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Earnings Analysis
Why this page exists: DAIO 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
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 -0.46 (Bearish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -3.2% | 3 |
| VIX level | Medium (15-25) | -3.9% | 17 |
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
30
Avg reaction
-2.7%
Median reaction
-2.7%
Avg |move|
7.7%
Up rate
30%
Avg drift T-20
+0.7%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 30 | +0.7% | +1.4% | 9.8 | -21.4% / +23.5% | 60% |
| Drift T-5 → report | 30 | +1.4% | +0.9% | 6.3 | -9.9% / +17.5% | 57% |
| Overnight gap | 30 | -1.5% | -2.2% | 5.6 | -16.2% / +14.9% | 30% |
| Reaction day (close→close) | 30 | -2.7% | -2.7% | 9.7 | -24.7% / +23.4% | 30% |
| Follow-through +5d | 30 | -0.8% | -1.0% | 5.6 | -11.8% / +13.4% | 40% |
| Follow-through +20d | 30 | -0.2% | -3.6% | 11.4 | -15.6% / +25.9% | 40% |
| Max favorable excursion (20d) | 30 | +8.6% | +4.1% | 13.5 | -9.4% / +54.3% | 77% |
| Max adverse excursion (20d) | 30 | -13.6% | -15.8% | 10.2 | -30.7% / +14.0% | 7% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Friday n<10 | 1 | -0.9% | -0.9% | 0.0 | 0% |
| Thursday | 27 | -2.7% | -2.9% | 10.2 | 33% |
| Tuesday n<10 | 2 | -3.2% | -3.2% | 2.3 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 11 | +1.0% | -0.9% | 8.5 | 45% |
| Mild Up n<10 | 7 | -1.2% | -2.9% | 11.7 | 43% |
| Strong Down n<10 | 3 | -3.2% | -3.3% | 0.9 | 0% |
| Mild Down n<10 | 4 | -8.0% | -7.9% | 5.3 | 0% |
| Sideways n<10 | 5 | -8.3% | -2.5% | 10.2 | 20% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 7 | +0.5% | -0.9% | 11.3 | 43% |
| Low (<15) n<10 | 6 | -3.1% | -3.3% | 7.7 | 33% |
| Medium (15-25) | 17 | -3.9% | -3.3% | 9.3 | 24% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 7 | +2.7% | +1.2% | 5.9 | 71% |
| Strong Up | 11 | +2.4% | +3.5% | 9.4 | 64% |
| Mild Down n<10 | 4 | +0.7% | -3.8% | 14.1 | 50% |
| Sideways n<10 | 5 | -2.4% | +1.6% | 6.4 | 60% |
| Strong Down n<10 | 3 | -5.2% | -1.4% | 12.0 | 33% |
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 |
|---|---|---|---|---|
| 2026-05-14 | 16.5% | +10.0% | -5.2% | 0.60x |
| 2026-02-26 | 102.5% | -1.4% | -1.8% | 0.01x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-14 Thursday | +11.5% | -5.2% | +10.0% | -4.7% | +25.9% | +54.3% | -5.2% | 50% | Strong Up / Medium (15-25) | -100% | |
| 2026-02-26 Thursday | -8.2% | -1.8% | -1.4% | -0.4% | -3.2% | +5.0% | -14.6% | 31% | Mild Down / Medium (15-25) | -135% | |
| 2025-10-30 Thursday | -7.4% | -2.2% | -2.9% | -2.0% | -5.0% | +1.0% | -20.2% | 40% | Mild Up / Medium (15-25) | -50% | |
| 2025-04-25 Friday | -9.1% | -1.7% | -0.9% | +2.6% | +13.2% | +14.3% | -4.8% | 51% | Sideways / Medium (15-25) | -233% | |
| 2024-10-24 Thursday | -5.4% | +3.7% | +4.5% | +6.3% | +2.0% | +11.5% | 0.0% | 38% | Strong Up / Medium (15-25) | -400% | |
| 2024-07-25 Thursday | -1.4% | -4.3% | -4.3% | -3.4% | -3.8% | -2.5% | -17.9% | 28% | Strong Down / Medium (15-25) | -80% | |
