1.4% | +1.2% | +2.7% | +1.1% | -0.0% | +9.3% | +0.2% | 26% | Strong Up / Medium (15-25) | +13% | |
| 2021-08-05 Thursday | +6.2% | +1.3% | +0.6% | -0.6% | +0.3% | +4.9% | -2.3% | 22% | Mild Up / Medium (15-25) | +13% | |
| 2021-05-06 Thursday | -0.7% | +0.6% | +2.8% | -1.0% | +3.9% | +9.2% | -1.3% | 18% | Sideways / Medium (15-25) | +23% | |
| 2021-02-04 Thursday | -2.4% | +1.0% | -0.5% | +3.7% | +1.0% | +7.0% | -4.5% | 23% | Mild Up / Medium (15-25) | +19% | |
| 2020-10-29 Thursday | -1.9% | -0.1% | +0.5% | +7.9% | +19.4% | +21.8% | -0.5% | 26% | Mild Down / High (>25) | +25% | |
| 2020-07-30 Thursday | +5.7% | +0.0% | +2.8% | +4.2% | +6.8% | +11.3% | -1.3% | 25% | Strong Up / Medium (15-25) | +10% | |
| 2020-04-30 Thursday | +25.4% | -1.8% | -0.8% | -0.4% | +10.7% | +14.6% | -7.6% | 58% | Strong Up / High (>25) | -15% | |
| 2020-02-06 Thursday | -5.7% | -1.0% | -2.7% | +2.5% | -12.4% | +1.3% | -19.2% | 21% | Mild Up / Medium (15-25) | +1% | |
| 2019-10-31 Thursday | +8.8% | +0.5% | +2.3% | +0.9% | -1.8% | +5.2% | -1.2% | 17% | Strong Up / Low (<15) | +12% | |
| 2019-08-01 Thursday | +1.1% | -1.0% | -2.1% | -0.9% | -1.7% | +0.1% | -8.7% | 25% | Sideways / Medium (15-25) | +2% | |
| 2019-05-02 Thursday | -5.8% | -0.1% | +1.3% | -7.0% | -17.7% | +1.4% | -17.1% | 42% | Sideways / Low (<15) | -3% | |
| 2019-02-07 Thursday | +11.0% | -0.4% | +0.7% | +2.0% | -2.6% | +5.5% | -3.4% | 18% | Mild Up / Medium (15-25) | +1% | |
| 2018-11-01 Thursday | -3.5% | +0.3% | +6.1% | -0.6% | +2.6% | +9.6% | +0.3% | 34% | Strong Down / Medium (15-25) | +1% | |
| 2018-08-02 Thursday | +1.2% | +0.7% | -1.2% | +1.9% | +1.7% | +3.8% | -3.0% | 20% | Mild Up / Low (<15) | +2% | |
| 2018-05-03 Thursday | -3.2% | -0.4% | +0.9% | +3.0% | +1.4% | +4.8% | -1.0% | 26% | Mild Up / Medium (15-25) | +3% | |
| 2018-02-06 Tuesday | -6.2% | +0.1% | +1.2% | -1.5% | +2.4% | +6.3% | -6.1% | 20% | Sideways / High (>25) | +9% | |
| 2017-11-02 Thursday | -4.0% | +0.6% | -1.2% | +0.5% | +1.3% | +3.1% | -2.9% | 16% | Strong Up / Low (<15) | +0% | |
| 2017-08-03 Thursday | +3.6% | +0.6% | -0.7% | -5.5% | -0.5% | +0.6% | -8.2% | 14% | Strong Up / Low (<15) | +0% | |
| 2017-05-04 Thursday | +6.1% | +1.0% | +1.7% | +0.2% | -0.1% | +4.0% | -3.3% | 23% | Mild Up / Low (<15) | +2% | |
| 2017-02-07 Tuesday | -2.5% | +0.0% | +2.5% | -0.1% | +1.3% | +7.6% | -0.4% | 25% | Strong Up / Low (<15) | -0% | |
| 2016-11-03 Thursday | -8.3% | -0.7% | +1.3% | +4.6% | +13.5% | +16.5% | -1.2% | 15% | Sideways / Medium (15-25) | +3% | |
| 2016-08-02 Tuesday | +4.8% | +0.6% | +1.9% | +3.1% | +3.2% | +7.2% | +0.2% | 26% | Strong Up / Low (<15) | +1% | |
| 2016-05-03 Tuesday | -6.9% | +0.3% | +0.1% | +3.0% | +10.1% | +10.6% | -0.9% | 25% | Sideways / Medium (15-25) | +2% | |
| 2016-02-04 Thursday | +9.2% | +0.5% | -1.2% | -5.1% | +9.4% | +8.8% | -6.9% | 44% | Strong Down / Medium (15-25) | +7% | |
| 2015-10-28 Wednesday | +1.3% | -1.1% | -1.9% | +8.0% | +2.4% | +7.2% | -2.9% | 24% | Strong Up / Low (<15) | -4% | |
| 2015-07-28 Tuesday | +0.5% | +1.0% | +3.7% | -1.9% | -13.1% | +5.6% | -15.6% | 31% | Sideways / Low (<15) | +3% | |
| 2015-04-30 Thursday | -1.4% | +1.1% | +4.6% | -2.4% | -2.7% | +7.3% | +0.8% | 25% | Mild Up / Low (<15) | +1% | |
| 2015-02-05 Thursday | +3.8% | +0.3% | +1.8% | +4.5% | +5.2% | +10.6% | -0.1% | 23% | Mild Up / Medium (15-25) | +3% |
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_ARW.json.
Automated, data-driven · educational only · not financial advice.