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Earnings Analysis
Why this page exists: CLVT 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, July 29, 2026
Next confirmed CLVT 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 -0.62 (Bearish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -3.4% | 3 |
| SPY regime | Strong Down expl. | -1.9% | 1 |
| VIX level | Medium (15-25) | -0.1% | 16 |
| Earnings weekday | Wednesday expl. | -0.9% | 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
28
Avg reaction
-0.8%
Median reaction
-1.1%
Avg |move|
2.6%
Up rate
43%
Avg drift T-20
-5.0%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 28 | -5.0% | -6.5% | 12.5 | -29.3% / +19.2% | 39% |
| Drift T-5 → report | 28 | -3.0% | -4.9% | 13.9 | -26.5% / +31.3% | 39% |
| Overnight gap | 28 | -0.3% | -0.4% | 1.4 | -2.9% / +3.0% | 39% |
| Reaction day (close→close) | 28 | -0.8% | -1.1% | 3.0 | -7.2% / +4.0% | 43% |
| Follow-through +5d | 28 | +2.8% | +1.7% | 6.7 | -6.0% / +22.1% | 61% |
| Follow-through +20d | 28 | +4.2% | +3.2% | 11.4 | -18.8% / +32.9% | 57% |
| Max favorable excursion (20d) | 28 | +11.4% | +9.4% | 6.5 | +1.6% / +27.6% | 100% |
| Max adverse excursion (20d) | 28 | -9.4% | -8.5% | 5.8 | -27.0% / -0.7% | 0% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 3 | -0.7% | -1.9% | 2.2 | 33% |
| Thursday n<10 | 8 | -0.8% | -1.1% | 1.9 | 25% |
| Tuesday n<10 | 9 | -0.8% | -1.1% | 3.4 | 44% |
| Wednesday n<10 | 8 | -0.9% | +0.4% | 3.4 | 62% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 5 | +0.9% | +1.7% | 1.6 | 60% |
| Mild Down n<10 | 3 | -0.1% | -1.2% | 2.6 | 33% |
| Strong Up | 11 | -0.9% | +0.3% | 3.5 | 55% |
| Mild Up n<10 | 6 | -1.0% | -2.1% | 2.3 | 33% |
| Strong Down n<10 | 3 | -3.4% | -2.4% | 1.8 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 16 | -0.1% | +0.4% | 3.1 | 56% |
| Low (<15) n<10 | 4 | -0.6% | +0.1% | 2.4 | 50% |
| High (>25) n<10 | 8 | -2.3% | -2.2% | 2.4 | 12% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 11 | +1.9% | +3.2% | 11.2 | 64% |
| Mild Down n<10 | 3 | +1.3% | +7.2% | 9.8 | 67% |
| Sideways n<10 | 5 | -4.2% | -1.0% | 9.6 | 40% |
| Strong Down n<10 | 3 | -7.9% | -10.6% | 4.3 | 0% |
| Mild Up n<10 | 6 | -20.1% | -18.3% | 5.2 | 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 |
|---|---|---|---|---|
| 2026-04-29 | 33.2% | +0.3% | -1.1% | 0.01x |
| 2026-02-24 | 16.2% | -2.1% | +0.8% | 0.13x |
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
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-29 Wednesday | 2 | +13.0% | -1.1% | +0.3% | -3.1% | -11.2% | +6.6% | -18.5% | 78% | Strong Up / Medium (15-25) | +25% |
| 2026-02-24 Tuesday | 3 | -18.7% | +0.8% | -2.1% | +7.4% | +7.4% | +17.4% | -9.4% | 155% | Mild Up / Medium (15-25) | +22% |
| 2025-10-29 Wednesday | -7.7% | -0.9% | -7.2% | +7.4% | +15.7% | +9.2% | -8.3% | 30% | Strong Up / Medium (15-25) | +15% | |
| 2025-07-30 Wednesday | -10.2% | -0.2% | -4.9% | -1.8% | +16.4% | +12.6% | -12.1% | 38% | Strong Up / Medium (15-25) | +3% | |
