Tour
396
Earnings Analysis
Why this page exists: CVLT 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
Tuesday, July 28, 2026
Next confirmed CVLT 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 +0.06 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +0.9% | 5 |
| VIX level | Medium (15-25) | -0.2% | 24 |
| Earnings weekday | Tuesday | -0.2% | 39 |
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
-0.0%
Avg |move|
2.1%
Up rate
46%
Avg drift T-20
+0.4%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +0.4% | +2.7% | 12.8 | -30.6% / +30.3% | 59% |
| Drift T-5 → report | 46 | +0.4% | +0.4% | 10.3 | -23.8% / +25.2% | 52% |
| Overnight gap | 46 | +0.3% | +0.1% | 1.3 | -2.9% / +3.6% | 59% |
| Reaction day (close→close) | 46 | -0.3% | -0.0% | 2.9 | -8.3% / +5.4% | 46% |
| Follow-through +5d | 46 | +0.6% | +0.9% | 4.3 | -9.0% / +13.9% | 63% |
| Follow-through +20d | 46 | +2.0% | +2.2% | 7.0 | -11.8% / +19.9% | 65% |
| Max favorable excursion (20d) | 46 | +7.3% | +5.9% | 4.9 | -0.2% / +20.8% | 98% |
| Max adverse excursion (20d) | 46 | -6.0% | -4.6% | 4.5 | -20.2% / +0.5% | 4% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday | 39 | -0.2% | +0.1% | 2.9 | 51% |
| Wednesday n<10 | 7 | -0.3% | -1.3% | 2.5 | 14% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 12 | +1.0% | +1.2% | 2.5 | 67% |
| Strong Down n<10 | 5 | +0.9% | +0.9% | 2.4 | 60% |
| Sideways | 14 | +0.2% | -0.0% | 2.7 | 43% |
| Mild Down n<10 | 5 | -1.7% | +0.2% | 3.4 | 60% |
| Mild Up | 10 | -2.2% | -2.2% | 1.9 | 10% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 15 | -0.1% | -0.1% | 2.2 | 33% |
| Medium (15-25) | 24 | -0.2% | +0.0% | 2.9 | 50% |
| High (>25) n<10 | 7 | -0.5% | +0.5% | 3.6 | 57% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 12 | +8.0% | +10.7% | 13.3 | 75% |
| Mild Up | 10 | -1.3% | +2.2% | 9.8 | 60% |
| Strong Down n<10 | 5 | -2.0% | -7.7% | 13.8 | 20% |
| Sideways | 14 | -2.4% | +2.7% | 12.8 | 64% |
| Mild Down n<10 | 5 | -4.1% | -2.6% | 6.8 | 40% |
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 |
|---|---|---|---|---|
| 2026-04-28 | 9.6% | +3.3% | +0.5% | 0.34x |
| 2026-01-27 | 13.2% | +0.8% | +3.6% | 0.06x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-28 Tuesday | 2 | +30.3% | +0.5% | +3.3% | +1.6% | +6.0% | +11.7% | -1.1% | 62% | Strong Up / Medium (15-25) | +18% |
| 2026-01-27 Tuesday | 1 | -30.6% | +3.6% | +0.8% | -9.0% | -3.7% | +5.3% | -10.8% | 133% | Sideways / Medium (15-25) | +19% |
| 2025-10-28 Tuesday | 1 | -22.8% | -0.0% | -3.9% | -3.1% | -11.6% | +0.1% | -20.2% | 71% | Mild Up / Medium (15-25) | -3% |
