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Earnings Analysis
Why this page exists: ASUR 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, July 30, 2026
Next confirmed ASUR 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 +0.46 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +1.6% | 8 |
| SPY regime | Strong Down expl. | +10.9% | 2 |
| VIX level | Medium (15-25) | +0.6% | 24 |
| Earnings weekday | Thursday | +0.6% | 18 |
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
+0.1%
Median reaction
-0.1%
Avg |move|
7.5%
Up rate
46%
Avg drift T-20
+1.1%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +1.1% | +0.2% | 15.2 | -39.7% / +46.9% | 52% |
| Drift T-5 → report | 46 | -0.1% | -0.3% | 10.4 | -30.6% / +34.6% | 46% |
| Overnight gap | 46 | -0.0% | +0.2% | 6.8 | -19.4% / +18.9% | 57% |
| Reaction day (close→close) | 46 | +0.1% | -0.1% | 9.9 | -26.7% / +23.1% | 46% |
| Follow-through +5d | 46 | -1.1% | -1.1% | 7.5 | -16.3% / +22.8% | 39% |
| Follow-through +20d | 46 | -1.7% | -3.4% | 10.1 | -19.0% / +23.3% | 41% |
| Max favorable excursion (20d) | 46 | +10.2% | +8.7% | 10.9 | -9.7% / +41.0% | 83% |
| Max adverse excursion (20d) | 46 | -11.3% | -11.3% | 8.6 | -33.2% / +10.1% | 4% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday n<10 | 6 | +3.4% | +0.8% | 5.4 | 50% |
| Thursday | 18 | +0.6% | +2.5% | 12.3 | 56% |
| Monday | 21 | -0.9% | -0.7% | 8.3 | 38% |
| Friday n<10 | 1 | -8.1% | -8.1% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 8 | +1.6% | -1.5% | 10.9 | 38% |
| Mild Up | 11 | +1.4% | +4.8% | 9.7 | 55% |
| Mild Down n<10 | 7 | -0.5% | +1.6% | 12.4 | 57% |
| Strong Up | 15 | -0.7% | -0.8% | 8.8 | 40% |
| Sideways n<10 | 5 | -1.9% | -0.3% | 6.5 | 40% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 5 | +5.0% | -1.1% | 9.9 | 40% |
| Medium (15-25) | 24 | +0.6% | +2.1% | 10.7 | 54% |
| Low (<15) | 17 | -2.0% | -0.7% | 7.9 | 35% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 15 | +12.0% | +8.5% | 13.7 | 87% |
| Mild Up | 11 | -0.0% | -0.5% | 8.7 | 45% |
| Sideways n<10 | 5 | -0.7% | +0.2% | 9.2 | 60% |
| Strong Down n<10 | 8 | -8.5% | -7.3% | 19.3 | 38% |
| Mild Down n<10 | 7 | -8.6% | -5.0% | 6.8 | 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 |
|---|---|---|---|---|
| 2026-04-30 | 11.2% | +1.6% | +1.0% | 0.14x |
| 2026-02-26 | 36.9% | +17.8% | +6.8% | 0.48x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-30 Thursday | +8.5% | +1.0% | +1.6% | -0.1% | +0.7% | +4.6% | -11.5% | 28% | Strong Up / Medium (15-25) | -1% | |
| 2026-02-26 Thursday | 1 | -20.9% | +6.8% | +17.8% | +2.3% | -13.0% | +24.6% | +0.9% | 74% | Mild Down / Medium (15-25) | +22% |
| 2025-10-30 Thursday | -0.5% | +1.0% | +9.0% | -7.8% | -9.6% | +9.7% | -6.0% | 25% | Mild Up / Medium (15-25) | -30% | |
