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Earnings Analysis
Why this page exists: BLKB 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 BLKB 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 +0.33 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +2.3% | 4 |
| VIX level | Medium (15-25) | +1.0% | 24 |
| Earnings weekday | Wednesday | +1.8% | 17 |
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
-0.9%
Avg |move|
5.1%
Up rate
46%
Avg drift T-20
-0.2%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | -0.2% | +1.3% | 8.9 | -32.1% / +16.3% | 59% |
| Drift T-5 → report | 46 | -0.9% | -1.0% | 5.2 | -15.1% / +8.8% | 39% |
| Overnight gap | 46 | -0.3% | -0.2% | 4.0 | -12.3% / +8.0% | 50% |
| Reaction day (close→close) | 46 | +0.1% | -0.9% | 6.3 | -14.8% / +14.8% | 46% |
| Follow-through +5d | 46 | -0.5% | -0.5% | 4.8 | -13.1% / +10.5% | 43% |
| Follow-through +20d | 46 | +0.3% | +1.3% | 7.5 | -20.9% / +12.4% | 59% |
| Max favorable excursion (20d) | 46 | +7.0% | +5.9% | 7.2 | -9.3% / +20.6% | 80% |
| Max adverse excursion (20d) | 46 | -8.0% | -8.0% | 7.3 | -26.0% / +6.2% | 13% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday | 17 | +1.8% | +1.6% | 7.4 | 59% |
| Tuesday | 18 | -0.3% | -1.1% | 4.7 | 39% |
| Monday | 11 | -1.7% | -0.8% | 6.3 | 36% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 4 | +2.3% | +1.8% | 3.5 | 50% |
| Mild Up | 10 | +0.7% | +1.7% | 4.9 | 60% |
| Sideways | 12 | -0.1% | +0.1% | 4.8 | 50% |
| Strong Up | 16 | -0.2% | -3.2% | 8.2 | 38% |
| Mild Down n<10 | 4 | -1.5% | -1.9% | 6.8 | 25% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 24 | +1.0% | -1.3% | 6.2 | 46% |
| High (>25) n<10 | 7 | -0.4% | +0.0% | 5.8 | 57% |
| Low (<15) | 15 | -1.0% | -0.8% | 6.7 | 40% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up | 10 | +5.5% | +4.1% | 4.9 | 90% |
| Strong Up | 16 | +2.0% | +0.8% | 6.1 | 69% |
| Mild Down n<10 | 4 | +0.1% | -0.5% | 6.2 | 50% |
| Sideways | 12 | -4.3% | -3.8% | 7.9 | 33% |
| Strong Down n<10 | 4 | -12.0% | -10.6% | 13.6 | 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 |
|---|---|---|---|---|
| 2026-04-29 | 9.5% | -4.8% | +1.4% | 0.51x |
| 2026-02-10 | 13.9% | +5.6% | -1.0% | 0.41x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-29 Wednesday | +1.1% | +1.4% | -4.8% | -5.0% | -18.2% | +1.7% | -26.0% | 54% | Strong Up / Medium (15-25) | +2% | |
| 2026-02-10 Tuesday | -23.0% | -1.0% | +5.6% | -1.7% | -10.6% | +6.5% | -6.6% | 40% | Sideways / Medium (15-25) | +5% | |
| 2025-10-29 Wednesday | +5.2% | -0.7% | -3.0% | -9.6% | -13.7% | +0.8% | -19.7% | 26% | Strong Up / Medium (15-25) | +3% | |
