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Earnings Analysis
Why this page exists: DDD 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
Monday, August 03, 2026
Next confirmed DDD 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 -0.40 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -14.8% | 2 |
| SPY regime | Strong Down expl. | -0.8% | 1 |
| VIX level | Medium (15-25) | -3.1% | 26 |
| Earnings weekday | Monday | +1.4% | 10 |
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
-3.7%
Median reaction
-3.6%
Avg |move|
10.9%
Up rate
26%
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% | -4.9% | 20.4 | -35.9% / +67.8% | 43% |
| Drift T-5 → report | 46 | -0.2% | +0.6% | 10.8 | -24.4% / +27.5% | 52% |
| Overnight gap | 46 | -2.5% | -0.5% | 9.7 | -29.4% / +19.4% | 41% |
| Reaction day (close→close) | 46 | -3.7% | -3.6% | 13.9 | -28.8% / +35.2% | 26% |
| Follow-through +5d | 46 | -0.3% | -3.5% | 11.7 | -23.9% / +31.2% | 35% |
| Follow-through +20d | 46 | +2.0% | -1.7% | 19.6 | -32.7% / +67.6% | 43% |
| Max favorable excursion (20d) | 46 | +14.8% | +9.3% | 23.7 | -22.8% / +85.7% | 76% |
| Max adverse excursion (20d) | 46 | -18.1% | -19.9% | 14.7 | -49.2% / +19.0% | 11% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Friday n<10 | 1 | +2.5% | +2.5% | 0.0 | 100% |
| Monday | 10 | +1.4% | -2.8% | 20.0 | 30% |
| Tuesday | 14 | -4.5% | -0.7% | 16.0 | 36% |
| Thursday n<10 | 7 | -5.3% | -4.6% | 4.7 | 14% |
| Wednesday | 14 | -6.1% | -4.6% | 7.6 | 14% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways | 10 | -1.1% | -3.9% | 11.8 | 20% |
| Mild Up | 10 | -1.8% | -2.2% | 4.7 | 30% |
| Mild Down n<10 | 7 | -2.4% | -3.9% | 16.7 | 14% |
| Strong Up | 17 | -5.6% | -12.6% | 16.4 | 35% |
| Strong Down n<10 | 2 | -14.8% | -14.8% | 14.0 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 26 | -3.1% | -5.8% | 15.1 | 31% |
| High (>25) n<10 | 7 | -3.5% | -3.1% | 5.6 | 14% |
| Low (<15) | 13 | -4.9% | -3.1% | 14.6 | 23% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 17 | +13.7% | +8.8% | 19.5 | 76% |
| Sideways | 10 | -9.6% | -12.2% | 12.3 | 30% |
| Mild Up | 10 | -9.8% | -14.5% | 17.7 | 30% |
| Mild Down n<10 | 7 | -12.8% | -10.2% | 11.7 | 14% |
| Strong Down n<10 | 2 | -17.5% | -17.5% | 13.9 | 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 |
|---|---|---|---|---|
| 2026-05-11 | 16.7% | +23.9% | +15.5% | 1.43x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-11 Monday | 2 | +27.4% | +15.5% | +23.9% | -9.0% | -5.1% | +64.1% | +3.6% | 74% | Strong Up / Medium (15-25) | +88% |
| 2026-03-09 Monday | 2 | +14.1% | -1.6% | -2.4% | -0.8% | -25.7% | +6.4% | -29.1% | 99% | Sideways / High (>25) | -41% |
| 2025-11-04 Tuesday | 3 | -16.6% | -4.6% | -0.8% | -14.2% | -15.0% | +3.0% | -30.5% | 111% | Mild Up / Medium (15-25) | +6% |
