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Earnings Analysis
Why this page exists: DXC 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, July 30, 2026
Next confirmed DXC 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 -0.20 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -0.3% | 6 |
| VIX level | Medium (15-25) | -2.8% | 27 |
| Earnings weekday | Thursday | -2.1% | 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
46
Avg reaction
-0.2%
Median reaction
+1.1%
Avg |move|
8.7%
Up rate
57%
Avg drift T-20
+0.3%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +0.3% | +0.4% | 8.6 | -19.4% / +23.3% | 50% |
| Drift T-5 → report | 46 | +0.3% | +0.7% | 5.3 | -10.4% / +13.7% | 57% |
| Overnight gap | 46 | -1.1% | +1.4% | 10.0 | -24.9% / +33.0% | 57% |
| Reaction day (close→close) | 46 | -0.2% | +1.1% | 12.2 | -30.5% / +42.1% | 57% |
| Follow-through +5d | 46 | +0.3% | -0.1% | 6.5 | -14.8% / +23.9% | 48% |
| Follow-through +20d | 46 | +0.2% | +0.5% | 10.8 | -41.8% / +37.8% | 52% |
| Max favorable excursion (20d) | 46 | +8.6% | +7.5% | 12.6 | -22.8% / +47.4% | 80% |
| Max adverse excursion (20d) | 46 | -9.5% | -7.2% | 13.2 | -46.0% / +30.7% | 17% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 3 | +4.4% | -0.5% | 11.2 | 33% |
| Tuesday n<10 | 9 | +4.2% | +2.4% | 14.8 | 67% |
| Wednesday | 11 | -0.8% | +2.6% | 12.8 | 55% |
| Thursday | 23 | -2.1% | +0.1% | 10.2 | 57% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 9 | +0.2% | +2.2% | 5.6 | 67% |
| Strong Up | 19 | +0.1% | +0.0% | 13.9 | 53% |
| Strong Down n<10 | 6 | -0.3% | -0.0% | 9.2 | 50% |
| Mild Down n<10 | 4 | -0.5% | +6.2% | 17.9 | 75% |
| Mild Up n<10 | 8 | -1.0% | +2.4% | 11.9 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 13 | +5.4% | +2.4% | 13.4 | 77% |
| High (>25) n<10 | 6 | -0.5% | -1.0% | 10.8 | 50% |
| Medium (15-25) | 27 | -2.8% | -1.6% | 11.0 | 48% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 8 | +4.0% | +1.1% | 8.7 | 50% |
| Sideways n<10 | 9 | +1.3% | +0.9% | 7.0 | 56% |
| Strong Up | 19 | +0.6% | +1.5% | 7.2 | 53% |
| Mild Down n<10 | 4 | -1.2% | -1.0% | 4.4 | 50% |
| Strong Down n<10 | 6 | -6.1% | -7.9% | 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 |
|---|---|---|---|---|
| 2026-05-07 | 19.4% | -21.5% | -16.6% | 1.11x |
| 2026-01-29 | 22.4% | +0.1% | -12.2% | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-07 Thursday | -2.9% | -16.6% | -21.5% | -12.8% | -4.5% | -12.0% | -34.2% | 60% | Strong Up / Medium (15-25) | +10% | |
| 2026-01-29 Thursday | -3.2% | -12.2% | +0.1% | -1.7% | -12.8% | +7.6% | -19.4% | 34% | Sideways / Medium (15-25) | +16% | |
| 2025-10-30 Thursday | -4.8% | +7.7% | +9.7% | -3.9% | -7.0% | +11.6% | -8.7% | 29% | Mild Up / Medium (15-25) | +21% | |
