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Earnings Analysis
Why this page exists: CHKP 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 CHKP 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 +0.53 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +1.7% | 5 |
| VIX level | Medium (15-25) | +0.6% | 25 |
| Earnings weekday | Thursday | +0.4% | 14 |
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
+0.4%
Avg |move|
1.7%
Up rate
54%
Avg drift T-20
+0.7%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +0.7% | +0.9% | 8.8 | -22.8% / +20.0% | 52% |
| Drift T-5 → report | 46 | -1.1% | -0.7% | 6.7 | -16.3% / +13.3% | 48% |
| Overnight gap | 46 | -0.2% | -0.1% | 1.6 | -9.1% / +2.3% | 41% |
| Reaction day (close→close) | 46 | +0.1% | +0.4% | 2.5 | -12.5% / +4.3% | 54% |
| Follow-through +5d | 46 | -0.4% | -0.3% | 2.4 | -7.2% / +5.1% | 46% |
| Follow-through +20d | 46 | +1.0% | +0.8% | 5.6 | -12.7% / +17.9% | 61% |
| Max favorable excursion (20d) | 46 | +4.7% | +4.0% | 4.6 | -6.5% / +20.6% | 96% |
| Max adverse excursion (20d) | 46 | -4.5% | -4.0% | 3.4 | -14.3% / -0.1% | 0% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday | 12 | +0.9% | +1.3% | 2.0 | 67% |
| Thursday | 14 | +0.4% | +0.0% | 1.6 | 50% |
| Wednesday | 15 | +0.4% | +0.5% | 1.0 | 60% |
| Tuesday n<10 | 5 | -3.9% | -3.0% | 4.5 | 20% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 5 | +1.7% | +1.5% | 0.6 | 100% |
| Mild Down n<10 | 7 | +0.7% | +0.6% | 1.4 | 57% |
| Sideways n<10 | 8 | +0.7% | +0.7% | 1.8 | 62% |
| Mild Up | 10 | -0.5% | -0.3% | 1.5 | 30% |
| Strong Up | 16 | -0.7% | +0.1% | 3.5 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 25 | +0.6% | +0.9% | 1.8 | 64% |
| High (>25) n<10 | 6 | +0.3% | +0.6% | 1.6 | 67% |
| Low (<15) | 15 | -0.9% | -0.2% | 3.5 | 33% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up | 10 | +5.0% | +4.0% | 8.4 | 70% |
| Mild Down n<10 | 7 | +3.2% | +0.9% | 8.7 | 57% |
| Strong Up | 16 | -0.2% | +0.6% | 8.8 | 50% |
| Sideways n<10 | 8 | -1.4% | +0.1% | 6.1 | 50% |
| Strong Down n<10 | 5 | -5.0% | -8.6% | 8.5 | 20% |
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 | 10.8% | +1.8% | +2.2% | 0.17x |
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 | -22.8% | +2.2% | +1.8% | +0.9% | +17.9% | +20.6% | -0.1% | 86% | Strong Up / Medium (15-25) | +4% |
| 2026-02-12 Thursday | -12.6% | +1.2% | +4.3% | -7.2% | -10.4% | +7.3% | -8.7% | 36% | Sideways / Medium (15-25) | +23% | |
| 2025-10-28 Tuesday | -1.6% | +0.2% | -3.1% | -2.8% | -5.8% | +1.4% | -10.4% | 27% | Mild Up / Medium (15-25) | +61% | |
