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Earnings Analysis
Why this page exists: BAND 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 BAND 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% | 4 |
| VIX level | Medium (15-25) | +2.4% | 23 |
| Earnings weekday | Wednesday | -0.4% | 13 |
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
35
Avg reaction
+2.1%
Median reaction
+0.7%
Avg |move|
8.1%
Up rate
60%
Avg drift T-20
+4.3%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 35 | +4.3% | +2.6% | 22.0 | -23.2% / +105.3% | 51% |
| Drift T-5 → report | 35 | +1.9% | +0.1% | 17.3 | -34.3% / +60.4% | 51% |
| Overnight gap | 35 | +3.0% | +1.7% | 8.5 | -21.0% / +32.4% | 71% |
| Reaction day (close→close) | 35 | +2.1% | +0.7% | 11.8 | -32.1% / +41.6% | 60% |
| Follow-through +5d | 35 | -2.0% | -2.6% | 9.5 | -32.4% / +20.0% | 46% |
| Follow-through +20d | 35 | +1.6% | +1.4% | 16.1 | -24.9% / +44.8% | 51% |
| Max favorable excursion (20d) | 35 | +17.1% | +12.0% | 21.1 | -11.1% / +98.2% | 97% |
| Max adverse excursion (20d) | 35 | -11.2% | -10.5% | 13.8 | -48.3% / +30.6% | 17% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday n<10 | 6 | +10.2% | +6.3% | 15.2 | 83% |
| Monday n<10 | 1 | +2.9% | +2.9% | 0.0 | 100% |
| Thursday | 15 | +0.9% | -2.6% | 8.8 | 40% |
| Wednesday | 13 | -0.4% | +2.5% | 11.9 | 69% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways | 11 | +4.8% | +2.5% | 17.1 | 73% |
| Strong Down n<10 | 4 | +2.1% | +2.7% | 4.4 | 75% |
| Strong Up | 11 | +1.3% | +0.9% | 10.2 | 64% |
| Mild Up n<10 | 7 | +0.6% | -1.7% | 6.6 | 43% |
| Mild Down n<10 | 2 | -3.8% | -3.8% | 1.1 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 6 | +2.5% | +0.5% | 21.8 | 50% |
| Medium (15-25) | 23 | +2.4% | +0.7% | 8.0 | 65% |
| Low (<15) n<10 | 6 | +0.3% | -0.7% | 9.5 | 50% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 11 | +14.1% | +7.7% | 33.4 | 64% |
| Mild Up n<10 | 7 | +4.3% | +2.6% | 10.9 | 57% |
| Mild Down n<10 | 2 | +0.5% | +0.5% | 6.8 | 50% |
| Sideways | 11 | -0.8% | -0.4% | 11.3 | 45% |
| Strong Down n<10 | 4 | -6.9% | -5.9% | 10.8 | 25% |
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 | 16.4% | +21.9% | +2.3% | 1.34x |
| 2026-02-19 | 19.7% | +4.0% | -0.6% | 0.20x |
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 | 2 | +105.3% | +2.3% | +21.9% | +8.3% | +44.8% | +76.9% | +2.3% | 156% | Strong Up / Medium (15-25) | +28% |
| 2026-02-19 Thursday | 1 | +6.8% | -0.6% | +4.0% | -2.0% | +1.9% | +17.1% | -7.2% | 53% | Sideways / Medium (15-25) | +5% |
| 2025-10-30 Thursday | +2.6% | +0.9% | +0.2% | -11.7% | -11.8% | +1.0% | -17.4% | 40% | Mild Up / Medium (15-25) | -3% | |
| 2025-07-29 Tuesday | 1 | -16.9% | +0.3% | +5.0% | -3.1% | +2.8% | +12.4% | -1.6% | 81% | Strong Up / Medium (15-25) | +14% |
| 2025-05-07 Wednesday | 2 | +18.0% | +0.1% | +0.7% | +5.2% | +2.7% | +9.0% | -1.4% | 66% | Strong Up / Medium (15-25) | +33% |
| 2025-02-20 Thursday | +7.2% | -0.3% | -2.6% | -4.8% | -11.7% | +0.6% | -18.3% | 50% | Mild Down / Medium (15-25) | -6% | |
| 2024-10-31 Thursday | +13.9% | +2.1% | -4.1% | +5.2% | +12.5% | +13.9% | -11.4% | 42% | Mild Up / Medium (15-25) | +35% | |
| 2024-08-01 Thursday | 1 | -5.4% | -1.7% | -4.8% | +2.7% | +15.6% | +10.8% | -15.4% | 137% | Strong Down / Medium (15-25) | +13% |
| 2024-05-07 Tuesday | +24.5% | +1.7% | -6.2% | +3.3% | -1.0% | +1.7% | -12.0% | 51% | Mild Up / Low (<15) | +33% | |