| 2025-07-31 Thursday | -14.7% | -0.6% | -5.5% | +3.0% | +10.3% | +6.1% | -10.1% | 35% | Strong Up / Medium (15-25) | +10% | |
| 2025-05-14 Wednesday | +11.7% | -16.2% | -3.3% | -7.9% | -1.0% | -2.7% | -16.2% | 33% | Strong Up / Medium (15-25) | +9% | |
| 2025-02-04 Tuesday | +13.8% | +3.0% | -2.2% | -9.2% | -17.6% | +5.0% | -21.4% | 29% | Strong Down / Medium (15-25) | +19% | |
| 2024-11-07 Thursday | +13.4% | +5.0% | -4.1% | +0.1% | +2.5% | +10.0% | -15.2% | 34% | Strong Up / Medium (15-25) | +29% | |
| 2024-08-08 Thursday | -5.8% | +12.6% | +7.2% | -0.1% | +6.0% | +18.2% | +4.3% | 33% | Strong Down / Medium (15-25) | +28% | |
| 2024-05-16 Thursday | +1.5% | -20.2% | -16.9% | -3.5% | +8.1% | -1.0% | -25.6% | 31% | Strong Up / Low (<15) | +17% | |
| 2024-02-01 Thursday | -3.7% | +1.7% | +0.1% | +1.8% | +0.1% | +4.8% | -6.7% | 33% | Strong Up / Low (<15) | +12% | |
| 2023-11-01 Wednesday | -4.1% | +3.6% | +10.0% | -2.3% | +3.7% | +15.8% | +3.4% | 36% | Mild Down / Medium (15-25) | +4% | |
| 2023-08-02 Wednesday | +2.1% | -23.5% | -29.4% | +5.1% | +7.4% | -21.9% | -31.2% | 23% | Mild Up / Medium (15-25) | -23% | |
| 2023-05-18 Thursday | -3.0% | -1.4% | +2.5% | -0.9% | +12.3% | +17.2% | -2.8% | 34% | Strong Up / Medium (15-25) | -2% | |
| 2023-02-01 Wednesday | +4.2% | +1.4% | +2.6% | -4.6% | -4.5% | +5.0% | -5.4% | 27% | Strong Up / Medium (15-25) | +13% | |
| 2022-11-03 Thursday | -4.4% | +5.2% | +7.5% | +4.9% | +4.4% | +17.7% | +2.3% | 44% | Sideways / High (>25) | +0% | |
| 2022-08-03 Wednesday | +7.5% | -7.8% | -17.0% | +0.7% | -5.2% | -7.2% | -23.9% | 33% | Strong Up / Medium (15-25) | -8% | |
| 2022-05-25 Wednesday | +2.1% | +0.7% | +16.0% | +2.8% | -5.9% | +22.2% | -1.3% | 44% | Mild Down / High (>25) | -15% | |
| 2022-02-02 Wednesday | -10.0% | +5.4% | +13.8% | +10.7% | -10.2% | +29.2% | -2.6% | 31% | Strong Down / Medium (15-25) | +1% | |
| 2021-11-03 Wednesday | -5.4% | +1.4% | +4.2% | -0.7% | -9.7% | +7.5% | -9.5% | 26% | Strong Up / Medium (15-25) | +9% | |
| 2021-08-04 Wednesday | +8.3% | -3.1% | -8.2% | +6.5% | -10.0% | -0.6% | -21.1% | 34% | Sideways / Medium (15-25) | +12% | |
| 2021-05-26 Wednesday | +15.8% | -0.8% | +4.0% | +5.1% | -0.4% | +13.1% | -2.1% | 33% | Sideways / Medium (15-25) | +5% | |
| 2021-02-04 Thursday | -0.0% | 0.0% | -1.9% | -1.2% | +5.2% | +3.4% | -8.5% | 57% | Mild Up / Medium (15-25) | +54% | |
| 2020-11-05 Thursday | -2.0% | +3.4% | -7.5% | +12.0% | +37.8% | +30.1% | -7.9% | 39% | Sideways / High (>25) | +71% | |
| 2020-08-06 Thursday | +23.3% | +1.7% | +6.5% | -1.3% | +7.3% | +21.5% | -2.1% | 29% | Mild Up / Medium (15-25) | +84% | |
| 2020-05-28 Thursday | -12.0% | -9.8% | -14.2% | +23.9% | +12.0% | +18.8% | -15.5% | 83% | Strong Up / High (>25) | +25% | |