| 2025-07-30 Wednesday | 1 | +9.0% | -1.5% | -5.8% | -3.3% | -1.3% | -0.9% | -16.4% | 42% | Strong Up / Medium (15-25) | +14% |
| 2025-04-30 Wednesday | -4.6% | +0.1% | +0.9% | +2.9% | +0.7% | +7.7% | -0.5% | 35% | Sideways / Medium (15-25) | +5% | |
| 2025-02-18 Tuesday | 1 | -9.1% | -1.0% | -3.4% | -2.4% | -6.8% | -0.6% | -11.2% | 46% | Sideways / Medium (15-25) | +1% |
| 2024-10-30 Wednesday | 1 | -10.9% | -1.6% | +1.6% | +10.5% | +11.6% | +19.7% | -1.6% | 60% | Strong Up / Medium (15-25) | -7% |
| 2024-07-30 Tuesday | +5.5% | +0.8% | -1.2% | -5.0% | +3.8% | +3.5% | -8.8% | 14% | Strong Down / Medium (15-25) | +4% | |
| 2024-04-30 Tuesday | +8.6% | -3.3% | -2.4% | +3.4% | +1.9% | +2.7% | -3.8% | 28% | Mild Down / Medium (15-25) | +2% | |
| 2024-02-12 Monday | +0.4% | -12.3% | -14.8% | -2.0% | +5.8% | -9.3% | -19.6% | 22% | Strong Up / Low (<15) | +9% | |
| 2023-10-31 Tuesday | -4.5% | +6.7% | +8.5% | +2.7% | +6.4% | +17.3% | +6.2% | 17% | Mild Down / Medium (15-25) | +16% | |
| 2023-08-01 Tuesday | +5.3% | -3.1% | -1.1% | -1.6% | +0.4% | -0.3% | -7.2% | 21% | Mild Up / Low (<15) | +7% | |
| 2023-05-03 Wednesday | -2.5% | +2.0% | +4.1% | +0.0% | +3.4% | +9.5% | +1.0% | 20% | Sideways / Medium (15-25) | +1% | |
| 2023-02-13 Monday | -0.1% | -2.2% | -5.4% | 0.0% | -4.0% | -1.8% | -13.0% | 22% | Strong Up / Medium (15-25) | +14% | |
| 2022-11-01 Tuesday | 1 | +2.4% | +4.6% | +1.9% | +2.2% | +6.9% | +11.5% | -2.5% | 24% | Sideways / High (>25) | +15% |
| 2022-08-02 Tuesday | +5.2% | -0.5% | -6.1% | -2.5% | -7.9% | -0.5% | -14.0% | 30% | Strong Up / Medium (15-25) | +12% | |
| 2022-05-03 Tuesday | -6.7% | -0.4% | -0.9% | -13.1% | +12.4% | +13.3% | -15.2% | 35% | Strong Down / High (>25) | -14% | |
| 2022-02-22 Tuesday | -13.2% | -8.0% | -5.5% | +4.3% | +6.5% | +3.5% | -12.8% | 46% | Sideways / High (>25) | +10% | |
| 2021-11-03 Wednesday | +0.4% | +6.8% | +14.5% | +0.2% | -12.3% | +19.1% | -2.5% | 27% | Strong Up / Medium (15-25) | +22% | |
| 2021-08-03 Tuesday | -7.1% | +0.5% | -1.3% | -0.8% | -0.5% | +3.1% | -13.8% | 22% | Mild Down / Medium (15-25) | +19% | |
| 2021-04-28 Wednesday | +6.4% | +0.4% | -5.1% | -6.9% | -0.5% | +0.4% | -13.8% | 24% | Strong Up / Medium (15-25) | +9% | |
| 2021-02-08 Monday | +16.3% | -0.9% | +6.7% | -5.6% | -9.3% | +10.5% | -8.3% | 27% | Mild Up / Medium (15-25) | +20% | |
| 2020-10-28 Wednesday | +3.5% | -7.5% | -10.8% | -7.6% | +9.3% | -0.7% | -18.9% | 24% | Mild Down / High (>25) | +4% | |
| 2020-07-29 Wednesday | -0.9% | +4.0% | +14.8% | -1.5% | -1.0% | +19.2% | +2.1% | 30% | Strong Up / Medium (15-25) | +69% | |
| 2020-05-05 Tuesday | +11.5% | +1.4% | +0.0% | -8.8% | +10.4% | +11.9% | -17.4% | 60% | Mild Up / High (>25) | +10% | |
