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Earnings Analysis
Why this page exists: CGNX 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, August 05, 2026
Next confirmed CGNX 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 +0.08 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +0.3% | 3 |
| VIX level | Medium (15-25) | -0.8% | 24 |
| Earnings weekday | Wednesday | +2.4% | 11 |
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
+0.8%
Median reaction
+0.0%
Avg |move|
7.8%
Up rate
50%
Avg drift T-20
+1.3%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +1.3% | +2.8% | 9.8 | -30.1% / +18.0% | 63% |
| Drift T-5 → report | 46 | +0.8% | +0.8% | 5.6 | -12.6% / +16.3% | 61% |
| Overnight gap | 46 | +0.3% | -0.0% | 9.7 | -25.7% / +31.3% | 50% |
| Reaction day (close→close) | 46 | +0.8% | +0.0% | 10.7 | -22.1% / +36.4% | 50% |
| Follow-through +5d | 46 | +0.6% | +0.6% | 5.2 | -14.3% / +10.8% | 59% |
| Follow-through +20d | 46 | +2.0% | +2.5% | 9.2 | -16.9% / +21.8% | 61% |
| Max favorable excursion (20d) | 46 | +10.1% | +10.2% | 12.0 | -14.5% / +39.2% | 76% |
| Max adverse excursion (20d) | 46 | -7.2% | -4.8% | 11.2 | -34.1% / +13.9% | 24% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday | 16 | +2.5% | +2.6% | 10.3 | 50% |
| Wednesday | 11 | +2.4% | +1.9% | 15.3 | 64% |
| Thursday | 17 | -1.2% | -1.0% | 6.6 | 47% |
| Tuesday n<10 | 2 | -5.0% | -5.0% | 1.6 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways | 14 | +2.8% | +1.4% | 13.2 | 57% |
| Mild Up n<10 | 8 | +1.9% | -1.6% | 8.0 | 38% |
| Strong Down n<10 | 3 | +0.3% | +5.8% | 7.9 | 67% |
| Strong Up | 18 | +0.2% | -0.1% | 9.1 | 50% |
| Mild Down n<10 | 3 | -6.9% | -3.4% | 10.6 | 33% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 6 | +4.3% | +6.2% | 7.2 | 83% |
| Low (<15) | 16 | +2.0% | +0.8% | 10.1 | 56% |
| Medium (15-25) | 24 | -0.8% | -1.1% | 11.4 | 38% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 18 | +7.8% | +9.6% | 5.3 | 94% |
| Sideways | 14 | -0.6% | -1.6% | 6.5 | 50% |
| Mild Up n<10 | 8 | -2.2% | -3.8% | 10.0 | 25% |
| Mild Down n<10 | 3 | -2.5% | +0.1% | 7.5 | 67% |
| Strong Down n<10 | 3 | -15.9% | -19.6% | 13.4 | 33% |
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 |
|---|---|---|---|---|
| 2026-05-06 | 14.4% | +5.9% | +3.8% | 0.41x |
| 2026-02-11 | 19.1% | +36.4% | +31.3% | 1.91x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-06 Wednesday | +15.8% | +3.8% | +5.9% | -3.5% | -1.8% | +15.5% | -3.7% | 33% | Strong Up / Medium (15-25) | +37% | |
| 2026-02-11 Wednesday | +8.6% | +31.3% | +36.4% | -4.7% | -16.8% | +39.2% | +11.2% | 45% | Sideways / Medium (15-25) | +23% | |
| 2025-10-29 Wednesday | 1 | +3.5% | -6.8% | -12.9% | -2.0% | -7.3% | -6.4% | -26.7% | 61% | Strong Up / Medium (15-25) | +14% |
