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Why this page exists: CLS 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, July 27, 2026
Next confirmed CLS earnings date (source: exchange calendar).

Current regime & edge read

As of 2026-07-21: NVDA Sideways (-0.7% 20d), SPY Sideways (+0.5%), SOX Strong Down, VIX 17.0 (Medium (15-25)).
EdgeScore +0.12 (Neutral / Mixed)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeSideways expl.-1.6%9
SPY regimeSideways+0.7%22
VIX levelMedium (15-25)-1.1%23
Earnings weekdayMonday expl.+5.5%8
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
+0.3%
Median reaction
+0.1%
Avg |move|
7.2%
Up rate
50%
Avg drift T-20
+6.0%
Event-window statistics (all cycles)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report46+6.0%+4.4%15.1-13.2% / +75.1%63%
Drift T-5 → report46+2.1%+1.7%8.3-18.5% / +35.6%67%
Overnight gap46+1.5%+0.8%7.1-15.6% / +24.6%59%
Reaction day (close→close)46+0.3%+0.1%9.1-18.4% / +18.2%50%
Follow-through +5d46+2.3%+1.3%6.7-10.1% / +25.9%61%
Follow-through +20d46+4.6%+0.5%12.1-27.8% / +32.9%59%
Max favorable excursion (20d)46+12.8%+8.4%13.2-3.5% / +54.3%85%
Max adverse excursion (20d)46-7.6%-7.0%9.5-25.9% / +8.9%24%
Reaction by regime & calendar

Reaction by report weekday

BucketNMeanMedianStdWin%
Monday n<108+5.5%+7.4%10.575%
Friday n<101+2.4%+2.4%0.0100%
Thursday11-0.1%-0.4%8.945%
Wednesday20-0.3%-0.9%8.545%
Tuesday n<106-4.0%-2.3%6.033%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Mild Down n<107+4.1%+1.5%6.771%
Mild Up11+2.1%+3.3%9.255%
Strong Up14-0.5%-0.9%9.743%
Sideways n<109-1.6%-0.3%7.844%
Strong Down n<105-3.0%-1.9%9.140%

