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Earnings Analysis
Why this page exists: CTSH 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 CTSH 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 -0.16 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -2.1% | 5 |
| VIX level | Medium (15-25) | +0.7% | 27 |
| Earnings weekday | Wednesday | -0.2% | 32 |
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
-0.6%
Median reaction
+0.0%
Avg |move|
3.4%
Up rate
50%
Avg drift T-20
+1.9%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +1.9% | +0.9% | 7.7 | -13.9% / +21.7% | 54% |
| Drift T-5 → report | 46 | +0.6% | +1.4% | 5.2 | -13.3% / +9.3% | 59% |
| Overnight gap | 46 | -0.3% | +0.1% | 4.4 | -13.5% / +7.4% | 57% |
| Reaction day (close→close) | 46 | -0.6% | +0.0% | 4.7 | -13.8% / +9.9% | 50% |
| Follow-through +5d | 46 | +0.1% | +0.3% | 3.6 | -11.2% / +6.5% | 57% |
| Follow-through +20d | 46 | +1.3% | +1.2% | 6.6 | -15.8% / +21.1% | 57% |
| Max favorable excursion (20d) | 46 | +4.9% | +5.5% | 4.8 | -5.4% / +12.6% | 83% |
| Max adverse excursion (20d) | 46 | -5.7% | -4.6% | 6.2 | -21.3% / +4.6% | 11% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday n<10 | 2 | +1.4% | +1.4% | 2.4 | 50% |
| Friday n<10 | 3 | -0.1% | +0.5% | 1.7 | 67% |
| Wednesday | 32 | -0.2% | +0.2% | 5.1 | 53% |
| Monday n<10 | 4 | -2.2% | -2.9% | 1.4 | 25% |
| Thursday n<10 | 5 | -2.8% | -2.7% | 4.6 | 40% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up | 12 | +1.3% | +0.4% | 3.7 | 58% |
| Mild Down n<10 | 5 | +0.1% | +0.2% | 1.2 | 60% |
| Strong Up | 16 | -0.5% | -0.7% | 2.9 | 44% |
| Strong Down n<10 | 5 | -2.1% | -2.5% | 6.1 | 40% |
| Sideways n<10 | 8 | -2.9% | -2.7% | 7.3 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 27 | +0.7% | +0.3% | 4.2 | 59% |
| Low (<15) | 13 | -0.8% | +0.5% | 3.5 | 54% |
| High (>25) n<10 | 6 | -5.7% | -3.0% | 5.4 | 0% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up | 12 | +6.0% | +5.9% | 6.1 | 83% |
| Strong Up | 16 | +3.5% | +2.9% | 8.1 | 62% |
| Mild Down n<10 | 5 | -1.9% | -3.8% | 7.5 | 40% |
| Sideways n<10 | 8 | -1.9% | -0.8% | 3.7 | 25% |
| Strong Down n<10 | 5 | -2.6% | -3.1% | 7.6 | 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 |
|---|---|---|---|---|
| 2026-04-29 | 9.9% | -3.3% | -0.3% | 0.33x |
| 2026-02-04 | 7.9% | +0.2% | +0.2% | 0.02x |
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 | -10.8% | -0.3% | -3.3% | -3.0% | +2.5% | -0.1% | -16.9% | 34% | Strong Up / Medium (15-25) | +5% | |
| 2026-02-04 Wednesday | 1 | -9.3% | +0.2% | +0.2% | -7.7% | -14.0% | +2.1% | -21.3% | 45% | Mild Down / Medium (15-25) | +2% |
| 2025-10-29 Wednesday | +7.8% | 0.0% | +0.7% | +3.4% | +7.2% | +8.3% | -1.3% | 29% | Strong Up / Medium (15-25) | +7% | |