| 2025-07-31 Thursday | -10.3% | -2.9% | -13.7% | -1.3% | +0.4% | -2.9% | -20.6% | 37% | Strong Up / Medium (15-25) | -42% | |
| 2025-05-01 Thursday | +0.2% | -3.2% | +3.4% | -0.1% | -4.4% | +6.9% | -6.4% | 51% | Sideways / Medium (15-25) | +4% | |
| 2025-03-06 Thursday | -17.9% | -5.9% | +12.9% | -16.3% | -16.4% | +15.5% | -8.2% | 32% | Strong Down / Medium (15-25) | -13% | |
| 2024-10-31 Thursday | +16.0% | -19.4% | -14.2% | +7.6% | +15.0% | +1.2% | -24.3% | 24% | Mild Up / Medium (15-25) | -26% | |
| 2024-08-01 Thursday | +23.6% | -10.0% | -9.9% | -8.8% | -4.0% | -6.8% | -20.4% | 26% | Strong Down / Medium (15-25) | -28% | |
| 2024-05-02 Thursday | +5.7% | -5.2% | -11.6% | +7.2% | +7.5% | -1.5% | -13.4% | 40% | Sideways / Low (<15) | +8% | |
| 2024-02-26 Monday | +17.9% | -10.2% | -12.2% | +4.4% | -10.2% | -2.5% | -22.6% | 30% | Strong Up / Low (<15) | +17% | |
| 2023-11-13 Monday | -3.7% | -14.0% | -20.2% | +13.5% | +11.3% | -1.6% | -26.3% | 31% | Mild Up / Low (<15) | +334% | |
| 2023-08-07 Monday | +7.6% | +9.5% | +10.9% | -6.5% | -19.0% | +15.9% | -15.0% | 41% | Mild Up / Medium (15-25) | +2148% | |
| 2023-05-08 Monday | 1 | -11.6% | +7.7% | +8.0% | -13.2% | -12.8% | +17.9% | -15.0% | 58% | Mild Up / Medium (15-25) | +45% |
| 2023-02-27 Monday | +12.6% | +18.9% | +18.6% | +6.7% | +9.2% | +31.7% | +10.1% | 32% | Strong Up / Medium (15-25) | +5005% | |
| 2022-11-07 Monday | +31.4% | +6.0% | -0.3% | +1.5% | +22.9% | +41.0% | -1.1% | 35% | Strong Up / Medium (15-25) | +71% | |
| 2022-08-08 Monday | -5.8% | -3.3% | +2.7% | -0.2% | -2.4% | +14.7% | -3.5% | 30% | Strong Up / Medium (15-25) | +43% | |
| 2022-05-09 Monday | -6.9% | -1.6% | -1.1% | -1.0% | -1.5% | +2.5% | -4.8% | 46% | Strong Down / High (>25) | +94% | |
| 2022-03-14 Monday | -7.8% | +0.3% | -1.8% | -4.4% | -4.8% | +6.1% | -16.2% | 29% | Strong Down / High (>25) | +157% | |
| 2021-11-08 Monday | +7.8% | +2.3% | -1.9% | -7.6% | -10.5% | +2.3% | -16.7% | 19% | Strong Up / Medium (15-25) | +54% | |
| 2021-08-09 Monday | +11.5% | +0.1% | -0.3% | -0.7% | -6.2% | +5.0% | -7.4% | 28% | Sideways / Medium (15-25) | +100% | |
| 2021-05-10 Monday | -0.4% | +0.8% | +4.4% | -1.5% | +1.1% | +14.9% | 0.0% | 29% | Mild Down / Medium (15-25) | +71% | |
| 2021-03-11 Thursday | +4.8% | -1.1% | -8.4% | -5.1% | -4.6% | +0.6% | -16.0% | 45% | Strong Down / Medium (15-25) | +100% | |
| 2020-11-09 Monday | -12.1% | -7.5% | -3.5% | +2.9% | +9.8% | +17.8% | -9.6% | 50% | Mild Down / High (>25) | -288% | |
| 2020-08-10 Monday | +22.0% | +2.2% | -10.9% | +1.3% | +2.1% | +3.0% | -16.7% | 43% | Strong Up / Medium (15-25) | +182% | |
| 2020-05-07 Thursday | +6.2% | +4.9% | +8.4% | -3.1% | +6.5% | +33.5% | -3.0% | 63% | Strong Up / High (>25) | +28% | |
