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Earnings Analysis
Why this page exists: BLZE 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
Monday, August 03, 2026
Next confirmed BLZE 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 +0.50 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +2.6% | 2 |
| VIX level | Medium (15-25) | +6.6% | 14 |
| Earnings weekday | Monday expl. | +15.3% | 3 |
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
19
Avg reaction
+3.1%
Median reaction
+1.7%
Avg |move|
16.4%
Up rate
53%
Avg drift T-20
+0.9%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 19 | +0.9% | -0.4% | 17.5 | -38.1% / +34.5% | 47% |
| Drift T-5 → report | 19 | -0.5% | -0.7% | 15.0 | -40.2% / +33.9% | 42% |
| Overnight gap | 19 | +5.3% | +1.6% | 14.7 | -11.9% / +60.1% | 68% |
| Reaction day (close→close) | 19 | +3.1% | +1.7% | 22.2 | -28.7% / +63.6% | 53% |
| Follow-through +5d | 19 | -2.4% | -2.3% | 9.4 | -23.5% / +14.9% | 47% |
| Follow-through +20d | 19 | -0.1% | -2.9% | 22.2 | -30.3% / +60.1% | 42% |
| Max favorable excursion (20d) | 19 | +21.6% | +12.9% | 26.1 | -4.7% / +103.8% | 79% |
| Max adverse excursion (20d) | 19 | -14.5% | -14.1% | 21.7 | -45.3% / +44.3% | 21% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 3 | +15.3% | -3.8% | 34.4 | 33% |
| Thursday n<10 | 8 | +2.6% | +0.4% | 22.9 | 50% |
| Tuesday n<10 | 4 | +0.5% | +3.6% | 6.6 | 75% |
| Wednesday n<10 | 4 | -2.3% | -0.5% | 14.8 | 50% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 8 | +17.5% | +9.6% | 23.2 | 88% |
| Strong Down n<10 | 2 | +2.6% | +2.6% | 21.9 | 50% |
| Mild Down n<10 | 1 | -3.8% | -3.8% | 0.0 | 0% |
| Mild Up n<10 | 4 | -6.9% | -4.5% | 11.7 | 50% |
| Sideways n<10 | 4 | -13.5% | -10.1% | 9.4 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 14 | +6.6% | +4.9% | 19.1 | 64% |
| Low (<15) n<10 | 3 | +5.2% | -5.3% | 29.3 | 33% |
| High (>25) n<10 | 2 | -24.0% | -24.0% | 4.7 | 0% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 8 | +12.6% | +16.5% | 15.9 | 75% |
| Mild Down n<10 | 1 | -3.0% | -3.0% | 0.0 | 0% |
| Mild Up n<10 | 4 | -5.5% | -4.9% | 7.5 | 25% |
| Sideways n<10 | 4 | -7.7% | -2.0% | 19.2 | 50% |
| Strong Down n<10 | 2 | -14.3% | -14.3% | 5.5 | 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 |
|---|---|---|---|---|
| 2026-05-04 | 23.3% | +63.6% | +60.1% | 2.73x |
| 2026-02-23 | 64.8% | -14.0% | -11.9% | 0.22x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-04 Monday | +25.4% | +60.1% | +63.6% | -5.8% | +17.3% | +103.8% | +44.3% | 44% | Strong Up / Medium (15-25) | +1101% | |
| 2026-02-23 Monday | -9.9% | -11.9% | -14.0% | +3.2% | -2.9% | -1.8% | -19.0% | 55% | Sideways / Medium (15-25) | +425% | |
| 2025-11-06 Thursday | 1 | -38.1% | +0.1% | -6.2% | -12.1% | -14.0% | +0.7% | -33.2% | 153% | Sideways / Medium (15-25) | +318% |
| 2025-08-07 Thursday | 1 | +24.9% | -4.2% | +6.9% | +6.7% | +21.9% | +32.5% | -5.7% | 86% | Strong Up / Medium (15-25) | +119% |
| 2025-05-07 Wednesday | 1 | +6.1% | +9.5% | +16.1% | +3.0% | +10.5% | +35.8% | +9.5% | 52% | Strong Up / Medium (15-25) | +44% |
| 2025-02-25 Tuesday | 2 | +3.6% | +6.3% | +5.5% | -7.3% | -17.4% | +12.9% | -22.4% | 68% | Mild Up / Medium (15-25) | +31% |
| 2024-11-07 Thursday | +17.3% | +1.6% | -13.7% | -4.4% | +0.3% | +1.6% | -30.8% | 38% | Strong Up / Medium (15-25) | +8% | |
| 2024-08-08 Thursday | 1 | -19.8% | +15.6% | +24.5% | +1.2% | -11.0% | +33.0% | +6.7% | 78% | Strong Down / Medium (15-25) | +15% |
| 2024-05-08 Wednesday | -0.4% | -9.2% | -24.3% | -2.3% | -19.1% | -4.7% | -40.3% | 31% | Mild Up / Low (<15) | +5% | |
| 2024-02-15 Thursday | +15.8% | +12.9% | +45.1% | -15.9% | -15.1% | +55.2% | +10.4% | 62% | Strong Up / Low (<15) | +17% | |
| 2023-11-08 Wednesday | +11.4% | +1.9% | -5.3% | +14.9% | +35.7% | +34.3% | -10.5% | 59% | Sideways / Low (<15) | +3% | |
| 2023-08-08 Tuesday | -9.5% | +6.6% | -10.7% | +0.2% | +60.1% | +44.5% | -14.1% | 60% | Mild Up / Medium (15-25) | -65% | |
| 2023-05-09 Tuesday | -15.6% | +12.1% | +1.7% | +5.1% | -0.2% | +12.3% | -2.0% | 34% | Mild Up / Medium (15-25) | +9% | |
| 2023-02-15 Wednesday | -13.8% | +1.6% | +4.2% | -10.4% | -24.3% | +9.9% | -28.6% | 82% | Strong Up / Medium (15-25) | +3% | |
| 2022-11-10 Thursday | 1 | -9.0% | +1.4% | +12.3% | -10.8% | +4.7% | +20.8% | -7.7% | 95% | Strong Up / Medium (15-25) | +8% |
| 2022-08-09 Tuesday | +34.5% | +4.5% | +5.5% | +9.5% | -13.3% | +22.4% | -12.7% | 61% | Strong Up / Medium (15-25) | +23% | |
| 2022-05-05 Thursday | -8.9% | -3.5% | -19.3% | -23.5% | -20.5% | -3.5% | -45.3% | 55% | Strong Down / High (>25) | +5% | |
| 2022-02-17 Thursday | 2 | +5.8% | -1.9% | -28.7% | +7.8% | +15.2% | -1.4% | -36.9% | 102% | Sideways / High (>25) | -1% |
| 2021-12-13 Monday | 7 | -3.0% | -3.0% | -3.8% | -5.2% | -30.3% | +2.2% | -36.8% | 140% | Mild Down / Medium (15-25) | -14% |
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_BLZE.json.
Automated, data-driven · educational only · not financial advice.