Reaction by VIX level

BucketNMeanMedianStdWin%
High (>25) n<107+2.7%+1.6%8.071%
Low (<15)16+1.3%+0.5%6.356%
Medium (15-25)23-1.1%-1.9%10.639%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Strong Up14+14.9%+8.5%21.579%
Mild Up11+6.6%+7.3%9.873%
Sideways n<109+3.0%+4.2%6.856%
Mild Down n<107-0.2%+0.5%6.457%
Strong Down n<105-5.8%-4.9%5.220%
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
Report dateExpected moveActual reactionGapActual / EM
2026-04-2712.2%-14.4%-15.6%1.18x
2026-01-2811.6%-13.1%-3.8%1.13x
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
ReportStock reactIV crushLong ATM CallLong ATM PutLong StraddleShort StraddleLong StrangleShort Strangle
2026-04-27
exp 2026-05-01 · ATM 422.5
-14.4%144.0% → 103.0% (-41 pts)-97.4%+149.3%+22.9%-22.9%+25.1%-25.1%
2026-01-28
exp 2026-01-30 · ATM 345
-13.1%194.0% → 126.0% (-68 pts)-99.5%+136.1%+17.2%-17.2%+21.5%-21.5%
How this is priced: entry legs come from our own stored option-chain snapshot on the report day (nightly quotes are frozen at the close, i.e. BEFORE the after-market announcement); exit legs from the reaction-day close snapshot. Front expiry after the reaction day, ATM = strike nearest the pre-report close, strangle = one strike out per side. Marks, not fills — spreads/slippage would reduce long-side returns. One row per earnings cycle inside our chain coverage (grows every quarter automatically).
Every earnings cycle
ReportPreDrift20GapReact+5d+20dMFEMAEHV20NVDA / VIXSurprise
2026-04-27
Monday
+50.7%-15.6%-14.4%+16.4%+2.6%+3.0%-23.1%60%Strong Up / Medium (15-25)+4%
2026-01-28
Wednesday
+13.8%-3.8%-13.1%-8.1%-7.0%-3.2%-22.8%60%Sideways / Medium (15-25)+7%
2025-10-27
Monday
+22.7%+14.6%+8.2%+6.9%-1.2%+20.4%-12.8%67%Mild Up / Medium (15-25)+6%
2025-07-28
Monday
+13.6%+7.6%+16.5%-0.3%-4.5%+26.2%-0.1%47%Strong Up / Medium (15-25)+13%
2025-04-24
Thursday
2+5.1%-2.3%-3.4%+0.2%+32.9%+30.3%-11.1%107%Mild Down / High (>25)+8%
2025-01-29
Wednesday
1+5.7%+16.5%+13.6%+25.9%-5.5%+43.6%+1.8%129%Mild Down / Medium (15-25)+5%
2024-10-23
Wednesday
+13.3%+9.1%+18.2%+2.7%+28.0%+54.3%+8.9%43%Strong Up / Medium (15-25)+11%
2024-07-24
Wednesday
1-4.3%+4.5%-4.3%+2.7%+5.1%+6.0%-24.6%56%Mild Down / Medium (15-25)+12%
2024-04-24
Wednesday
-4.9%+0.4%-1.9%+0.4%+24.6%+23.1%-5.4%49%Strong Down / Medium (15-25)+15%
2024-01-29
Monday
+10.0%+6.0%+1.7%+11.6%+26.2%+30.4%0.0%44%Strong Up / Low (<15)+12%
2023-10-25
Wednesday
+8.8%-4.2%-10.4%+6.4%+17.3%+12.2%-17.5%41%Sideways / Medium (15-25)+9%
2023-07-26
Wednesday
+15.4%+24.6%+9.4%+15.9%+22.8%+37.8%+7.7%29%Mild Up / Low (<15)+16%
2023-04-26
Wednesday
-4.8%+1.7%-4.3%-4.3%-0.4%+2.9%-10.7%28%Sideways / Medium (15-25)+3%
2023-01-25
Wednesday
+21.1%+3.6%-0.1%+2.6%-0.1%+8.6%-3.6%28%Strong Up / Medium (15-25)+4%
2022-10-24
Monday
+14.7%+14.8%+16.4%-0.9%+0.1%+24.2%+8.7%37%Mild Up / High (>25)+17%