| 2024-02-28 Wednesday | 2 | +30.3% | +6.6% | +11.4% | -5.3% | -12.1% | +17.6% | -4.5% | 158% | Strong Up / Low (<15) | +73% |
| 2023-11-02 Thursday | -0.4% | +0.7% | +18.6% | -5.5% | -7.3% | +22.8% | -1.7% | 61% | Sideways / Medium (15-25) | +16% | |
| 2023-08-02 Wednesday | +5.5% | +8.9% | +14.1% | -13.8% | -10.9% | +21.2% | -6.9% | 66% | Mild Up / Medium (15-25) | +276% | |
| 2023-05-02 Tuesday | -21.1% | +3.9% | +0.5% | -3.2% | +1.4% | +5.5% | -10.5% | 30% | Sideways / Medium (15-25) | +739% | |
| 2023-02-23 Thursday | 1 | -23.0% | -3.6% | -11.8% | +3.5% | -3.5% | +0.6% | -21.1% | 128% | Strong Up / Medium (15-25) | +360% |
| 2022-11-01 Tuesday | 2 | -4.0% | +32.4% | +41.6% | +2.5% | +31.2% | +98.2% | +30.6% | 100% | Sideways / High (>25) | +896% |
| 2022-08-03 Wednesday | -0.1% | 0.0% | -8.7% | -7.7% | -13.7% | +5.8% | -23.6% | 90% | Strong Up / Medium (15-25) | +39% | |
| 2022-05-04 Wednesday | 1 | -23.2% | +6.7% | +2.7% | -32.4% | -16.4% | +12.0% | -32.0% | 76% | Strong Down / High (>25) | +207% |
| 2022-02-23 Wednesday | -20.9% | -14.5% | -32.1% | -3.7% | -2.9% | -11.1% | -48.3% | 69% | Sideways / High (>25) | +169% | |
| 2021-11-08 Monday | +5.9% | +1.5% | +2.9% | -8.6% | -17.1% | +4.8% | -25.4% | 43% | Strong Up / Medium (15-25) | +204% | |
| 2021-08-05 Thursday | -4.0% | +2.1% | -3.9% | -5.6% | -9.9% | +4.1% | -18.0% | 19% | Mild Up / Medium (15-25) | +316% | |
| 2021-05-05 Wednesday | -3.3% | +0.0% | +2.5% | -7.8% | -6.3% | +8.5% | -10.1% | 42% | Sideways / Medium (15-25) | +1978% | |
| 2021-02-25 Thursday | -11.1% | +2.6% | -1.7% | -18.4% | -24.9% | +8.3% | -29.5% | 46% | Mild Up / High (>25) | +259% | |
| 2020-10-29 Thursday | -6.3% | -1.0% | -4.9% | +3.3% | -6.4% | +2.0% | -18.2% | 52% | Mild Down / High (>25) | +1531% | |
| 2020-07-30 Thursday | +13.7% | +2.5% | -2.8% | +5.2% | +2.9% | +7.7% | -5.6% | 40% | Strong Up / Medium (15-25) | +2828% | |
| 2020-04-30 Thursday | +28.2% | +4.2% | +9.4% | +20.0% | +24.2% | +47.1% | +2.6% | 46% | Strong Up / High (>25) | +137% | |
| 2020-02-20 Thursday | +7.7% | +15.1% | +0.9% | -16.5% | -17.9% | +15.7% | -33.1% | 24% | Strong Up / Medium (15-25) | +87% | |
| 2019-11-06 Wednesday | -13.9% | -21.0% | -14.2% | +11.9% | +12.4% | +2.0% | -23.2% | 36% | Strong Up / Low (<15) | +60% | |
| 2019-07-31 Wednesday | -1.1% | +14.0% | +6.1% | -3.4% | +5.8% | +21.6% | +0.7% | 34% | Mild Up / Medium (15-25) | +77% | |
| 2019-05-02 Thursday | +6.3% | -0.7% | -4.1% | +5.6% | +4.4% | +14.1% | -10.6% | 34% | Sideways / Low (<15) | +51% | |
| 2019-02-13 Wednesday | +16.0% | +0.9% | -2.5% | +10.3% | +40.6% | +39.1% | -2.6% | 34% | Sideways / Medium (15-25) | +86% | |
| 2018-10-30 Tuesday | -6.4% | +9.9% | +7.7% | -8.0% | -15.7% | +16.0% | -17.6% | 46% | Strong Down / Medium (15-25) | +74% | |
| 2018-07-31 Tuesday | -4.4% | +5.6% | +12.3% | +2.6% | +14.8% | +30.8% | +2.9% | 30% | Sideways / Low (<15) | +262% | |
| 2018-05-02 Wednesday | +11.3% | -1.3% | +0.2% | -2.6% | +6.2% | +8.0% | -6.4% | 42% | Sideways / Medium (15-25) | +267% | |
| 2018-02-21 Wednesday | 1 | +4.5% | +10.2% | +12.0% | +1.7% | +18.9% | +35.6% | +0.8% | 61% | Sideways / Medium (15-25) | +1700% |
| 2017-12-13 Wednesday | +7.3% | +16.0% | +2.6% | +3.8% | +4.0% | +16.0% | -0.3% | 60% | Strong Down / Low (<15) | +63% |
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_BAND.json.
Automated, data-driven · educational only · not financial advice.