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Earnings Analysis
Why this page exists: CCC 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 CCC 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 +0.18 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -1.3% | 2 |
| VIX level | Medium (15-25) | +2.4% | 14 |
| Earnings weekday | Thursday expl. | +1.3% | 5 |
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
+2.6%
Median reaction
+0.8%
Avg |move|
4.5%
Up rate
68%
Avg drift T-20
-4.8%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 19 | -4.8% | -1.9% | 10.0 | -35.9% / +12.9% | 21% |
| Drift T-5 → report | 19 | -1.2% | -1.2% | 4.3 | -11.1% / +9.4% | 37% |
| Overnight gap | 19 | +1.2% | +0.5% | 3.8 | -7.2% / +8.5% | 63% |
| Reaction day (close→close) | 19 | +2.6% | +0.8% | 6.7 | -7.0% / +25.3% | 68% |
| Follow-through +5d | 19 | -2.6% | -1.5% | 5.3 | -16.6% / +5.0% | 32% |
| Follow-through +20d | 19 | +0.1% | -0.8% | 8.5 | -14.6% / +19.3% | 47% |
| Max favorable excursion (20d) | 19 | +9.9% | +8.6% | 7.5 | -0.3% / +28.2% | 95% |
| Max adverse excursion (20d) | 19 | -7.3% | -6.0% | 6.7 | -22.1% / +4.2% | 11% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday n<10 | 8 | +3.7% | +2.4% | 9.7 | 62% |
| Monday n<10 | 2 | +3.4% | +3.4% | 3.6 | 50% |
| Wednesday n<10 | 3 | +1.9% | +0.9% | 3.9 | 67% |
| Thursday n<10 | 5 | +1.3% | +0.8% | 1.6 | 80% |
| Friday n<10 | 1 | +0.4% | +0.4% | 0.0 | 100% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 2 | +6.8% | +6.8% | 0.2 | 100% |
| Mild Up n<10 | 4 | +5.8% | -0.1% | 11.3 | 50% |
| Strong Up n<10 | 9 | +1.8% | +0.8% | 3.2 | 78% |
| Mild Down n<10 | 2 | -0.7% | -0.7% | 5.3 | 50% |
| Strong Down n<10 | 2 | -1.3% | -1.3% | 5.7 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 2 | +4.5% | +4.5% | 0.2 | 100% |
| Medium (15-25) | 14 | +2.4% | +0.5% | 7.6 | 64% |
| Low (<15) n<10 | 3 | +2.0% | +0.9% | 3.7 | 67% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 9 | +0.1% | -0.9% | 6.5 | 44% |
| Mild Down n<10 | 2 | -2.7% | -2.7% | 1.3 | 0% |
| Sideways n<10 | 2 | -9.2% | -9.2% | 5.4 | 0% |
| Strong Down n<10 | 2 | -9.2% | -9.2% | 8.6 | 0% |
| Mild Up n<10 | 4 | -12.7% | -7.0% | 13.7 | 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 |
|---|---|---|---|---|
| 2026-04-30 | 12.4% | +0.9% | -0.8% | 0.08x |
| 2026-02-24 | 69.4% | +25.3% | +6.5% | 0.36x |
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 | 1 | -12.7% | -0.8% | +0.9% | -1.5% | -11.2% | +6.1% | -22.1% | 73% | Strong Up / Medium (15-25) | +17% |
| 2026-02-24 Tuesday | 1 | -35.9% | +6.5% | +25.3% | -10.9% | -3.5% | +27.5% | +4.2% | 65% | Mild Up / Medium (15-25) | +10% |
| 2025-10-30 Thursday | -5.1% | +7.9% | -0.3% | -12.6% | -14.6% | +7.9% | -20.5% | 34% | Mild Up / Medium (15-25) | -0% | |
| 2025-07-31 Thursday | +0.6% | +8.5% | +0.6% | -0.2% | +3.1% | +8.6% | -5.5% | 21% | Strong Up / Medium (15-25) | +9% | |
| 2025-05-06 Tuesday | -1.9% | +1.4% | +8.0% | +1.1% | -1.1% | +12.4% | +1.4% | 54% | Strong Up / Medium (15-25) | -3% | |
| 2025-02-25 Tuesday | -8.8% | +3.6% | +0.1% | -6.3% | -10.9% | +4.8% | -14.3% | 14% | Mild Up / Medium (15-25) | +2% | |
| 2024-10-28 Monday | -0.9% | -4.1% | -0.2% | -2.5% | +16.6% | +17.2% | -6.0% | 20% | Strong Up / Medium (15-25) | +9% | |
| 2024-07-30 Tuesday | -0.6% | -7.2% | -7.0% | -2.1% | +5.5% | -0.3% | -11.2% | 11% | Strong Down / Medium (15-25) | +10% | |
| 2024-04-30 Tuesday | -3.9% | -1.6% | -6.0% | +2.9% | +8.5% | +7.5% | -6.8% | 14% | Mild Down / Medium (15-25) | +7% | |
| 2024-02-28 Wednesday | +4.4% | +3.0% | +0.9% | +1.2% | +1.6% | +9.3% | -2.0% | 19% | Strong Up / Low (<15) | +6% | |
| 2023-11-06 Monday | -14.5% | +4.0% | +7.0% | -3.3% | +0.9% | +10.0% | -1.7% | 29% | Sideways / Low (<15) | +14% | |
| 2023-08-01 Tuesday | -1.0% | +0.1% | -2.0% | -1.9% | -2.4% | +2.3% | -5.5% | 26% | Mild Up / Low (<15) | +5% | |
| 2023-05-02 Tuesday | -3.8% | +1.6% | +6.6% | -0.1% | +19.3% | +28.2% | -2.1% | 22% | Sideways / Medium (15-25) | +1% | |
| 2023-03-01 Wednesday | -3.6% | +0.5% | -2.2% | +0.1% | -0.8% | +3.0% | -6.6% | 19% | Strong Up / Medium (15-25) | +0% | |
| 2022-11-04 Friday | -1.4% | -0.4% | +0.4% | +2.4% | -4.4% | +6.0% | -5.5% | 37% | Strong Up / Medium (15-25) | -4% | |
| 2022-08-04 Thursday | +3.4% | -0.7% | +0.8% | -2.9% | -7.0% | +2.8% | -7.4% | 29% | Strong Up / Medium (15-25) | -14% | |
| 2022-05-05 Thursday | -17.8% | +0.5% | +4.3% | -16.6% | +5.6% | +10.2% | -15.7% | 51% | Strong Down / High (>25) | +15% | |
| 2022-03-01 Tuesday | -1.4% | +1.7% | +4.7% | -1.4% | +0.7% | +9.6% | -7.0% | 42% | Mild Down / High (>25) | +36% | |
| 2021-11-10 Wednesday | +12.9% | -1.2% | +7.1% | +5.0% | -5.2% | +15.6% | -4.1% | 36% | Strong Up / Medium (15-25) | -13% |
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_CCC.json.
Automated, data-driven · educational only · not financial advice.