| 2025-04-29 Tuesday | 3 | +7.1% | -0.5% | +2.4% | -3.2% | -1.9% | +8.6% | -5.0% | 109% | Sideways / Medium (15-25) | +21% |
| 2025-02-19 Wednesday | -11.2% | 0.0% | +1.7% | -6.0% | -9.3% | +5.9% | -16.8% | 28% | Sideways / Medium (15-25) | +4% | |
| 2024-11-06 Wednesday | 1 | -29.3% | +0.2% | -2.5% | +1.5% | +22.0% | +22.5% | -11.5% | 110% | Mild Up / Medium (15-25) | +3% |
| 2024-08-06 Tuesday | 1 | -1.8% | -1.7% | -5.9% | +22.1% | +32.9% | +27.6% | -8.0% | 62% | Strong Down / High (>25) | +11% |
| 2024-05-08 Wednesday | 1 | -17.9% | -0.5% | +1.3% | +2.4% | -7.7% | +8.0% | -10.6% | 52% | Mild Up / Low (<15) | +0% |
| 2024-02-27 Tuesday | 1 | -19.4% | -1.5% | -4.2% | -0.8% | +3.8% | +1.6% | -6.8% | 74% | Strong Up / Low (<15) | +9% |
| 2023-11-07 Tuesday | +3.1% | +1.6% | -1.1% | +5.2% | +15.3% | +17.7% | -10.1% | 41% | Sideways / Low (<15) | +17% | |
| 2023-08-03 Thursday | 1 | -24.4% | -2.3% | -2.0% | +2.3% | +8.6% | +8.6% | -8.2% | 91% | Mild Up / Medium (15-25) | +7% |
| 2023-05-09 Tuesday | -15.0% | +1.0% | +2.8% | -5.7% | +5.2% | +10.3% | -8.7% | 44% | Mild Up / Medium (15-25) | +17% | |
| 2023-03-01 Wednesday | 1 | +2.7% | -0.3% | +0.4% | -5.8% | -18.8% | +1.9% | -21.2% | 52% | Strong Up / Medium (15-25) | +22% |
| 2022-11-08 Tuesday | +4.4% | -2.2% | -4.6% | +14.3% | -2.5% | +11.6% | -7.9% | 44% | Strong Up / High (>25) | +15% | |
| 2022-08-09 Tuesday | 1 | -5.2% | +0.6% | +4.0% | +0.7% | -8.7% | +6.7% | -13.3% | 56% | Strong Up / Medium (15-25) | +7% |
| 2022-05-09 Monday | -10.6% | +1.6% | -1.9% | +0.5% | +5.8% | +4.1% | -10.3% | 49% | Strong Down / High (>25) | +19% | |
| 2022-03-10 Thursday | 1 | -11.4% | +0.9% | -2.4% | +10.1% | +17.2% | +19.5% | -4.9% | 67% | Strong Down / High (>25) | +6% |
| 2021-10-28 Thursday | +5.1% | -0.5% | +1.9% | +1.9% | -1.3% | +6.0% | -4.7% | 31% | Strong Up / Medium (15-25) | +2% | |
| 2021-07-29 Thursday | -19.1% | -0.9% | +2.4% | +5.3% | +9.4% | +13.7% | -1.6% | 36% | Sideways / Medium (15-25) | -- | |
| 2021-05-10 Monday | +7.2% | -2.1% | -2.6% | +5.2% | +21.1% | +25.1% | -4.0% | 24% | Mild Down / Medium (15-25) | +13% | |
| 2021-02-25 Thursday | 2 | -15.2% | -2.8% | -3.6% | -3.5% | +5.5% | +14.0% | -11.8% | 78% | Mild Up / High (>25) | +35% |
| 2020-10-29 Thursday | -12.5% | -0.9% | -1.2% | +11.3% | -1.3% | +14.9% | -5.9% | 33% | Mild Down / High (>25) | -7% | |
| 2020-07-30 Thursday | 1 | +19.2% | +3.0% | -0.3% | +7.4% | +2.1% | +9.1% | -2.6% | 74% | Strong Up / Medium (15-25) | +27% |
| 2020-05-04 Monday | +15.9% | +0.7% | +2.4% | -4.7% | -4.7% | +4.3% | -9.6% | 51% | Strong Up / High (>25) | -23% | |
| 2020-02-27 Thursday | -1.0% | -2.9% | -1.0% | +10.5% | -0.9% | +13.4% | -27.0% | 38% | Sideways / High (>25) | -19% | |
| 2019-11-05 Tuesday | +3.2% | +1.0% | +1.7% | -1.6% | +2.5% | +9.7% | -0.7% | 26% | Strong Up / Low (<15) | +118% | |
| 2019-08-07 Wednesday | +9.2% | +1.0% | +3.6% | -0.3% | -5.7% | +7.6% | -3.3% | 27% | Mild Down / Medium (15-25) | +77% |
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_CLVT.json.
Automated, data-driven · educational only · not financial advice.