| 2025-08-11 Monday | +4.8% | +6.8% | +29.6% | -8.3% | -7.9% | +53.4% | +6.8% | 52% | Strong Up / Medium (15-25) | +55% | |
| 2025-05-12 Monday | 1 | +25.0% | -29.4% | -26.7% | -9.1% | -1.6% | -22.8% | -42.0% | 71% | Strong Up / Medium (15-25) | -45% |
| 2025-03-25 Tuesday | -23.0% | +0.7% | -0.7% | -23.9% | -32.7% | +0.7% | -37.6% | 60% | Mild Down / Medium (15-25) | -73% | |
| 2024-11-26 Tuesday | 2 | +5.9% | -11.4% | -13.5% | -5.4% | +17.6% | +23.8% | -22.9% | 100% | Mild Down / Low (<15) | -26% |
| 2024-08-29 Thursday | -31.3% | -0.9% | -8.2% | -12.2% | +35.0% | +24.9% | -26.2% | 86% | Mild Up / Medium (15-25) | -250% | |
| 2024-08-20 Tuesday | -35.9% | -3.2% | +2.8% | -5.4% | 0.0% | +13.1% | -31.8% | 86% | Mild Up / Medium (15-25) | -98% | |
| 2024-02-27 Tuesday | +1.2% | -18.4% | -23.1% | +10.7% | +5.7% | +0.4% | -27.3% | 61% | Strong Up / Low (<15) | -843% | |
| 2023-11-08 Wednesday | 2 | +4.6% | +2.1% | -4.4% | +9.7% | +43.2% | +43.6% | -6.2% | 92% | Sideways / Low (<15) | +114% |
| 2023-08-09 Wednesday | -31.0% | +1.5% | -3.9% | -7.6% | -25.5% | +1.5% | -33.8% | 39% | Mild Down / Medium (15-25) | -13% | |
| 2023-05-09 Tuesday | -16.3% | +1.6% | +4.0% | -3.6% | +15.5% | +22.5% | -4.7% | 51% | Mild Up / Medium (15-25) | -24% | |
| 2023-02-28 Tuesday | 1 | -5.0% | +3.0% | +13.5% | -2.7% | -12.9% | +18.0% | -2.5% | 69% | Strong Up / Medium (15-25) | +26% |
| 2022-11-08 Tuesday | -4.9% | +0.9% | +5.7% | +31.2% | +12.7% | +42.3% | +0.9% | 51% | Strong Up / High (>25) | +40% | |
| 2022-08-08 Monday | +36.6% | -12.5% | -14.9% | +10.8% | -16.6% | -1.7% | -29.3% | 52% | Strong Up / Medium (15-25) | -6040% | |
| 2022-05-09 Monday | -31.4% | -10.1% | -0.8% | -0.6% | +7.0% | +10.8% | -14.1% | 58% | Strong Down / High (>25) | -3348% | |
| 2022-02-28 Monday | +7.6% | +14.9% | -3.1% | -16.2% | -6.0% | +15.1% | -25.2% | 59% | Mild Up / High (>25) | +175% | |
| 2021-11-08 Monday | 1 | +29.3% | -7.3% | -14.4% | -10.2% | -21.6% | -5.5% | -39.6% | 62% | Strong Up / Medium (15-25) | +65% |
| 2021-08-06 Friday | -19.6% | +0.0% | +2.5% | +6.3% | +12.8% | +46.1% | -3.0% | 70% | Sideways / Medium (15-25) | +136% | |
| 2021-05-10 Monday | 2 | -19.8% | +14.1% | +35.2% | -5.5% | +29.6% | +85.7% | +8.1% | 82% | Mild Down / Medium (15-25) | +910% |
| 2021-03-02 Tuesday | 2 | -19.9% | +2.3% | -11.8% | -5.4% | -5.1% | +9.9% | -29.4% | 123% | Sideways / Medium (15-25) | -10% |
| 2020-11-05 Thursday | 2 | +2.4% | 0.0% | -4.6% | +18.1% | +67.6% | +61.5% | -6.6% | 102% | Sideways / High (>25) | +62% |
| 2020-08-05 Wednesday | +5.5% | -9.3% | -11.2% | -4.0% | -10.8% | -7.4% | -26.5% | 34% | Strong Up / Medium (15-25) | -28% | |
| 2020-05-06 Wednesday | +26.7% | -5.7% | -14.4% | -6.6% | +6.7% | -3.8% | -26.5% | 64% | Strong Up / High (>25) | +22% | |
