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Earnings Analysis
Why this page exists: CPSH 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 CPSH 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 -1.00 (Bearish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| VIX level | Medium (15-25) expl. | -21.0% | 2 |
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
2
Avg reaction
-21.0%
Median reaction
-21.0%
Avg |move|
21.0%
Up rate
0%
Avg drift T-20
-3.0%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 2 | -3.0% | -3.0% | 8.6 | -11.6% / +5.6% | 50% |
| Drift T-5 → report | 2 | +1.8% | +1.8% | 6.8 | -5.0% / +8.5% | 50% |
| Overnight gap | 2 | -15.8% | -15.8% | 7.9 | -23.7% / -7.8% | 0% |
| Reaction day (close→close) | 2 | -21.0% | -21.0% | 5.1 | -26.1% / -15.9% | 0% |
| Follow-through +5d | 2 | +7.3% | +7.3% | 11.1 | -3.8% / +18.4% | 50% |
| Follow-through +20d | 2 | +70.3% | +70.3% | 82.9 | -12.6% / +153.2% | 50% |
| Max favorable excursion (20d) | 2 | +93.3% | +93.3% | 98.0 | -4.7% / +191.3% | 50% |
| Max adverse excursion (20d) | 2 | -31.2% | -31.2% | 3.9 | -35.0% / -27.3% | 0% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 2 | -21.0% | -21.0% | 5.1 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 1 | -15.9% | -15.9% | 0.0 | 0% |
| Strong Up n<10 | 1 | -26.1% | -26.1% | 0.0 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) n<10 | 2 | -21.0% | -21.0% | 5.1 | 0% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 1 | +5.6% | +5.6% | 0.0 | 100% |
| Mild Down n<10 | 1 | -11.6% | -11.6% | 0.0 | 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 |
|---|---|---|---|---|
| 2026-05-04 | 18.2% | -26.1% | -23.7% | 1.43x |
| 2026-03-02 | 57.8% | -15.9% | -7.8% | 0.27x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-04 Monday | 1 | +5.6% | -23.7% | -26.1% | +18.4% | +153.2% | +191.3% | -35.0% | 58% | Strong Up / Medium (15-25) | -300% |
| 2026-03-02 Monday | 2 | -11.6% | -7.8% | -15.9% | -3.8% | -12.6% | -4.7% | -27.3% | 83% | Mild Down / Medium (15-25) | -- |
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_CPSH.json.
Automated, data-driven · educational only · not financial advice.