| 2025-07-30 Wednesday | -8.6% | -0.2% | -2.4% | -1.2% | +1.2% | +2.0% | -7.6% | 20% | Strong Up / Medium (15-25) | +4% | |
| 2025-04-30 Wednesday | -3.8% | +4.3% | +2.3% | +3.6% | +7.6% | +11.8% | +2.1% | 50% | Sideways / Medium (15-25) | +3% | |
| 2025-02-05 Wednesday | +10.1% | +0.7% | +4.2% | +1.1% | -3.7% | +8.6% | -1.2% | 11% | Strong Down / Medium (15-25) | +8% | |
| 2024-10-30 Wednesday | -3.1% | +4.7% | +0.3% | +6.5% | +8.7% | +10.8% | -1.7% | 19% | Strong Up / Medium (15-25) | +9% | |
| 2024-07-31 Wednesday | +10.3% | +3.1% | +0.8% | -4.1% | +1.1% | +6.1% | -5.5% | 23% | Mild Down / Medium (15-25) | +5% | |
| 2024-05-01 Wednesday | -9.0% | +3.1% | +1.4% | +2.2% | -1.8% | +8.2% | -1.1% | 13% | Mild Down / Medium (15-25) | +1% | |
| 2024-02-06 Tuesday | +6.8% | -3.9% | -0.9% | -3.2% | -1.3% | +2.1% | -5.0% | 22% | Strong Up / Low (<15) | +14% | |
| 2023-11-01 Wednesday | -3.8% | -3.6% | -2.0% | +2.9% | +11.0% | +11.0% | -4.3% | 18% | Mild Down / Medium (15-25) | +6% | |
| 2023-08-02 Wednesday | -0.3% | +7.1% | +7.8% | -0.8% | +1.9% | +11.3% | +4.6% | 19% | Mild Up / Medium (15-25) | +11% | |
| 2023-05-03 Wednesday | -3.0% | +5.6% | +6.8% | -0.5% | -0.6% | +11.1% | +2.3% | 16% | Sideways / Medium (15-25) | +6% | |
| 2023-02-02 Thursday | +21.7% | -6.6% | -3.5% | -2.3% | -7.9% | -1.7% | -12.1% | 32% | Strong Up / Medium (15-25) | -2% | |
| 2022-11-02 Wednesday | -0.6% | -13.5% | -13.8% | +4.0% | +21.1% | +6.0% | -14.8% | 26% | Sideways / High (>25) | +1% | |
| 2022-07-27 Wednesday | +3.2% | -7.5% | -4.9% | +2.8% | -0.9% | +0.2% | -7.5% | 23% | Strong Up / Medium (15-25) | +4% | |
| 2022-05-04 Wednesday | -2.8% | -6.7% | -12.8% | -1.7% | +2.2% | -5.1% | -17.5% | 29% | Strong Down / High (>25) | +4% | |
| 2022-02-02 Wednesday | -3.5% | -1.1% | -2.5% | +6.5% | +2.5% | +4.8% | -6.4% | 24% | Strong Down / Medium (15-25) | +6% | |
| 2021-10-27 Wednesday | +2.8% | +3.0% | -0.5% | +3.0% | +4.7% | +6.9% | -1.7% | 16% | Strong Up / Medium (15-25) | +1% | |
| 2021-07-28 Wednesday | -0.9% | +7.4% | +5.9% | -0.5% | +5.2% | +12.6% | +3.6% | 17% | Sideways / Medium (15-25) | +3% | |
| 2021-05-05 Wednesday | +2.8% | -7.7% | -7.8% | -5.8% | -5.4% | -5.4% | -14.8% | 15% | Sideways / Medium (15-25) | +3% | |
| 2021-02-03 Wednesday | -0.4% | -6.3% | -5.9% | +1.8% | -2.8% | -2.3% | -9.5% | 27% | Sideways / Medium (15-25) | -25% | |
| 2020-10-28 Wednesday | +2.4% | +5.2% | -0.1% | +2.8% | +10.9% | +11.4% | -1.6% | 26% | Mild Down / High (>25) | +7% | |
| 2020-07-29 Wednesday | +14.0% | +6.4% | +6.8% | -2.5% | -1.7% | +7.2% | +0.8% | 26% | Strong Up / Medium (15-25) | +18% | |