| 2020-02-10 Monday | -1.2% | +1.0% | +4.9% | -2.9% | -20.9% | +7.7% | -22.5% | 27% | Mild Up / Medium (15-25) | +2% | |
| 2019-10-28 Monday | -4.4% | +3.1% | +0.8% | -3.3% | -2.4% | +7.1% | -7.6% | 28% | Strong Up / Low (<15) | +11% | |
| 2019-07-30 Tuesday | +6.9% | +2.2% | +3.4% | -3.9% | -3.9% | +10.6% | -3.2% | 22% | Mild Up / Low (<15) | +18% | |
| 2019-04-30 Tuesday | -3.3% | -1.6% | -7.5% | +5.9% | +3.5% | +3.1% | -8.5% | 22% | Sideways / Low (<15) | -1% | |
| 2019-02-06 Wednesday | +2.7% | -3.3% | +6.0% | +9.4% | +5.7% | +17.6% | -3.4% | 29% | Mild Up / Medium (15-25) | +19% | |
| 2018-10-29 Monday | 1 | -32.1% | +5.3% | +6.9% | -0.5% | -3.1% | +10.5% | -1.8% | 62% | Strong Down / Medium (15-25) | +7% |
| 2018-07-30 Monday | +6.8% | +0.9% | -8.8% | -0.6% | +1.9% | +0.9% | -13.3% | 26% | Mild Up / Low (<15) | +3% | |
| 2018-04-30 Monday | +5.4% | -6.4% | -4.2% | +1.5% | -2.3% | -0.8% | -9.2% | 24% | Sideways / Medium (15-25) | +11% | |
| 2018-02-06 Tuesday | -4.2% | +1.4% | +8.3% | -4.2% | +9.5% | +19.1% | -1.4% | 22% | Sideways / High (>25) | +1% | |
| 2017-10-25 Wednesday | +5.1% | +3.1% | +6.3% | +2.1% | +5.8% | +14.7% | +0.3% | 12% | Strong Up / Low (<15) | +9% | |
| 2017-07-31 Monday | +7.7% | -3.1% | -3.5% | -1.2% | -5.5% | +0.8% | -10.4% | 16% | Strong Up / Low (<15) | +5% | |
| 2017-05-01 Monday | +6.3% | -5.0% | -0.8% | -1.8% | +3.1% | +3.7% | -6.8% | 11% | Sideways / Low (<15) | -1% | |
| 2017-02-08 Wednesday | -6.6% | +8.0% | +13.4% | +4.3% | +5.0% | +20.6% | +4.5% | 23% | Strong Up / Low (<15) | +9% | |
| 2016-11-01 Tuesday | -7.2% | -5.1% | -4.6% | +6.3% | +7.9% | +10.7% | -8.5% | 25% | Sideways / Medium (15-25) | -11% | |
| 2016-08-01 Monday | +0.3% | +2.4% | -0.8% | +0.2% | +0.7% | +3.9% | -3.9% | 23% | Strong Up / Low (<15) | -8% | |
| 2016-04-27 Wednesday | +2.6% | -4.7% | -4.2% | -0.2% | +0.5% | -1.6% | -9.7% | 17% | Mild Up / Low (<15) | -1% | |
| 2016-02-09 Tuesday | 1 | -14.6% | +5.9% | +4.5% | +4.5% | +10.0% | +17.0% | +1.0% | 53% | Strong Down / High (>25) | -2% |
| 2015-10-28 Wednesday | +14.7% | -1.2% | -5.3% | +2.6% | +2.6% | +2.0% | -10.1% | 28% | Strong Up / Low (<15) | -3% | |
| 2015-07-29 Wednesday | +1.5% | +0.5% | +4.3% | +1.3% | -3.1% | +10.7% | -4.4% | 19% | Sideways / Low (<15) | +9% | |
| 2015-04-29 Wednesday | +2.9% | -1.2% | +3.6% | +3.5% | +2.9% | +10.2% | -1.2% | 21% | Mild Up / Low (<15) | +2% | |
| 2015-02-10 Tuesday | +1.7% | +0.0% | -4.0% | +6.8% | +4.3% | +5.3% | -5.2% | 27% | Mild Up / Medium (15-25) | -3% |
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_BLKB.json.
Automated, data-driven · educational only · not financial advice.