| 2025-07-30 Wednesday | 1 | -15.6% | -0.1% | -0.2% | +1.1% | +2.4% | +4.5% | -4.3% | 60% | Strong Up / Medium (15-25) | +0% |
| 2025-04-23 Wednesday | -11.4% | -0.5% | +2.3% | +5.1% | +5.8% | +9.5% | -1.7% | 39% | Strong Down / High (>25) | +1% | |
| 2025-01-30 Thursday | +16.9% | -0.5% | -0.4% | -2.6% | +1.0% | +2.7% | -4.3% | 30% | Mild Down / Medium (15-25) | +2% | |
| 2024-10-29 Tuesday | 1 | -5.9% | -1.6% | -2.2% | -1.6% | +4.4% | +3.7% | -5.0% | 59% | Strong Up / Medium (15-25) | -0% |
| 2024-07-24 Wednesday | +15.8% | -0.7% | +0.6% | +1.3% | +4.4% | +6.0% | -4.7% | 25% | Mild Down / Medium (15-25) | +0% | |
| 2024-04-25 Thursday | -6.8% | +0.1% | -1.1% | -1.1% | +1.5% | +1.9% | -4.2% | 22% | Mild Down / Medium (15-25) | +2% | |
| 2024-02-06 Tuesday | +6.7% | +0.8% | +1.2% | -0.1% | -4.0% | +2.5% | -9.5% | 15% | Strong Up / Low (<15) | +4% | |
| 2023-10-30 Monday | -3.0% | -0.1% | +3.7% | +3.4% | +8.5% | +13.7% | -0.2% | 21% | Mild Down / Medium (15-25) | +2% | |
| 2023-07-26 Wednesday | +4.7% | +0.1% | -0.2% | -0.7% | +1.3% | +1.2% | -4.9% | 19% | Mild Up / Low (<15) | +6% | |
| 2023-05-01 Monday | -8.8% | -0.7% | +1.9% | +1.4% | +2.2% | +5.3% | -1.1% | 31% | Mild Up / Medium (15-25) | +4% | |
| 2023-02-13 Monday | -0.6% | -0.2% | -1.8% | -0.5% | +0.7% | +0.1% | -4.1% | 18% | Strong Up / Medium (15-25) | +4% | |
| 2022-10-27 Thursday | +12.8% | -0.9% | +0.4% | -2.3% | +3.6% | +4.5% | -2.9% | 42% | Mild Up / High (>25) | +6% | |
| 2022-08-01 Monday | -3.9% | -0.5% | -0.5% | +1.6% | +3.0% | +5.9% | -2.2% | 28% | Strong Up / Medium (15-25) | +2% | |
| 2022-04-27 Wednesday | -8.9% | -0.4% | +1.5% | -1.5% | -4.3% | +2.4% | -7.3% | 32% | Strong Down / High (>25) | +2% | |
| 2022-02-03 Thursday | +11.9% | -1.0% | +1.2% | -0.8% | +13.8% | +18.1% | -1.3% | 32% | Strong Down / Medium (15-25) | +5% | |
| 2021-10-28 Thursday | +5.0% | +2.3% | +0.7% | -3.1% | -7.8% | +4.3% | -7.3% | 16% | Strong Up / Medium (15-25) | +3% | |
| 2021-07-26 Monday | +3.7% | -0.3% | +1.6% | +2.3% | +1.2% | +6.0% | -0.3% | 25% | Sideways / Medium (15-25) | +3% | |
| 2021-04-26 Monday | +1.8% | +0.2% | +1.3% | -0.0% | +0.1% | +3.5% | -2.6% | 16% | Strong Up / Medium (15-25) | +3% | |
| 2021-02-03 Wednesday | 1 | -6.8% | +0.2% | +0.5% | -1.6% | -8.2% | +0.8% | -9.1% | 48% | Sideways / Medium (15-25) | +3% |
| 2020-10-22 Thursday | +2.4% | +0.6% | -0.4% | -3.8% | -1.1% | +2.7% | -7.0% | 20% | Mild Up / High (>25) | +7% | |
| 2020-07-22 Wednesday | +15.0% | -1.4% | +1.0% | -1.2% | +3.1% | +4.8% | -3.8% | 25% | Strong Up / Medium (15-25) | +10% | |
| 2020-04-27 Monday | +9.1% | +1.3% | -2.6% | -1.6% | +2.3% | +2.7% | -6.3% | 32% | Strong Up / High (>25) | +3% | |
