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Earnings Analysis
Why this page exists: DELL 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
Thursday, September 03, 2026
Next confirmed DELL earnings date (source: exchange calendar).
Current regime & edge read
As of 2026-07-21: NVDA Sideways (-0.7% 20d), SPY Sideways (+0.5%), SOX Strong Down, VIX 17.0 (Medium (15-25)).
EdgeScore +0.30 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Sideways expl. | +1.1% | 7 |
| SPY regime | Sideways | +3.5% | 13 |
| VIX level | Medium (15-25) | +3.4% | 17 |
| Earnings weekday | Thursday | +3.1% | 23 |
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
+2.4%
Median reaction
+0.4%
Avg |move|
9.3%
Up rate
50%
Avg drift T-20
+5.5%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 30 | +5.5% | +4.1% | 14.9 | -23.6% / +54.2% | 70% |
| Drift T-5 → report | 30 | +1.0% | +1.3% | 8.1 | -17.7% / +30.5% | 53% |
| Overnight gap | 30 | +1.9% | -0.3% | 10.7 | -15.4% / +31.8% | 50% |
| Reaction day (close→close) | 30 | +2.4% | +0.4% | 12.1 | -17.9% / +32.8% | 50% |
| Follow-through +5d | 30 | -1.3% | +0.2% | 4.4 | -11.7% / +5.0% | 53% |
| Follow-through +20d | 30 | +1.3% | +1.2% | 7.5 | -14.3% / +18.7% | 60% |
| Max favorable excursion (20d) | 30 | +11.3% | +9.4% | 15.1 | -8.5% / +53.5% | 77% |
| Max adverse excursion (20d) | 30 | -6.7% | -5.2% | 12.6 | -41.4% / +13.6% | 33% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 1 | +6.8% | +6.8% | 0.0 | 100% |
| Thursday | 23 | +3.1% | -0.9% | 13.3 | 48% |
| Friday n<10 | 1 | +3.0% | +3.0% | 0.0 | 100% |
| Tuesday n<10 | 5 | -1.7% | -1.4% | 6.7 | 40% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 4 | +5.3% | +5.7% | 13.1 | 50% |
| Strong Up | 13 | +4.3% | +4.0% | 11.8 | 62% |
| Sideways n<10 | 7 | +1.1% | -4.7% | 14.7 | 29% |
| Mild Up n<10 | 4 | -1.8% | -1.8% | 5.0 | 50% |
| Strong Down n<10 | 2 | -2.2% | -2.2% | 8.1 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 17 | +3.4% | +4.0% | 10.8 | 53% |
| High (>25) n<10 | 5 | +1.7% | +1.7% | 8.3 | 60% |
| Low (<15) n<10 | 8 | +0.8% | -5.3% | 16.1 | 38% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 13 | +9.4% | +5.1% | 11.8 | 85% |
| Mild Down n<10 | 4 | +5.5% | +7.1% | 9.4 | 75% |
| Sideways n<10 | 7 | +5.3% | +1.0% | 21.7 | 57% |
| Mild Up n<10 | 4 | +2.7% | +1.5% | 3.1 | 75% |
| Strong Down n<10 | 2 | -13.4% | -13.4% | 10.2 | 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 |
|---|---|---|---|---|
| 2026-02-26 | 8.0% | +21.9% | +13.1% | 2.76x |
| 2025-11-25 | 8.7% | +5.8% | +6.1% | 0.67x |
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
| Report | Stock react | IV crush | Long ATM Call | Long ATM Put | Long Straddle | Short Straddle | Long Strangle | Short Strangle |
|---|---|---|---|---|---|---|---|---|
| 2026-02-26 exp 2026-03-06 · ATM 121 | +21.9% | 83.0% → 78.0% (-5 pts) | +334.2% | -97.0% | +128.2% | -128.2% | +139.1% | -139.1% |
| 2025-11-25 exp 2025-11-28 · ATM 125 | +5.8% | 122.0% → 51.0% (-71 pts) | +37.6% | -98.4% | -24.6% | +24.6% | -19.5% | +19.5% |
How this is priced: entry legs come from our own stored option-chain snapshot on the report day (nightly quotes are frozen at the close, i.e. BEFORE the after-market announcement); exit legs from the reaction-day close snapshot. Front expiry after the reaction day, ATM = strike nearest the pre-report close, strangle = one strike out per side. Marks, not fills — spreads/slippage would reduce long-side returns. One row per earnings cycle inside our chain coverage (grows every quarter automatically).
