Tour
396
Earnings Analysis
Why this page exists: AWRE 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 AWRE 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 -0.17 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +2.1% | 1 |
| VIX level | Medium (15-25) expl. | -3.6% | 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
7
Avg reaction
-3.3%
Median reaction
-1.8%
Avg |move|
4.6%
Up rate
29%
Avg drift T-20
-0.3%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 7 | -0.3% | -2.6% | 6.6 | -7.0% / +14.2% | 43% |
| Drift T-5 → report | 7 | +0.9% | +1.8% | 3.0 | -4.5% / +5.1% | 57% |
| Overnight gap | 7 | +2.3% | +0.9% | 4.1 | -0.5% / +12.1% | 86% |
| Reaction day (close→close) | 7 | -3.3% | -1.8% | 5.2 | -12.9% / +2.4% | 29% |
| Follow-through +5d | 7 | -5.0% | -1.4% | 7.7 | -17.9% / +5.2% | 29% |
| Follow-through +20d | 7 | -2.2% | -4.8% | 10.1 | -16.2% / +14.2% | 43% |
| Max favorable excursion (20d) | 7 | +6.7% | +5.9% | 3.1 | +3.0% / +12.1% | 100% |
| Max adverse excursion (20d) | 7 | -14.9% | -14.5% | 7.6 | -29.0% / -4.0% | 0% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday n<10 | 5 | -2.0% | -1.8% | 3.9 | 40% |
| Thursday n<10 | 2 | -6.5% | -6.5% | 6.5 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 1 | +2.4% | +2.4% | 0.0 | 100% |
| Strong Down n<10 | 1 | +2.1% | +2.1% | 0.0 | 100% |
| Sideways n<10 | 2 | -4.4% | -4.4% | 2.6 | 0% |
| Strong Up n<10 | 1 | -5.8% | -5.8% | 0.0 | 0% |
| Mild Up n<10 | 2 | -6.5% | -6.5% | 6.5 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 3 | -2.8% | +2.1% | 7.1 | 67% |
| Medium (15-25) n<10 | 4 | -3.6% | -3.8% | 2.9 | 0% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 1 | +14.2% | +14.2% | 0.0 | 100% |
| Mild Up n<10 | 2 | +1.4% | +1.4% | 0.3 | 100% |
| Sideways n<10 | 2 | -3.5% | -3.5% | 1.0 | 0% |
| Strong Up n<10 | 1 | -5.0% | -5.0% | 0.0 | 0% |
| Strong Down n<10 | 1 | -7.0% | -7.0% | 0.0 | 0% |
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
No earnings cycles inside our options DB coverage yet.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-05-02 Tuesday | -4.5% | +0.6% | -1.8% | +0.6% | -4.8% | +3.0% | -10.7% | 45% | Sideways / Medium (15-25) | +22% | |
| 2023-03-09 Thursday | +1.8% | +12.1% | 0.0% | +5.2% | +8.1% | +12.1% | -4.0% | 38% | Mild Up / Medium (15-25) | +43% | |
| 2022-10-27 Thursday | 1 | +1.1% | -0.5% | -12.9% | -17.9% | +14.2% | +7.5% | -29.0% | 63% | Mild Up / High (>25) | +250% |
| 2022-07-26 Tuesday | -2.6% | +0.9% | -7.0% | -0.9% | +1.9% | +9.7% | -14.5% | 34% | Sideways / Medium (15-25) | -- | |
| 2022-04-26 Tuesday | -7.0% | +1.1% | +2.1% | -6.6% | -5.9% | +4.6% | -10.0% | 47% | Strong Down / High (>25) | +33% | |
| 2022-03-01 Tuesday | 2 | +14.2% | +1.2% | +2.4% | -13.9% | -12.5% | +5.9% | -14.8% | 85% | Mild Down / High (>25) | +40% |
| 2021-10-26 Tuesday | -5.0% | +0.5% | -5.8% | -1.4% | -16.2% | +4.0% | -21.3% | 33% | Strong Up / Medium (15-25) | +30% |
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_AWRE.json.
Automated, data-driven · educational only · not financial advice.