| 2020-02-06 Thursday | -5.0% | +2.5% | -5.6% | -6.3% | -41.8% | +3.2% | -46.0% | 30% | Mild Up / Medium (15-25) | +15% | |
| 2019-11-11 Monday | +4.6% | +7.0% | +19.9% | +5.1% | +2.3% | +29.0% | +5.0% | 40% | Strong Up / Low (<15) | -3% | |
| 2019-08-08 Thursday | -6.9% | -24.9% | -30.5% | -14.8% | -4.3% | -22.8% | -41.7% | 29% | Mild Down / Medium (15-25) | +2% | |
| 2019-05-23 Thursday | -19.2% | +2.2% | +2.1% | -10.4% | +3.0% | +6.0% | -10.6% | 30% | Strong Down / Medium (15-25) | +5% | |
| 2019-02-07 Thursday | +9.2% | +2.1% | +7.1% | -5.7% | -7.2% | +7.5% | -2.2% | 19% | Mild Up / Medium (15-25) | +9% | |
| 2018-11-06 Tuesday | 1 | -19.4% | -8.8% | -12.5% | -1.9% | -4.0% | -7.8% | -20.2% | 70% | Strong Down / Medium (15-25) | +4% |
| 2018-08-07 Tuesday | +2.5% | +2.5% | +2.2% | -2.7% | +1.4% | +5.0% | -3.2% | 15% | Sideways / Low (<15) | +10% | |
| 2018-05-24 Thursday | -3.8% | -0.2% | -5.5% | +2.3% | -0.6% | -0.2% | -11.6% | 14% | Strong Up / Low (<15) | +3% | |
| 2018-02-08 Thursday | -9.2% | +2.9% | +5.5% | +4.2% | +10.0% | +16.6% | +0.4% | 20% | Sideways / High (>25) | +9% | |
| 2017-11-07 Tuesday | +5.0% | +4.8% | +4.6% | -1.0% | -3.3% | +7.5% | -0.3% | 18% | Strong Up / Low (<15) | +27% | |
| 2017-08-08 Tuesday | -0.3% | +2.8% | +7.1% | +2.9% | +1.5% | +11.1% | +2.8% | 14% | Mild Up / Low (<15) | +28% | |
| 2017-05-25 Thursday | +3.6% | +1.1% | +0.0% | -1.4% | -0.0% | +2.1% | -6.3% | 13% | Strong Up / Low (<15) | +39% | |
| 2017-02-02 Thursday | +5.8% | +4.0% | +11.1% | +1.5% | -0.1% | +14.0% | +3.3% | 28% | Strong Up / Low (<15) | +16% | |
| 2016-11-03 Thursday | +3.4% | -2.2% | +4.1% | +6.0% | +6.3% | +18.4% | -3.4% | 22% | Sideways / Medium (15-25) | +29% | |
| 2016-08-08 Monday | -3.2% | -0.0% | -0.5% | -0.9% | +0.8% | +3.2% | -5.5% | 11% | Strong Up / Low (<15) | +19% | |
| 2016-05-24 Tuesday | +7.1% | +33.0% | +42.1% | -3.3% | +1.0% | +47.4% | +30.7% | 16% | Strong Up / Low (<15) | +7% | |
| 2016-02-09 Tuesday | +4.2% | -21.2% | -10.0% | +1.1% | +9.3% | +0.3% | -21.2% | 34% | Strong Down / High (>25) | +3% | |
| 2015-11-04 Wednesday | +7.2% | -0.7% | -1.6% | +0.1% | +6.5% | +11.4% | -5.1% | 12% | Mild Up / Medium (15-25) | +9% | |
| 2015-08-11 Tuesday | -4.7% | +5.0% | +4.0% | +1.5% | -7.9% | +5.9% | -8.5% | 17% | Strong Up / Low (<15) | +10% | |
| 2015-05-19 Tuesday | +4.0% | +3.8% | +2.4% | -0.1% | -2.5% | +4.9% | -2.2% | 19% | Mild Down / Low (<15) | +5% | |
| 2015-02-09 Monday | +0.9% | -7.2% | -6.1% | +9.5% | +10.5% | +13.0% | -7.7% | 23% | Sideways / Medium (15-25) | +6% |
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_DXC.json.
Automated, data-driven · educational only · not financial advice.