Every earnings cycle
| Report | Pre | Drift20 | Gap | React | +5d | +20d | MFE | MAE | HV20 | NVDA / VIX | Surprise |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-28 Thursday | 3 | +54.2% | +31.8% | +32.8% | +0.3% | -5.1% | +48.1% | +12.6% | 81% | Sideways / Medium (15-25) | +64% |
| 2026-02-26 Thursday | +3.5% | +13.1% | +21.9% | -1.1% | +18.7% | +53.5% | +12.1% | 57% | Mild Down / Medium (15-25) | +11% | |
| 2025-11-25 Tuesday | -23.6% | +6.1% | +5.8% | +0.3% | -3.7% | +13.0% | -3.0% | 44% | Strong Down / Medium (15-25) | +5% | |
| 2025-08-28 Thursday | +1.0% | -7.5% | -8.9% | +2.2% | +7.0% | +2.9% | -12.2% | 36% | Sideways / Low (<15) | +1% | |
| 2025-05-29 Thursday | +23.8% | -1.0% | -2.1% | +0.5% | +11.4% | +11.9% | -6.4% | 33% | Strong Up / Medium (15-25) | -8% | |
| 2025-02-27 Thursday | +4.6% | -6.4% | -4.7% | -9.5% | -5.5% | -3.6% | -18.1% | 50% | Sideways / Medium (15-25) | +6% | |
| 2024-11-26 Tuesday | +16.5% | -11.9% | -12.2% | +1.4% | -4.1% | -8.5% | -22.3% | 46% | Mild Down / Low (<15) | +4% | |
| 2024-08-29 Thursday | +2.1% | +4.2% | +4.3% | -11.7% | +4.0% | +14.7% | -8.4% | 55% | Mild Up / Medium (15-25) | +10% | |
| 2024-05-30 Thursday | 1 | +43.0% | -15.4% | -17.9% | -4.0% | -1.2% | -4.9% | -24.9% | 56% | Strong Up / Low (<15) | -2% |
| 2024-02-29 Thursday | +14.2% | +31.7% | +31.6% | -3.3% | -8.4% | +38.5% | +10.6% | 42% | Strong Up / Low (<15) | +28% | |
| 2023-11-30 Thursday | +10.5% | -5.3% | -5.2% | -4.6% | +6.3% | +2.1% | -11.0% | 17% | Strong Up / Low (<15) | +29% | |
| 2023-08-31 Thursday | +5.1% | +14.0% | +21.2% | +3.4% | +1.0% | +29.5% | +13.6% | 28% | Strong Up / Low (<15) | +53% | |
| 2023-06-01 Thursday | +0.7% | +0.1% | +4.0% | +1.3% | +14.5% | +20.1% | -0.7% | 35% | Strong Up / Medium (15-25) | +54% | |
| 2023-03-02 Thursday | -2.6% | -2.8% | -0.9% | -5.0% | +0.2% | +2.0% | -10.5% | 22% | Strong Up / Medium (15-25) | +10% | |
| 2022-11-21 Monday | +10.2% | +1.6% | +6.8% | -0.8% | -11.2% | +10.4% | -5.9% | 39% | Strong Up / Medium (15-25) | +43% | |
| 2022-08-25 Thursday | +7.6% | -4.3% | -13.5% | -9.1% | -14.3% | -4.3% | -27.4% | 28% | Sideways / Medium (15-25) | +3% | |
| 2022-05-26 Thursday | -8.7% | +14.7% | +12.9% | +2.9% | +1.3% | +19.7% | +3.4% | 49% | Mild Down / High (>25) | +31% | |
| 2022-02-24 Thursday | +0.9% | -9.1% | -7.8% | +2.2% | +4.0% | -3.4% | -12.3% | 24% | Mild Up / High (>25) | -12% | |
| 2021-11-23 Tuesday | -2.1% | +1.2% | +4.8% | -2.8% | -3.4% | +8.8% | -2.9% | 23% | Strong Up / Medium (15-25) | +3% | |
| 2021-08-26 Thursday | +4.9% | -2.9% | -4.5% | +0.1% | +7.2% | +3.6% | -7.3% | 18% | Strong Up / Medium (15-25) | +10% | |
| 2021-05-27 Thursday | -0.3% | -1.0% | -1.1% | +5.0% | +0.9% | +4.9% | -4.5% | 26% | Sideways / Medium (15-25) | +32% | |
| 2021-02-25 Thursday | +7.9% | +1.3% | +1.7% | +2.1% | +6.1% | +14.8% | +0.4% | 21% | Mild Up / High (>25) | +26% | |
| 2020-11-24 Tuesday | +10.6% | -0.7% | -1.4% | +1.7% | +5.8% | +7.2% | -4.4% | 26% | Mild Down / Medium (15-25) | +43% | |
| 2020-08-27 Thursday | +5.5% | +5.0% | +6.0% | -1.0% | -0.7% | +9.9% | +0.5% | 20% | Strong Up / Medium (15-25) | +37% | |
| 2020-05-28 Thursday | +5.0% | +7.5% | +8.9% | -0.9% | +4.0% | +20.4% | +0.1% | 42% | Strong Up / High (>25) | +43% | |
| 2020-02-27 Thursday | -11.0% | -5.4% | -7.1% | +1.0% | +5.1% | +0.3% | -41.4% | 42% | Sideways / High (>25) | +0% | |
| 2019-11-26 Tuesday | -0.1% | -4.0% | -5.4% | -5.2% | +3.4% | -1.7% | -12.7% | 23% | Mild Up / Low (<15) | +10% | |
| 2019-08-29 Thursday | -18.9% | +8.7% | +10.2% | +3.5% | -1.1% | +19.6% | +6.2% | 49% | Sideways / Medium (15-25) | +43% | |
| 2019-05-30 Thursday | -3.2% | -8.7% | -10.3% | -10.6% | -12.3% | -6.4% | -23.9% | 33% | Strong Down / Medium (15-25) | +20% | |
| 2019-03-29 Friday | +3.6% | +1.9% | +3.0% | +2.9% | +8.5% | +14.5% | +0.9% | 38% | Strong Up / Low (<15) | -1% |
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_DELL.json.
Automated, data-driven · educational only · not financial advice.