| 2020-02-03 Monday | +1.1% | +0.0% | +1.4% | +2.6% | -12.7% | +5.4% | -12.9% | 9% | Sideways / Medium (15-25) | +1% | |
| 2019-10-28 Monday | -0.4% | -0.1% | +3.8% | -1.4% | +3.6% | +8.6% | -0.5% | 18% | Strong Up / Low (<15) | +3% | |
| 2019-07-24 Wednesday | -0.7% | -0.3% | +0.4% | -1.5% | -3.9% | +1.6% | -5.6% | 14% | Strong Up / Low (<15) | +1% | |
| 2019-04-18 Thursday | -4.9% | +0.4% | -1.4% | +1.1% | +0.1% | +1.3% | -3.9% | 33% | Sideways / Low (<15) | +1% | |
| 2019-01-30 Wednesday | +8.1% | -0.7% | +0.9% | +3.6% | +9.3% | +11.5% | -0.7% | 20% | Sideways / Medium (15-25) | +3% | |
| 2018-10-24 Wednesday | -8.6% | -0.0% | +0.8% | +1.6% | -1.1% | +5.6% | -3.0% | 23% | Strong Down / High (>25) | +2% | |
| 2018-07-25 Wednesday | +20.0% | -1.1% | -0.1% | -4.0% | -1.2% | +0.7% | -7.5% | 25% | Mild Up / Low (<15) | +5% | |
| 2018-04-25 Wednesday | -2.8% | -0.2% | +1.2% | -0.6% | -0.9% | +4.8% | -1.4% | 28% | Mild Down / Medium (15-25) | +2% | |
| 2018-01-31 Wednesday | -0.3% | -2.2% | -0.4% | -3.9% | -0.5% | +2.5% | -8.1% | 13% | Strong Up / Low (<15) | +5% | |
| 2017-10-31 Tuesday | +1.6% | -9.1% | -12.5% | +1.9% | -0.9% | -6.5% | -14.3% | 13% | Strong Up / Low (<15) | +5% | |
| 2017-07-20 Thursday | -4.6% | -0.9% | -0.9% | +0.0% | +0.4% | +1.5% | -2.9% | 31% | Mild Up / Low (<15) | +3% | |
| 2017-04-27 Thursday | +0.9% | +0.8% | -0.4% | +2.1% | +7.1% | +7.3% | -1.2% | 9% | Sideways / Low (<15) | +1% | |
| 2017-01-19 Thursday | +12.8% | +0.7% | +1.5% | +0.4% | +3.3% | +5.6% | -0.1% | 28% | Mild Up / Low (<15) | +17% | |
| 2016-10-31 Monday | +9.0% | -0.3% | -1.7% | +1.2% | -1.8% | +1.5% | -3.8% | 19% | Mild Up / Medium (15-25) | +5% | |
| 2016-07-26 Tuesday | +4.5% | -0.2% | -3.0% | -3.9% | -2.5% | -0.2% | -7.6% | 22% | Strong Up / Low (<15) | +2% | |
| 2016-04-20 Wednesday | +3.2% | +0.8% | -2.1% | -0.8% | -1.2% | +0.8% | -6.5% | 23% | Mild Up / Low (<15) | +3% | |
| 2016-01-28 Thursday | -8.2% | +0.5% | +2.6% | +1.1% | +4.9% | +10.1% | -2.1% | 26% | Strong Down / Medium (15-25) | +4% | |
| 2015-10-26 Monday | +3.1% | -0.5% | +2.5% | +1.6% | +1.7% | +5.7% | -0.8% | 20% | Strong Up / Medium (15-25) | +6% | |
| 2015-07-22 Wednesday | +1.3% | +0.3% | -0.1% | -3.3% | -3.5% | +1.6% | -5.9% | 31% | Mild Down / Low (<15) | +4% | |
| 2015-04-20 Monday | +0.9% | +1.9% | +0.9% | +0.8% | +0.0% | +3.0% | -3.2% | 29% | Mild Down / Low (<15) | +4% | |
| 2015-01-29 Thursday | -0.8% | -0.6% | -1.7% | +0.1% | +8.2% | +7.8% | -4.0% | 19% | Sideways / Medium (15-25) | +2% |
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_CHKP.json.
Automated, data-driven · educational only · not financial advice.