| 2025-07-30 Wednesday | +5.3% | +14.1% | +20.8% | +0.3% | +8.7% | +33.6% | +13.9% | 28% | Strong Up / Medium (15-25) | +6% | |
| 2025-04-30 Wednesday | 2 | -9.0% | +0.8% | +1.9% | +2.1% | +10.7% | +17.8% | -0.4% | 80% | Sideways / Medium (15-25) | +20% |
| 2025-02-12 Wednesday | +1.8% | -2.5% | -13.6% | -1.5% | -10.6% | -2.5% | -23.3% | 28% | Sideways / Medium (15-25) | +28% | |
| 2024-10-30 Wednesday | +1.6% | +7.2% | -0.6% | +5.9% | -0.1% | +9.2% | -5.7% | 24% | Strong Up / Medium (15-25) | +6% | |
| 2024-07-31 Wednesday | +5.2% | -7.3% | -21.2% | -4.4% | -0.6% | -6.3% | -29.0% | 27% | Mild Down / Medium (15-25) | +12% | |
| 2024-05-02 Thursday | +8.1% | +2.4% | +1.0% | +6.2% | +4.1% | +12.6% | +0.4% | 30% | Sideways / Low (<15) | +46% | |
| 2024-02-15 Thursday | +1.0% | -0.8% | -1.0% | +3.8% | +7.0% | +9.5% | -5.2% | 37% | Strong Up / Low (<15) | +18% | |
| 2023-10-31 Tuesday | -12.8% | -0.4% | -3.4% | +5.5% | +8.4% | +7.0% | -4.8% | 30% | Mild Down / Medium (15-25) | +16% | |
| 2023-08-03 Thursday | -6.3% | -0.8% | -3.2% | +0.2% | -4.5% | +0.4% | -10.5% | 30% | Mild Up / Medium (15-25) | +21% | |
| 2023-05-04 Thursday | +5.6% | +0.4% | -1.8% | +1.1% | +14.8% | +13.4% | -3.9% | 33% | Sideways / Medium (15-25) | +49% | |
| 2023-02-16 Thursday | +9.2% | -11.9% | -13.0% | -2.3% | +1.2% | -8.0% | -17.4% | 32% | Strong Up / Medium (15-25) | -12% | |
| 2022-11-03 Thursday | -5.0% | +5.4% | +8.1% | +8.2% | +10.4% | +22.8% | +5.1% | 49% | Sideways / High (>25) | +55% | |
| 2022-08-02 Tuesday | +12.8% | -8.6% | -6.6% | -1.0% | -7.6% | +1.2% | -14.0% | 32% | Strong Up / Medium (15-25) | -1% | |
| 2022-05-05 Thursday | 1 | -19.6% | -7.0% | -10.9% | -14.3% | -11.4% | -5.9% | -26.8% | 48% | Strong Down / High (>25) | +9% |
| 2022-02-17 Thursday | -7.5% | +12.6% | +6.6% | +1.5% | +9.1% | +17.8% | -0.2% | 36% | Sideways / High (>25) | +35% | |
| 2021-11-04 Thursday | +12.7% | -12.9% | -13.5% | +1.7% | -4.7% | -7.1% | -18.6% | 24% | Strong Up / Medium (15-25) | -11% | |
| 2021-08-05 Thursday | +7.6% | -4.2% | -5.4% | -5.0% | +2.6% | -0.7% | -10.9% | 24% | Mild Up / Medium (15-25) | +3% | |
| 2021-05-06 Thursday | -6.2% | -0.3% | -1.7% | -5.7% | +2.6% | +1.7% | -7.7% | 27% | Sideways / Medium (15-25) | +2% | |
| 2021-02-11 Thursday | +6.8% | +5.9% | +4.6% | -7.0% | -13.6% | +13.3% | -17.0% | 24% | Strong Up / Medium (15-25) | +17% | |
| 2020-10-28 Wednesday | +0.1% | +8.7% | +3.9% | +7.4% | +8.0% | +16.0% | -1.4% | 29% | Mild Down / High (>25) | +42% | |
| 2020-07-29 Wednesday | +10.3% | +0.8% | +0.1% | +4.0% | +3.3% | +4.6% | -4.8% | 27% | Strong Up / Medium (15-25) | +59% | |