| 2020-03-12 Thursday | 2 | -39.7% | -0.2% | +23.1% | -10.9% | -8.5% | +24.9% | -20.1% | 70% | Strong Down / High (>25) | -386% |
| 2019-11-11 Monday | +6.5% | -11.3% | -6.6% | +0.1% | -5.0% | -4.1% | -14.2% | 23% | Strong Up / Low (<15) | +26% | |
| 2019-08-08 Thursday | -14.1% | -10.3% | -26.7% | +3.5% | +10.7% | -9.7% | -33.2% | 48% | Mild Down / Medium (15-25) | +12% | |
| 2019-05-09 Thursday | 2 | +6.5% | +9.9% | +6.1% | -4.8% | -13.5% | +12.9% | -11.8% | 86% | Strong Down / Medium (15-25) | +83% |
| 2019-03-14 Thursday | +6.5% | +10.8% | 0.0% | +1.6% | +3.0% | +10.8% | -4.3% | 55% | Mild Up / Low (<15) | +10% | |
| 2018-11-09 Friday | 1 | -30.7% | +0.1% | -8.1% | -12.9% | -16.7% | +4.4% | -30.3% | 132% | Strong Down / Medium (15-25) | -12% |
| 2018-08-08 Wednesday | -9.3% | +6.9% | +7.2% | -13.3% | -10.6% | +11.3% | -13.2% | 35% | Mild Up / Low (<15) | +19% | |
| 2018-05-09 Wednesday | +18.3% | +6.8% | +13.6% | -8.5% | -5.8% | +17.9% | -3.5% | 26% | Strong Up / Low (<15) | +70% | |
| 2018-03-15 Thursday | 1 | +0.1% | +0.2% | +10.5% | -10.5% | -7.7% | +13.3% | -10.8% | 96% | Mild Up / Medium (15-25) | -16% |
| 2017-11-13 Monday | 1 | +9.9% | +1.9% | -0.7% | +7.8% | +9.7% | +15.2% | -4.5% | 72% | Mild Up / Low (<15) | +2% |
| 2017-08-14 Monday | -15.0% | +3.9% | +6.2% | -3.8% | -16.2% | +8.6% | -15.4% | 29% | Sideways / Low (<15) | -30% | |
| 2017-05-11 Thursday | 1 | +46.9% | -0.1% | -1.2% | -6.9% | +0.3% | +18.8% | -12.4% | 56% | Strong Up / Low (<15) | +33% |
| 2017-03-20 Monday | -5.9% | +2.4% | -6.9% | +8.7% | +0.5% | +4.5% | -11.2% | 54% | Sideways / Low (<15) | -- | |
| 2016-11-14 Monday | +9.6% | +0.4% | +0.1% | +22.8% | +23.3% | +29.2% | -1.6% | 32% | Strong Up / Low (<15) | +35% | |
| 2016-08-15 Monday | +8.2% | +3.7% | -7.8% | -4.2% | +9.4% | +8.7% | -13.9% | 47% | Strong Up / Low (<15) | +150% | |
| 2016-05-12 Thursday | -4.2% | 0.0% | +4.6% | -4.4% | -13.4% | +5.0% | -9.4% | 37% | Mild Down / Low (<15) | -- | |
| 2016-03-30 Wednesday | -4.3% | +0.2% | 0.0% | -1.1% | -2.4% | +2.2% | -2.6% | 31% | Mild Up / Low (<15) | -300% | |
| 2015-11-16 Monday | 1 | -11.2% | -1.5% | +4.8% | +7.8% | -4.4% | +17.2% | -4.4% | 53% | Mild Up / Medium (15-25) | -212% |
| 2015-08-12 Wednesday | +0.5% | -0.5% | -0.8% | -3.6% | -5.3% | -0.5% | -18.0% | 20% | Strong Up / Low (<15) | -- | |
| 2015-05-13 Wednesday | -3.5% | -2.0% | +1.6% | +4.3% | +11.8% | +16.2% | -2.0% | 38% | Mild Down / Low (<15) | -200% | |
| 2015-03-25 Wednesday | -5.0% | +1.1% | -1.4% | +6.5% | -2.9% | +7.8% | -9.2% | 33% | Mild Down / Medium (15-25) | -50% |
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_ASUR.json.
Automated, data-driven · educational only · not financial advice.