2022-07-25
Monday
+7.0%+1.2%-6.0%+5.0%+11.1%+10.5%-13.2%34%Sideways / Medium (15-25)+4%
2022-04-27
Wednesday
-13.2%+5.4%+7.3%-1.9%-9.5%+9.5%-6.7%24%Strong Down / High (>25)+13%
2022-01-26
Wednesday
-1.8%+3.4%+6.1%+8.8%0.0%+22.1%+1.8%32%Strong Down / High (>25)+17%
2021-10-25
Monday
+0.5%+5.0%+6.6%+1.6%+11.5%+25.7%-0.4%27%Mild Up / Medium (15-25)+8%
2021-07-26
Monday
-7.9%+4.0%+15.3%+3.7%+3.8%+22.6%+4.0%32%Sideways / Medium (15-25)+23%
2021-04-28
Wednesday
+2.5%-0.7%-2.8%-2.4%+0.6%+2.8%-7.3%30%Strong Up / Medium (15-25)+8%
2021-01-26
Tuesday
+13.6%-3.5%-4.3%-0.1%+3.7%+7.1%-10.8%29%Mild Up / Medium (15-25)+6%
2020-10-28
Wednesday
-12.5%-1.3%+1.5%+0.8%+29.2%+32.8%-4.5%50%Mild Down / High (>25)+29%
2020-07-29
Wednesday
1+17.0%+3.5%+4.1%-0.2%-4.0%+7.1%-2.5%60%Strong Up / Medium (15-25)+72%
2020-04-29
Wednesday
2+75.1%-0.7%+1.6%-10.1%+8.2%+13.7%-13.4%91%Strong Up / High (>25)+48%
2020-01-29
Wednesday
+7.3%+3.7%+3.3%-0.9%-27.8%+5.0%-25.9%22%Mild Up / Medium (15-25)+20%
2019-10-24
Thursday
-7.3%-1.6%-6.5%+12.3%+18.2%+17.6%-13.5%29%Strong Up / Low (<15)+6%
2019-07-24
Wednesday
+6.9%-8.4%-1.7%+1.6%-3.1%+2.1%-9.9%28%Strong Up / Low (<15)-1%
2019-04-25
Thursday
1-12.8%-1.2%-1.9%-0.8%-8.7%+1.8%-10.7%59%Mild Up / Low (<15)-27%
2019-01-31
Thursday
+12.3%-14.0%-18.4%+1.6%+15.1%-3.2%-24.2%22%Mild Up / Medium (15-25)-5%
2018-10-24
Wednesday
+1.1%-7.1%-11.0%+5.5%-0.2%-1.4%-17.6%32%Strong Down / High (>25)-12%
2018-07-31
Tuesday
-0.3%+1.7%+1.6%+0.9%+2.7%+6.6%-1.2%16%Sideways / Low (<15)+3%
2018-04-27
Friday
+8.5%+1.3%+2.4%+3.4%+4.8%+8.3%+0.2%22%Sideways / Medium (15-25)+1%
2018-01-24
Wednesday
+4.7%-6.2%-5.5%-3.1%+0.1%-1.7%-9.6%18%Strong Up / Low (<15)-11%
2017-10-26
Thursday
-3.7%-3.5%-9.4%-8.0%+0.4%-3.5%-17.7%16%Strong Up / Low (<15)-2%
2017-07-25
Tuesday
-2.0%-0.7%-5.4%-6.6%-10.6%-0.7%-16.7%18%Mild Up / Low (<15)-1%
2017-04-20
Thursday
+0.5%+0.3%+0.4%+1.2%-4.8%+3.5%-6.2%23%Mild Down / Low (<15)+4%
2017-01-26
Thursday
+6.6%+3.5%+11.0%-3.7%-3.1%+13.9%+3.5%22%Mild Down / Low (<15)+27%
2016-10-20
Thursday
-1.9%+5.4%+10.1%+4.0%+7.6%+20.6%+3.7%15%Mild Up / Low (<15)+43%
2016-07-21
Thursday
-0.4%+6.7%+7.6%+3.3%-1.7%+13.7%+5.5%33%Strong Up / Low (<15)+4%
2016-04-21
Thursday
+2.6%+0.3%-0.4%-2.7%-7.8%+1.3%-11.4%26%Mild Up / Low (<15)+18%
2016-01-27
Wednesday
-10.0%-2.9%-15.7%+13.5%+22.7%+3.9%-17.9%43%Strong Down / Medium (15-25)-10%
2015-10-20
Tuesday
+5.1%-3.4%-16.2%-1.2%+0.5%-2.8%-18.8%22%Strong Up / Medium (15-25)-30%
2015-07-23
Thursday
-2.8%+2.9%+9.8%+2.8%-1.1%+15.5%+2.7%16%Mild Down / Low (<15)+7%
2015-04-21
Tuesday
+4.2%+0.3%+0.6%+1.5%+5.2%+7.0%-1.0%28%Sideways / Low (<15)-12%
2015-01-20
Tuesday
-2.5%-0.1%-0.3%-1.0%+6.2%+6.9%-5.7%13%Sideways / Medium (15-25)-7%
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_CLS.json.
Automated, data-driven · educational only · not financial advice.