| 2020-04-27 Monday | +15.1% | +7.8% | +12.1% | -4.6% | +12.2% | +28.5% | +4.0% | 56% | Strong Up / High (>25) | +31% | |
| 2020-02-13 Thursday | -4.9% | -1.8% | +0.6% | -6.2% | -16.9% | +1.8% | -34.1% | 41% | Strong Up / Low (<15) | -16% | |
| 2019-10-28 Monday | +9.9% | -2.8% | -3.7% | +2.7% | -3.2% | +1.5% | -9.1% | 36% | Strong Up / Low (<15) | +18% | |
| 2019-07-29 Monday | -11.9% | -1.1% | +9.0% | -8.9% | -6.1% | +10.3% | -4.9% | 30% | Mild Up / Low (<15) | +20% | |
| 2019-04-29 Monday | +5.6% | -15.3% | -6.1% | -4.7% | -16.6% | -4.4% | -21.8% | 28% | Sideways / Low (<15) | +17% | |
| 2019-02-14 Thursday | +18.0% | +6.4% | +3.8% | +2.2% | +7.2% | +12.6% | +2.1% | 30% | Mild Up / Medium (15-25) | +17% | |
| 2018-10-29 Monday | -30.1% | -6.6% | +6.0% | +7.2% | -2.6% | +20.4% | -8.7% | 51% | Strong Down / Medium (15-25) | +22% | |
| 2018-07-30 Monday | -0.8% | +9.6% | +19.3% | +0.3% | -0.5% | +23.0% | +9.6% | 33% | Mild Up / Low (<15) | +6% | |
| 2018-04-30 Monday | -5.3% | -13.5% | -0.3% | +0.5% | +2.2% | +7.3% | -13.7% | 26% | Sideways / Medium (15-25) | +7% | |
| 2018-02-15 Thursday | -13.9% | -10.3% | -5.2% | -2.8% | -0.8% | -1.3% | -12.4% | 46% | Mild Up / Medium (15-25) | +19% | |
| 2017-10-30 Monday | +10.0% | +3.5% | -0.4% | +9.2% | +16.9% | +18.1% | -2.9% | 16% | Strong Up / Low (<15) | +11% | |
| 2017-07-31 Monday | +12.0% | +10.3% | +10.8% | -1.6% | +0.3% | +16.4% | +4.5% | 20% | Strong Up / Low (<15) | +17% | |
| 2017-05-01 Monday | +2.0% | -0.4% | +5.4% | -1.2% | +3.0% | +10.0% | -1.2% | 20% | Sideways / Low (<15) | +79% | |
| 2017-02-16 Thursday | +7.2% | +4.2% | +8.5% | +1.8% | +5.7% | +15.3% | +4.1% | 17% | Sideways / Low (<15) | +43% | |
| 2016-10-31 Monday | -1.3% | +6.9% | -0.1% | +6.4% | +17.0% | +19.2% | -3.7% | 23% | Mild Up / Medium (15-25) | +26% | |
| 2016-08-01 Monday | +5.2% | +13.6% | +8.0% | +0.6% | +2.5% | +17.9% | +3.8% | 14% | Strong Up / Low (<15) | +14% | |
| 2016-05-02 Monday | -7.7% | +12.6% | +16.8% | -2.2% | +4.7% | +23.7% | +9.1% | 24% | Sideways / Low (<15) | +46% | |
| 2016-02-10 Wednesday | +2.0% | -3.0% | +5.8% | +10.8% | +21.8% | +31.5% | -3.0% | 33% | Strong Down / High (>25) | +41% | |
| 2015-11-02 Monday | +4.3% | -14.7% | -10.6% | +6.5% | +7.2% | -1.0% | -14.7% | 27% | Strong Up / Low (<15) | +27% | |
| 2015-08-03 Monday | -6.1% | -25.7% | -22.1% | +8.9% | +1.6% | -14.5% | -28.0% | 16% | Sideways / Low (<15) | +6% | |
| 2015-05-04 Monday | -8.9% | +1.8% | -3.1% | +2.3% | +10.5% | +8.8% | -4.6% | 29% | Mild Up / Low (<15) | +12% | |
| 2015-02-12 Thursday | +10.6% | +0.3% | +2.3% | +1.9% | +16.2% | +19.3% | -4.5% | 34% | Strong Up / Medium (15-25) | +20% |
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_CGNX.json.
Automated, data-driven · educational only · not financial advice.