| 2025-07-29 Tuesday | 1 | +10.9% | +1.8% | +0.1% | -5.2% | -8.1% | +3.8% | -10.2% | 64% | Strong Up / Medium (15-25) | +4% |
| 2025-04-29 Tuesday | 1 | +7.0% | -1.8% | -0.9% | +3.1% | +5.8% | +8.4% | -4.0% | 73% | Sideways / Medium (15-25) | +11% |
| 2025-01-28 Tuesday | +1.6% | +0.0% | -8.3% | +13.9% | +17.1% | +18.8% | -8.7% | 33% | Mild Down / Medium (15-25) | +8% | |
| 2024-10-29 Tuesday | 1 | +13.3% | -0.5% | -4.4% | -1.8% | +9.5% | +5.3% | -9.6% | 88% | Strong Up / Medium (15-25) | +10% |
| 2024-07-30 Tuesday | 1 | +24.4% | +1.5% | +1.0% | -7.3% | -0.9% | +3.1% | -15.9% | 76% | Strong Down / Medium (15-25) | +16% |
| 2024-04-30 Tuesday | +3.4% | +0.6% | +0.2% | +6.1% | +8.2% | +10.6% | -0.9% | 21% | Mild Down / Medium (15-25) | +8% | |
| 2024-01-30 Tuesday | +10.3% | +3.2% | +4.1% | +1.4% | +3.9% | +9.6% | +0.3% | 34% | Strong Up / Low (<15) | +7% | |
| 2023-10-31 Tuesday | -2.6% | -0.1% | +0.2% | +6.0% | +11.7% | +13.3% | -1.6% | 22% | Mild Down / Medium (15-25) | +9% | |
| 2023-08-01 Tuesday | +1.3% | -0.4% | -4.0% | -2.3% | -2.4% | -0.2% | -8.0% | 25% | Mild Up / Low (<15) | +12% | |
| 2023-05-02 Tuesday | +8.0% | +0.7% | -0.3% | +1.1% | +13.8% | +14.0% | -1.7% | 24% | Sideways / Medium (15-25) | +17% | |
| 2023-01-31 Tuesday | 1 | -1.0% | -0.6% | +1.9% | +2.0% | -7.2% | +7.5% | -6.2% | 61% | Strong Up / Medium (15-25) | -5% |
| 2022-11-01 Tuesday | +13.2% | -0.0% | +0.5% | +1.2% | +3.7% | +9.2% | -2.3% | 25% | Sideways / High (>25) | +14% | |
| 2022-07-26 Tuesday | -15.2% | -0.1% | -0.0% | +0.3% | +2.7% | +10.1% | -2.5% | 60% | Sideways / Medium (15-25) | +1% | |
| 2022-05-03 Tuesday | -7.7% | +0.3% | +0.9% | -5.8% | -0.7% | +1.6% | -10.3% | 30% | Strong Down / High (>25) | +18% | |
| 2022-01-25 Tuesday | -3.0% | +0.8% | -1.4% | +0.5% | -9.4% | +2.8% | -10.9% | 24% | Strong Down / High (>25) | +4% | |
| 2021-10-26 Tuesday | 1 | -19.7% | -2.9% | -0.1% | +5.5% | +3.1% | +13.4% | -2.9% | 80% | Strong Up / Medium (15-25) | -16% |
| 2021-07-27 Tuesday | -7.5% | +0.2% | +1.1% | +1.2% | +2.2% | +4.2% | -2.7% | 40% | Mild Down / Medium (15-25) | +19% | |
| 2021-05-04 Tuesday | +6.1% | -0.9% | -3.9% | -3.6% | +11.1% | +9.1% | -9.9% | 26% | Mild Up / Medium (15-25) | +24% | |
| 2021-01-27 Wednesday | +5.9% | +1.9% | +5.4% | +2.0% | +2.2% | +20.8% | -3.4% | 27% | Sideways / High (>25) | +21% | |
| 2020-10-27 Tuesday | +3.2% | -0.4% | -5.8% | +5.8% | +19.9% | +15.7% | -7.7% | 27% | Sideways / High (>25) | +29% | |
| 2020-07-28 Tuesday | +12.4% | +1.8% | +1.8% | +1.2% | -0.8% | +3.7% | -3.1% | 38% | Strong Up / High (>25) | +214% | |
| 2020-05-12 Tuesday | 1 | -10.4% | -2.6% | -5.1% | +0.4% | +11.7% | +12.1% | -7.8% | 79% | Mild Up / High (>25) | -21% |
