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Earnings Analysis
Why this page exists: AUR 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 AUR 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 +0.63 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +6.6% | 1 |
| SPY regime | Strong Down expl. | +6.6% | 1 |
| VIX level | Medium (15-25) | +1.6% | 14 |
| Earnings weekday | Wednesday | +2.4% | 11 |
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
18
Avg reaction
+1.7%
Median reaction
-0.2%
Avg |move|
6.9%
Up rate
44%
Avg drift T-20
+8.8%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 18 | +8.8% | +4.3% | 25.4 | -30.6% / +71.9% | 61% |
| Drift T-5 → report | 18 | +2.8% | +0.1% | 13.0 | -10.5% / +42.8% | 50% |
| Overnight gap | 18 | +0.1% | +1.0% | 4.9 | -14.0% / +7.4% | 67% |
| Reaction day (close→close) | 18 | +1.7% | -0.2% | 12.6 | -21.8% / +46.0% | 44% |
| Follow-through +5d | 18 | -3.9% | -1.9% | 11.1 | -19.1% / +17.6% | 33% |
| Follow-through +20d | 18 | -11.5% | -10.0% | 17.4 | -37.0% / +24.9% | 28% |
| Max favorable excursion (20d) | 18 | +14.4% | +10.9% | 15.1 | +1.1% / +67.0% | 100% |
| Max adverse excursion (20d) | 18 | -22.2% | -28.3% | 12.8 | -40.5% / -3.7% | 0% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday | 11 | +2.4% | 0.0% | 15.6 | 45% |
| Thursday n<10 | 4 | +2.0% | +3.1% | 5.7 | 50% |
| Friday n<10 | 1 | +0.7% | +0.7% | 0.0 | 100% |
| Tuesday n<10 | 2 | -2.5% | -2.5% | 0.6 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 5 | +8.9% | -0.5% | 19.2 | 40% |
| Strong Down n<10 | 1 | +6.6% | +6.6% | 0.0 | 100% |
| Mild Down n<10 | 2 | +3.9% | +3.9% | 2.2 | 100% |
| Mild Up n<10 | 5 | +0.1% | -1.9% | 3.8 | 20% |
| Strong Up n<10 | 5 | -5.7% | -1.8% | 8.4 | 40% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 2 | +3.1% | +3.1% | 3.6 | 50% |
| Medium (15-25) | 14 | +1.6% | -0.9% | 14.0 | 43% |
| Low (<15) n<10 | 2 | +0.7% | +0.7% | 6.8 | 50% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 5 | +34.0% | +22.1% | 25.2 | 100% |
| Mild Down n<10 | 2 | +9.4% | +9.4% | 30.0 | 50% |
| Sideways n<10 | 5 | +1.1% | +0.6% | 12.4 | 60% |
| Mild Up n<10 | 5 | -1.2% | -1.0% | 7.9 | 40% |
| Strong Down n<10 | 1 | -30.6% | -30.6% | 0.0 | 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 |
|---|---|---|---|---|
| 2026-05-06 | 10.6% | -1.8% | -1.6% | 0.17x |
| 2026-02-11 | 19.5% | -3.2% | +2.3% | 0.16x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-06 Wednesday | 3 | +71.9% | -1.6% | -1.8% | +17.6% | -4.2% | +17.8% | -7.9% | 84% | Strong Up / Medium (15-25) | +6% |
| 2026-02-11 Wednesday | 1 | -5.0% | +2.3% | -3.2% | +15.2% | +0.7% | +14.0% | -8.7% | 75% | Sideways / Medium (15-25) | +32% |
| 2025-10-28 Tuesday | -3.5% | -0.4% | -1.9% | -12.1% | -23.1% | +4.2% | -30.8% | 50% | Mild Up / Medium (15-25) | +34% | |
| 2025-07-30 Wednesday | +14.7% | +7.4% | +0.3% | +4.0% | -1.6% | +14.5% | -7.4% | 54% | Strong Up / Medium (15-25) | +32% | |
| 2025-05-08 Thursday | 2 | +18.3% | +3.9% | -6.1% | -6.3% | -19.4% | +5.7% | -28.1% | 91% | Sideways / Medium (15-25) | -6% |
| 2025-02-12 Wednesday | 1 | +0.6% | +5.9% | +46.0% | -11.8% | -33.5% | +67.0% | -9.0% | 75% | Sideways / Medium (15-25) | +24% |
| 2024-10-30 Wednesday | +22.1% | -14.0% | -21.8% | +9.9% | +24.9% | +1.1% | -28.5% | 55% | Strong Up / Medium (15-25) | -18% | |
| 2024-07-31 Wednesday | 4 | +39.4% | -5.8% | +1.8% | -18.7% | +1.7% | +14.5% | -18.8% | 115% | Mild Down / Medium (15-25) | +38% |
| 2024-05-08 Wednesday | 1 | +10.2% | -6.5% | +7.4% | -19.1% | -35.5% | +9.5% | -37.5% | 71% | Mild Up / Low (<15) | +44% |
| 2024-02-14 Wednesday | +6.1% | +1.8% | -6.1% | -17.5% | -27.2% | +1.8% | -35.6% | 65% | Strong Up / Low (<15) | +32% | |
| 2023-11-01 Wednesday | -20.6% | +3.3% | +6.1% | +2.6% | +14.1% | +32.3% | -4.4% | 52% | Mild Down / Medium (15-25) | +31% | |
| 2023-08-02 Wednesday | 5 | -1.0% | +1.0% | 0.0% | +1.3% | +5.2% | +23.1% | -9.7% | 110% | Mild Up / Medium (15-25) | +1% |
| 2023-05-04 Thursday | 1 | +9.8% | +0.7% | +8.2% | 0.0% | -1.4% | +20.0% | -3.7% | 80% | Sideways / Medium (15-25) | +21% |
| 2023-02-21 Tuesday | 2 | +2.5% | +2.5% | -3.1% | -0.6% | -23.6% | +6.2% | -29.6% | 96% | Mild Up / Medium (15-25) | +22% |
| 2022-11-03 Thursday | -18.0% | +0.5% | -0.5% | -12.1% | -27.6% | +2.5% | -40.5% | 73% | Sideways / High (>25) | +15% | |
| 2022-08-12 Friday | 4 | +55.0% | +1.0% | +0.7% | -18.1% | -13.9% | +3.3% | -34.5% | 109% | Strong Up / Medium (15-25) | -467% |
| 2022-05-12 Thursday | 2 | -30.6% | +3.3% | +6.6% | -2.6% | -37.0% | +12.4% | -35.3% | 99% | Strong Down / High (>25) | +46% |
| 2022-02-16 Wednesday | 4 | -14.1% | -4.1% | -2.0% | -1.1% | -6.1% | +8.8% | -30.5% | 124% | Mild Up / Medium (15-25) | -133% |
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_AUR.json.
Automated, data-driven · educational only · not financial advice.