| 2020-02-26 Wednesday | -9.0% | +6.2% | -4.9% | +0.7% | -28.9% | +8.3% | -49.2% | 66% | Mild Up / High (>25) | +449% | |
| 2019-10-30 Wednesday | +11.6% | -2.9% | +8.5% | +1.7% | -11.1% | +12.0% | -5.1% | 24% | Strong Up / Low (<15) | +18% | |
| 2019-08-07 Wednesday | -10.2% | -16.4% | -14.1% | -3.3% | +5.3% | -7.6% | -20.6% | 37% | Mild Down / Medium (15-25) | +87% | |
| 2019-05-07 Tuesday | -4.0% | -17.9% | -18.8% | -1.2% | -1.1% | -16.3% | -24.8% | 26% | Mild Down / Medium (15-25) | -900% | |
| 2019-02-28 Thursday | +14.3% | +2.2% | -14.0% | -10.2% | -12.2% | +2.7% | -26.6% | 26% | Strong Up / Low (<15) | +39% | |
| 2018-10-30 Tuesday | -3.5% | -17.2% | -28.8% | +6.4% | +3.6% | -14.0% | -33.3% | 59% | Strong Down / Medium (15-25) | -33% | |
| 2018-08-07 Tuesday | 1 | -7.8% | +19.4% | +32.4% | +5.8% | +6.8% | +60.5% | +19.0% | 65% | Sideways / Low (<15) | +650% |
| 2018-05-02 Wednesday | -9.2% | -2.6% | -8.9% | +29.1% | +32.8% | +31.7% | -11.9% | 31% | Sideways / Medium (15-25) | -700% | |
| 2018-03-14 Wednesday | 1 | +20.4% | +7.0% | +5.8% | -6.7% | -6.8% | +12.8% | -12.2% | 65% | Mild Up / Medium (15-25) | +47% |
| 2017-10-31 Tuesday | -12.8% | -24.3% | -23.7% | -8.6% | -4.0% | -20.2% | -36.0% | 54% | Strong Up / Low (<15) | -276% | |
| 2017-08-02 Wednesday | -6.5% | -7.6% | -21.3% | -4.2% | -3.7% | -7.6% | -29.3% | 30% | Strong Up / Low (<15) | -35% | |
| 2017-05-03 Wednesday | +14.4% | -3.1% | -3.1% | +27.8% | +28.5% | +42.8% | -10.8% | 22% | Mild Up / Low (<15) | -38% | |
| 2017-02-28 Tuesday | 1 | -7.4% | +0.5% | -0.7% | -2.9% | -4.0% | +3.2% | -10.2% | 45% | Mild Down / Low (<15) | +14% |
| 2016-11-03 Thursday | -25.9% | +3.9% | -7.6% | +12.9% | +8.8% | +12.6% | -8.5% | 43% | Sideways / Medium (15-25) | +61% | |
| 2016-08-03 Wednesday | 1 | +8.8% | +1.1% | -0.6% | +8.4% | +1.7% | +15.5% | -1.8% | 78% | Strong Up / Low (<15) | +107% |
| 2016-05-05 Thursday | 1 | -15.2% | -3.0% | -3.1% | -7.5% | +3.0% | +2.5% | -12.8% | 68% | Sideways / Medium (15-25) | -4% |
| 2016-03-14 Monday | 2 | +67.8% | -6.0% | -12.6% | +19.7% | +31.7% | +15.5% | -15.4% | 98% | Strong Up / Medium (15-25) | +198% |
| 2015-11-04 Wednesday | 1 | -12.8% | -0.9% | -9.1% | -13.4% | -11.1% | -0.3% | -26.5% | 68% | Mild Up / Medium (15-25) | -86% |
| 2015-08-06 Thursday | 1 | -18.6% | -0.2% | -1.3% | +0.8% | -2.9% | +8.7% | -19.1% | 81% | Mild Up / Low (<15) | -64% |
| 2015-05-06 Wednesday | -19.3% | 0.0% | -3.4% | -0.2% | -1.7% | +4.7% | -9.1% | 60% | Sideways / Medium (15-25) | +48% | |
| 2015-02-26 Thursday | +3.2% | 0.0% | +1.4% | -4.8% | -9.1% | +5.6% | -12.5% | 46% | Strong Up / Low (<15) | -14% |
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_DDD.json.
Automated, data-driven · educational only · not financial advice.