| 2020-01-29 Wednesday | +3.1% | -2.5% | -1.9% | +10.1% | -6.6% | +13.5% | -8.6% | 23% | Mild Up / Medium (15-25) | +4% | |
| 2019-10-29 Tuesday | +10.5% | +1.0% | +2.3% | -0.8% | +0.3% | +3.1% | -2.6% | 23% | Strong Up / Low (<15) | +50% | |
| 2019-07-30 Tuesday | 1 | -10.0% | -0.4% | +1.3% | -6.3% | -7.8% | +5.7% | -9.2% | 44% | Mild Up / Low (<15) | -12% |
| 2019-04-30 Tuesday | 1 | -19.8% | +0.1% | 0.0% | -1.7% | -11.8% | +3.7% | -12.9% | 57% | Sideways / Low (<15) | -3% |
| 2019-01-29 Tuesday | +9.8% | +1.9% | +3.5% | +3.2% | +2.7% | +9.1% | +0.5% | 27% | Sideways / Medium (15-25) | +28% | |
| 2018-10-30 Tuesday | -15.9% | -0.4% | +5.2% | +0.9% | +1.1% | +10.0% | -2.2% | 36% | Strong Down / Medium (15-25) | +8% | |
| 2018-07-24 Tuesday | -3.2% | 0.0% | -1.2% | -0.1% | -0.2% | +3.5% | -4.9% | 23% | Mild Up / Low (<15) | +35% | |
| 2018-05-01 Tuesday | +3.5% | +0.3% | +0.1% | +1.8% | +1.3% | +4.6% | -1.3% | 23% | Sideways / Medium (15-25) | -7% | |
| 2018-01-24 Wednesday | +4.9% | +0.9% | 0.0% | -2.7% | -3.4% | +2.9% | -11.8% | 29% | Strong Up / Low (<15) | -4% | |
| 2017-10-24 Tuesday | -13.3% | -0.4% | -2.1% | +1.3% | +6.0% | +6.1% | -4.3% | 39% | Strong Up / Low (<15) | -17% | |
| 2017-07-25 Tuesday | +8.0% | +0.2% | -2.4% | -2.1% | -3.8% | +0.2% | -10.3% | 23% | Mild Up / Low (<15) | +14% | |
| 2017-05-03 Wednesday | +10.6% | +0.8% | -0.1% | +3.1% | +1.2% | +4.5% | -2.4% | 30% | Mild Up / Low (<15) | +12% | |
| 2017-01-25 Wednesday | -3.0% | +0.0% | -2.7% | -1.8% | +2.5% | +1.3% | -7.2% | 42% | Sideways / Low (<15) | +9% | |
| 2016-10-25 Tuesday | +3.9% | -0.9% | -1.1% | -3.9% | +3.9% | +2.8% | -9.8% | 24% | Mild Up / Low (<15) | +25% | |
| 2016-07-26 Tuesday | +23.1% | +0.7% | +0.7% | -3.0% | +0.6% | +2.6% | -3.8% | 21% | Strong Up / Low (<15) | +22% | |
| 2016-05-03 Tuesday | +2.2% | +0.8% | -1.3% | +3.9% | +9.5% | +8.4% | -2.1% | 25% | Sideways / Medium (15-25) | +43% | |
| 2016-01-27 Wednesday | 1 | -8.1% | +3.0% | -1.3% | +6.5% | +4.9% | +9.6% | -7.5% | 71% | Strong Down / Medium (15-25) | +40% |
| 2015-10-27 Tuesday | +13.8% | -0.3% | +4.6% | +0.9% | +0.1% | +7.3% | -1.9% | 22% | Strong Up / Medium (15-25) | +19% | |
| 2015-07-28 Tuesday | 1 | -19.0% | +0.8% | +3.6% | +4.6% | -4.5% | +12.7% | -2.1% | 47% | Sideways / Low (<15) | -50% |
| 2015-05-05 Tuesday | +1.4% | +0.1% | -0.7% | +0.1% | +4.1% | +5.6% | -2.5% | 30% | Sideways / Low (<15) | -15% | |
| 2015-01-28 Wednesday | -15.5% | +0.5% | -1.9% | +0.0% | +5.4% | +3.5% | -6.8% | 23% | Mild Down / 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_CVLT.json.
Automated, data-driven · educational only · not financial advice.