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Earnings Analysis
Why this page exists: DBD 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 DBD 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 -0.71 (Bearish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -12.2% | 1 |
| VIX level | Medium (15-25) expl. | +2.0% | 7 |
| Earnings weekday | Wednesday expl. | +0.1% | 6 |
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
10
Avg reaction
+1.4%
Median reaction
+1.4%
Avg |move|
4.7%
Up rate
80%
Avg drift T-20
+6.5%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 10 | +6.5% | +6.1% | 7.0 | -4.0% / +18.8% | 70% |
| Drift T-5 → report | 10 | +2.6% | +6.4% | 7.2 | -9.1% / +10.1% | 60% |
| Overnight gap | 10 | +1.6% | +0.7% | 2.4 | -0.1% / +8.0% | 80% |
| Reaction day (close→close) | 10 | +1.4% | +1.4% | 5.8 | -12.2% / +10.1% | 80% |
| Follow-through +5d | 10 | +1.8% | +1.3% | 4.3 | -4.7% / +8.4% | 70% |
| Follow-through +20d | 10 | +3.6% | +1.9% | 9.7 | -11.2% / +18.8% | 50% |
| Max favorable excursion (20d) | 10 | +10.4% | +8.3% | 7.5 | +3.1% / +30.8% | 100% |
| Max adverse excursion (20d) | 10 | -5.5% | -5.2% | 6.7 | -15.9% / +8.0% | 20% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday n<10 | 4 | +3.3% | +3.8% | 5.5 | 75% |
| Wednesday n<10 | 6 | +0.1% | +1.3% | 5.7 | 83% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 3 | +5.9% | +6.2% | 3.6 | 100% |
| Mild Up n<10 | 1 | +3.7% | +3.7% | 0.0 | 100% |
| Strong Up n<10 | 5 | +0.9% | +1.3% | 3.2 | 80% |
| Strong Down n<10 | 1 | -12.2% | -12.2% | 0.0 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) n<10 | 2 | +5.7% | +5.7% | 4.4 | 100% |
| Medium (15-25) n<10 | 7 | +2.0% | +1.4% | 3.3 | 86% |
| High (>25) n<10 | 1 | -12.2% | -12.2% | 0.0 | 0% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 1 | +10.0% | +10.0% | 0.0 | 100% |
| Sideways n<10 | 3 | +7.5% | +8.5% | 3.2 | 100% |
| Strong Up n<10 | 5 | +5.7% | -0.0% | 9.3 | 40% |
| Strong Down n<10 | 1 | +3.8% | +3.8% | 0.0 | 100% |
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 |
|---|---|---|---|---|
| 2026-04-30 | 7.0% | +1.4% | +0.5% | 0.20x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-30 Thursday | -1.1% | +0.5% | +1.4% | +1.4% | +4.2% | +6.6% | -11.8% | 42% | Strong Up / Medium (15-25) | +9% | |
| 2026-02-12 Thursday | +8.5% | +3.5% | +6.2% | +1.2% | -9.7% | +11.7% | -4.5% | 32% | Sideways / Medium (15-25) | +67% | |
| 2025-11-05 Wednesday | 1 | +10.0% | 0.0% | +3.7% | -0.6% | -1.4% | +6.0% | -5.5% | 56% | Mild Up / Medium (15-25) | +48% |
| 2025-08-06 Wednesday | -0.0% | +0.9% | +0.9% | +3.3% | -0.4% | +6.7% | -1.1% | 32% | Strong Up / Medium (15-25) | +3% | |
| 2025-05-07 Wednesday | 1 | +18.8% | +1.7% | +5.4% | +5.4% | +7.2% | +13.7% | +1.7% | 48% | Strong Up / Medium (15-25) | -76% |
| 2025-02-12 Wednesday | +10.8% | +0.3% | +1.4% | -4.5% | -11.2% | +3.1% | -10.6% | 35% | Sideways / Medium (15-25) | -6% | |
| 2024-11-07 Thursday | 1 | -4.0% | +0.1% | -4.6% | -4.7% | +14.2% | +11.3% | -10.6% | 58% | Strong Up / Medium (15-25) | -39% |
| 2024-08-07 Wednesday | 1 | +3.8% | -0.1% | -12.2% | +8.4% | +18.8% | +9.8% | -15.9% | 65% | Strong Down / High (>25) | +10% |
| 2024-05-02 Thursday | 1 | +3.1% | +8.0% | +10.1% | +7.9% | +15.1% | +30.8% | +8.0% | 48% | Sideways / Low (<15) | +423% |
| 2024-02-14 Wednesday | +14.9% | +0.9% | +1.3% | +0.8% | -0.3% | +4.9% | -4.9% | 32% | Strong Up / Low (<15) | +111% |
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_DBD.json.
Automated, data-driven · educational only · not financial advice.