| 2020-05-07 Thursday | +14.3% | -6.4% | -2.7% | -11.2% | +1.6% | +1.2% | -19.4% | 44% | Strong Up / High (>25) | +3% | |
| 2020-02-05 Wednesday | +7.7% | +3.2% | +9.9% | -2.8% | -15.8% | +10.0% | -9.2% | 16% | Mild Up / Medium (15-25) | +3% | |
| 2019-10-30 Wednesday | -0.1% | +0.2% | +1.8% | +2.2% | +5.6% | +7.5% | -0.0% | 15% | Strong Up / Low (<15) | +3% | |
| 2019-07-31 Wednesday | +1.2% | +2.8% | +1.9% | -6.3% | -9.0% | +4.2% | -8.8% | 13% | Mild Up / Medium (15-25) | +2% | |
| 2019-05-02 Thursday | -10.2% | -9.8% | -11.1% | -0.2% | +4.9% | -5.2% | -14.8% | 32% | Sideways / Low (<15) | -12% | |
| 2019-02-06 Wednesday | +15.8% | -0.4% | -2.0% | +0.8% | -0.6% | -0.1% | -4.7% | 23% | Mild Up / Medium (15-25) | +7% | |
| 2018-10-30 Tuesday | -13.9% | +0.1% | +3.8% | +0.9% | +2.8% | +8.0% | -0.3% | 29% | Strong Down / Medium (15-25) | +5% | |
| 2018-08-02 Thursday | -3.8% | +0.9% | +1.2% | -2.0% | -0.3% | +2.6% | -3.5% | 27% | Mild Up / Low (<15) | +8% | |
| 2018-05-07 Monday | -1.3% | -0.3% | -3.0% | +0.4% | +2.2% | +0.1% | -4.8% | 24% | Strong Up / Low (<15) | +0% | |
| 2018-02-07 Wednesday | +4.2% | +0.2% | -1.8% | +6.2% | +11.0% | +9.8% | -3.2% | 21% | Mild Up / High (>25) | +7% | |
| 2017-11-01 Wednesday | +1.2% | +0.8% | +1.1% | +0.0% | -2.6% | +3.0% | -2.6% | 13% | Strong Up / Low (<15) | +3% | |
| 2017-08-03 Thursday | +5.5% | +1.2% | +1.8% | -1.6% | -0.4% | +3.0% | -0.8% | 12% | Strong Up / Low (<15) | +4% | |
| 2017-05-05 Friday | +8.7% | -0.1% | +1.7% | +0.2% | +5.3% | +7.6% | -0.3% | 16% | Mild Up / Low (<15) | +1% | |
| 2017-02-08 Wednesday | -0.4% | +1.0% | +2.8% | +0.2% | -0.6% | +7.0% | -0.3% | 30% | Strong Up / Low (<15) | +1% | |
| 2016-11-07 Monday | +8.5% | -0.0% | +0.3% | -1.7% | +0.8% | +6.8% | -6.2% | 22% | Mild Up / Medium (15-25) | +2% | |
| 2016-08-05 Friday | +3.1% | -0.1% | -2.3% | -0.2% | +0.1% | -0.0% | -5.7% | 15% | Strong Up / Low (<15) | +7% | |
| 2016-05-06 Friday | +0.7% | +0.0% | +0.5% | +0.9% | -0.8% | +4.4% | -1.8% | 22% | Sideways / Low (<15) | +2% | |
| 2016-02-08 Monday | -3.1% | -1.4% | -3.2% | +5.1% | +6.9% | +8.1% | -5.2% | 48% | Strong Down / High (>25) | +3% | |
| 2015-11-04 Wednesday | +1.3% | +1.0% | +0.5% | +1.1% | -8.2% | +3.6% | -8.5% | 24% | Mild Up / Medium (15-25) | -0% | |
| 2015-08-05 Wednesday | +14.1% | +0.8% | -0.4% | +0.6% | -6.8% | +1.7% | -14.6% | 24% | Mild Up / Low (<15) | +8% | |
| 2015-05-04 Monday | +0.6% | +0.1% | -2.8% | +2.8% | +7.5% | +5.1% | -4.5% | 29% | Mild Up / Low (<15) | +2% | |
| 2015-02-04 Wednesday | +13.5% | +0.1% | -0.4% | +2.2% | +8.2% | +9.2% | -2.3% | 27% | Mild Up / Medium (15-25) | +4% |
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_CTSH.json.
Automated, data-driven · educational only · not financial advice.