| 2024-04-25 Thursday | +0.6% | -2.2% | -11.6% | -7.6% | -5.1% | -2.2% | -21.7% | 36% | Mild Down / Medium (15-25) | -350% | |
| 2024-02-22 Thursday | 1 | +15.9% | +6.3% | +8.4% | -0.8% | -3.6% | +11.3% | 0.0% | 50% | Strong Up / Low (<15) | +300% |
| 2023-10-26 Thursday | -13.1% | -2.5% | -4.3% | -3.2% | -4.5% | +1.5% | -11.7% | 28% | Mild Down / Medium (15-25) | -125% | |
| 2023-07-27 Thursday | +14.0% | +1.1% | -2.1% | -10.3% | -15.6% | +3.2% | -22.6% | 35% | Strong Up / Low (<15) | -- | |
| 2022-10-27 Thursday | +8.8% | +14.9% | +23.4% | +9.2% | +12.9% | +44.2% | +14.0% | 50% | Mild Up / High (>25) | +167% | |
| 2022-07-28 Thursday | +2.0% | +5.2% | +15.3% | -4.0% | -3.7% | +25.4% | +5.2% | 31% | Strong Up / Medium (15-25) | +62% | |
| 2022-04-28 Thursday | -21.4% | -5.9% | -2.0% | -0.9% | -3.6% | +1.8% | -13.5% | 44% | Strong Down / High (>25) | -320% | |
| 2022-02-24 Thursday | 1 | +10.0% | 0.0% | +1.0% | -3.7% | -7.1% | +2.9% | -10.1% | 59% | Mild Up / High (>25) | +50% |
| 2021-10-28 Thursday | -0.3% | -1.4% | -16.7% | +2.6% | -11.4% | -1.4% | -30.7% | 37% | Strong Up / Medium (15-25) | -95% | |
| 2021-07-29 Thursday | -11.2% | +3.8% | +2.0% | +2.1% | -9.1% | +12.4% | -20.7% | 39% | Sideways / Medium (15-25) | +46% | |
| 2021-04-29 Thursday | +3.5% | -0.2% | -3.9% | -1.1% | +8.3% | +16.8% | -8.2% | 29% | Strong Up / Medium (15-25) | +35% | |
| 2021-02-25 Thursday | +7.7% | -5.6% | -9.6% | -8.1% | +2.5% | +1.6% | -17.5% | 36% | Mild Up / High (>25) | -122% | |
| 2020-10-29 Thursday | 2 | +23.5% | -2.3% | -14.5% | +0.3% | +21.4% | +9.0% | -18.3% | 80% | Mild Down / High (>25) | -2% |
| 2020-08-04 Tuesday | +5.8% | +0.2% | -5.5% | +1.3% | -12.9% | +0.2% | -18.1% | 49% | Strong Up / Medium (15-25) | -16% | |
| 2020-04-30 Thursday | +3.6% | +0.7% | +6.2% | +6.5% | +3.9% | +17.4% | -5.9% | 55% | Strong Up / High (>25) | +71% | |
| 2020-03-03 Tuesday | -18.0% | -2.7% | -0.9% | -11.8% | -14.8% | +6.0% | -29.7% | 49% | Strong Up / High (>25) | +67% | |
| 2019-10-31 Thursday | -6.4% | -4.9% | -4.4% | +6.0% | +23.5% | +20.0% | -11.5% | 39% | Strong Up / Low (<15) | -811% | |
| 2019-08-01 Thursday | +1.6% | -3.9% | -2.5% | -8.1% | -13.9% | -2.5% | -18.6% | 34% | Sideways / Medium (15-25) | +156% | |
| 2019-04-25 Thursday | -1.8% | -2.8% | -9.8% | -1.4% | -14.2% | -1.9% | -23.0% | 42% | Mild Up / Low (<15) | +0% | |
| 2019-02-21 Thursday | +1.2% | +4.0% | +4.0% | +0.3% | -7.9% | +15.4% | -6.0% | 41% | Mild Up / Low (<15) | +998% | |
| 2018-11-01 Thursday | +7.1% | -2.1% | -3.3% | +4.6% | +0.4% | +1.4% | -9.4% | 67% | Strong Down / Medium (15-25) | +106% | |
| 2018-07-26 Thursday | +0.3% | -2.9% | -14.4% | -3.8% | +9.1% | -2.8% | -21.0% | 29% | Mild Up / Low (<15) | +55% | |
| 2018-04-26 Thursday | +4.5% | -16.2% | -15.7% | +13.4% | +13.7% | +5.2% | -17.0% | 43% | Sideways / Medium (15-25) | -70% | |
| 2018-02-22 Thursday | +2.0% | -14.3% | -24.7% | -3.1% | -2.9% | -9.4% | -29.2% | 49% | Sideways / Medium (15-25) | -13% |
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_DAIO.json.
Automated, data-driven · educational only · not financial advice.