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Earnings Analysis
Why this page exists: BBAI 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 BBAI 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 -0.75 (Bearish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -9.2% | 3 |
| SPY regime | Strong Down expl. | -2.8% | 1 |
| VIX level | Medium (15-25) | -8.8% | 11 |
| Earnings weekday | Thursday expl. | -15.3% | 6 |
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
-10.4%
Median reaction
-9.9%
Avg |move|
12.0%
Up rate
22%
Avg drift T-20
-0.6%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 18 | -0.6% | -7.9% | 39.8 | -52.7% / +126.5% | 44% |
| Drift T-5 → report | 18 | -1.7% | -0.3% | 14.1 | -28.3% / +22.8% | 44% |
| Overnight gap | 18 | -7.3% | -6.5% | 11.7 | -31.6% / +21.9% | 22% |
| Reaction day (close→close) | 18 | -10.4% | -9.9% | 10.6 | -31.6% / +6.1% | 22% |
| Follow-through +5d | 18 | -0.8% | -3.6% | 10.5 | -19.2% / +26.2% | 28% |
| Follow-through +20d | 18 | +6.7% | +3.5% | 34.2 | -37.2% / +96.1% | 56% |
| Max favorable excursion (20d) | 18 | +20.6% | +19.3% | 30.1 | -21.5% / +94.5% | 67% |
| Max adverse excursion (20d) | 18 | -26.2% | -27.4% | 13.9 | -54.7% / -5.8% | 0% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday n<10 | 1 | +2.0% | +2.0% | 0.0 | 100% |
| Monday n<10 | 5 | -7.5% | -7.3% | 8.8 | 20% |
| Tuesday n<10 | 6 | -10.0% | -9.9% | 9.8 | 17% |
| Thursday n<10 | 6 | -15.3% | -17.2% | 10.9 | 17% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 3 | -5.9% | -4.5% | 6.0 | 33% |
| Mild Up n<10 | 5 | -9.2% | -10.2% | 8.2 | 20% |
| Strong Down n<10 | 3 | -9.2% | -4.3% | 8.0 | 0% |
| Strong Up n<10 | 5 | -13.4% | -15.8% | 15.0 | 40% |
| Mild Down n<10 | 2 | -14.8% | -14.8% | 7.5 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 11 | -8.8% | -9.7% | 9.9 | 27% |
| High (>25) n<10 | 4 | -10.3% | -10.4% | 10.1 | 25% |
| Low (<15) n<10 | 3 | -16.7% | -13.9% | 11.3 | 0% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 5 | +20.4% | +2.5% | 55.6 | 60% |
| Mild Down n<10 | 2 | +19.6% | +19.6% | 38.3 | 50% |
| Sideways n<10 | 3 | +1.1% | +6.7% | 8.1 | 67% |
| Mild Up n<10 | 5 | -15.9% | -14.5% | 25.6 | 40% |
| Strong Down n<10 | 3 | -25.1% | -28.8% | 14.8 | 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 |
|---|---|---|---|---|
| 2026-05-05 | 15.5% | +5.6% | -1.4% | 0.36x |
| 2026-03-02 | 22.9% | -7.3% | -4.2% | 0.32x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-05 Tuesday | 1 | +20.0% | -1.4% | +5.6% | -4.1% | +10.5% | +31.9% | -9.4% | 68% | Strong Up / Medium (15-25) | -50% |
| 2026-03-02 Monday | 1 | -18.6% | -4.2% | -7.3% | +10.5% | -20.0% | +7.8% | -26.6% | 97% | Mild Down / Medium (15-25) | +83% |
| 2025-11-10 Monday | 1 | -35.2% | +21.9% | +6.1% | -8.1% | +10.7% | +29.6% | -11.9% | 76% | Mild Up / Medium (15-25) | +114% |
| 2025-08-11 Monday | 2 | +2.5% | -31.6% | -15.8% | -2.0% | -19.6% | -12.3% | -33.3% | 89% | Strong Up / Medium (15-25) | -1021% |
| 2025-05-01 Thursday | 2 | +6.7% | -6.6% | +0.6% | -3.3% | +23.8% | +38.0% | -11.4% | 117% | Sideways / Medium (15-25) | -341% |
| 2025-03-06 Thursday | 6 | -40.9% | -15.9% | -20.5% | -2.1% | -9.0% | -8.8% | -33.3% | 150% | Strong Down / Medium (15-25) | -760% |
| 2024-11-05 Tuesday | 1 | +16.6% | -7.4% | -9.7% | +14.5% | +64.2% | +70.5% | -14.2% | 94% | Mild Up / Medium (15-25) | +25% |
| 2024-08-01 Thursday | -5.4% | -6.4% | -4.3% | -8.2% | +20.9% | +40.0% | -16.8% | 65% | Strong Down / Medium (15-25) | +29% | |
| 2024-05-02 Thursday | -10.4% | -12.1% | -13.9% | -0.7% | +0.7% | -1.2% | -19.6% | 73% | Sideways / Low (<15) | -1017% | |
| 2024-03-07 Thursday | 5 | +126.5% | -25.3% | -31.6% | -5.1% | -24.1% | -21.5% | -51.6% | 189% | Strong Up / Low (<15) | -159% |
| 2023-11-07 Tuesday | 1 | +6.8% | +5.1% | -4.5% | +26.2% | +12.8% | +34.0% | -5.8% | 75% | Sideways / Low (<15) | +141% |
| 2023-08-08 Tuesday | -14.5% | +0.6% | -10.2% | +1.3% | +6.3% | +2.3% | -28.2% | 79% | Mild Up / Medium (15-25) | -60% | |
| 2023-05-09 Tuesday | 5 | +6.1% | -1.7% | -14.1% | -5.5% | -18.8% | -1.0% | -34.7% | 132% | Mild Up / Medium (15-25) | -192% |
| 2023-03-13 Monday | 6 | -52.7% | -9.2% | -18.0% | -19.2% | +49.7% | +46.0% | -33.8% | 132% | Mild Up / High (>25) | +21% |
| 2022-11-09 Wednesday | 1 | -25.2% | -5.9% | +2.0% | -3.9% | -9.7% | +10.9% | -15.8% | 99% | Strong Up / High (>25) | -18% |
| 2022-08-09 Tuesday | 2 | -21.9% | -17.9% | -27.0% | -10.5% | -37.0% | -16.8% | -54.7% | 97% | Strong Up / Medium (15-25) | -429% |
| 2022-05-09 Monday | 3 | -28.8% | +3.0% | -2.8% | -8.5% | -37.2% | +27.7% | -42.4% | 160% | Strong Down / High (>25) | -100% |
| 2022-03-17 Thursday | 6 | +57.9% | -16.0% | -22.3% | +13.8% | +96.1% | +94.5% | -28.6% | 138% | Mild Down / High (>25) | -5000% |
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_BBAI.json.
Automated, data-driven · educational only · not financial advice.