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Earnings Analysis
Why this page exists: EEFT 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 EEFT 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 -0.02 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -3.3% | 5 |
| VIX level | Medium (15-25) | +0.6% | 24 |
| Earnings weekday | Thursday expl. | +2.5% | 7 |
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
+0.4%
Median reaction
+1.2%
Avg |move|
4.8%
Up rate
54%
Avg drift T-20
+0.8%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +0.8% | +0.7% | 6.9 | -13.7% / +19.2% | 54% |
| Drift T-5 → report | 46 | +0.1% | +0.1% | 4.7 | -9.1% / +13.4% | 52% |
| Overnight gap | 46 | -0.0% | -0.2% | 4.7 | -13.7% / +15.2% | 39% |
| Reaction day (close→close) | 46 | +0.4% | +1.2% | 6.4 | -20.0% / +14.4% | 54% |
| Follow-through +5d | 46 | -0.2% | -0.8% | 4.5 | -7.6% / +12.6% | 48% |
| Follow-through +20d | 46 | +1.0% | +0.7% | 12.1 | -33.5% / +54.5% | 57% |
| Max favorable excursion (20d) | 46 | +8.4% | +6.9% | 9.9 | -7.6% / +55.5% | 83% |
| Max adverse excursion (20d) | 46 | -8.3% | -6.4% | 9.3 | -34.7% / +9.4% | 11% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 2 | +4.6% | +4.6% | 3.0 | 100% |
| Thursday n<10 | 7 | +2.5% | +2.0% | 4.4 | 71% |
| Tuesday | 23 | +0.2% | +1.3% | 7.5 | 57% |
| Wednesday | 13 | -0.7% | -2.4% | 5.1 | 38% |
| Friday n<10 | 1 | -4.1% | -4.1% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up | 11 | +5.1% | +4.2% | 4.9 | 91% |
| Mild Down n<10 | 5 | +1.4% | +1.5% | 1.8 | 80% |
| Sideways | 11 | +0.3% | -0.1% | 5.3 | 45% |
| Strong Up | 14 | -2.2% | -3.1% | 6.9 | 29% |
| Strong Down n<10 | 5 | -3.3% | -2.1% | 6.5 | 40% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 15 | +0.7% | +1.6% | 7.1 | 60% |
| Medium (15-25) | 24 | +0.6% | +0.6% | 5.5 | 54% |
| High (>25) n<10 | 7 | -1.0% | -0.1% | 7.2 | 43% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 14 | +4.2% | +3.4% | 6.4 | 71% |
| Mild Down n<10 | 5 | -0.7% | -1.4% | 9.2 | 40% |
| Mild Up | 11 | -0.8% | +0.5% | 5.9 | 55% |
| Sideways | 11 | -0.8% | -0.2% | 5.5 | 45% |
| Strong Down n<10 | 5 | -0.8% | -0.7% | 7.1 | 40% |
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 |
|---|---|---|---|---|
| 2026-04-29 | 6.8% | -3.9% | -1.3% | 0.57x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-29 Wednesday | +13.5% | -1.3% | -3.9% | -3.7% | -2.5% | -0.1% | -13.1% | 36% | Strong Up / Medium (15-25) | +9% | |
| 2026-02-12 Thursday | -9.2% | 0.0% | +0.1% | +6.7% | +4.7% | +11.2% | -2.4% | 46% | Sideways / Medium (15-25) | -3% | |
| 2025-10-22 Wednesday | +0.8% | -1.9% | -5.9% | -7.0% | -16.5% | -1.6% | -22.6% | 28% | Sideways / Medium (15-25) | +0% | |
| 2025-07-30 Wednesday | -4.8% | +2.0% | -1.9% | -4.9% | -3.4% | +6.9% | -9.1% | 30% | Strong Up / Medium (15-25) | -4% | |
| 2025-04-23 Wednesday | 1 | -10.2% | -3.5% | +1.5% | +0.2% | +7.6% | +16.1% | -6.1% | 64% | Strong Down / High (>25) | +4% |
| 2025-02-12 Wednesday | -3.6% | +10.2% | +10.1% | +2.0% | -2.9% | +17.4% | -0.4% | 17% | Sideways / Medium (15-25) | +1% | |
| 2024-10-23 Wednesday | +2.5% | -0.1% | +3.2% | -4.0% | +1.1% | +6.0% | -3.1% | 18% | Strong Up / Medium (15-25) | -2% | |
| 2024-07-18 Thursday | -0.7% | -8.0% | -3.2% | -3.4% | -0.4% | -0.8% | -13.5% | 27% | Strong Down / Medium (15-25) | -2% | |
| 2024-04-30 Tuesday | -4.3% | +11.0% | +1.6% | +7.7% | +6.5% | +13.5% | -1.1% | 23% | Mild Down / Medium (15-25) | +23% | |
| 2024-02-07 Wednesday | +4.3% | -0.6% | -2.4% | +8.4% | +11.0% | +8.8% | -2.9% | 23% | Strong Up / Low (<15) | +7% | |
| 2023-10-20 Friday | +3.2% | -0.2% | -4.1% | -3.6% | +5.3% | +1.4% | -10.0% | 41% | Sideways / Medium (15-25) | +1% | |
| 2023-07-25 Tuesday | +5.1% | -7.6% | -20.0% | -6.3% | -9.5% | -7.6% | -29.8% | 19% | Strong Up / Low (<15) | +1% | |
| 2023-05-02 Tuesday | -2.0% | -0.2% | -0.4% | +3.6% | +3.2% | +12.2% | -3.1% | 23% | Sideways / Medium (15-25) | +2% | |
| 2023-02-07 Tuesday | +19.2% | -2.2% | -6.6% | +1.1% | -0.9% | -1.6% | -11.0% | 26% | Strong Up / Medium (15-25) | +12% | |
| 2022-10-20 Thursday | -6.2% | +1.9% | +7.7% | +3.9% | +7.5% | +22.8% | -0.2% | 40% | Sideways / High (>25) | +9% | |
| 2022-07-27 Wednesday | -1.6% | -5.1% | -6.0% | +1.0% | -3.6% | -0.3% | -9.8% | 34% | Strong Up / Medium (15-25) | +3% | |
| 2022-04-26 Tuesday | +4.6% | -0.3% | -2.1% | -3.6% | -11.3% | +4.8% | -20.2% | 33% | Strong Down / High (>25) | -4% | |
| 2022-02-09 Wednesday | 1 | +14.8% | -2.7% | +1.5% | -3.5% | -21.5% | +4.2% | -33.0% | 39% | Mild Down / Medium (15-25) | -12% |
| 2021-10-20 Wednesday | +6.7% | -0.3% | -6.5% | -7.6% | -10.1% | +2.5% | -16.7% | 28% | Sideways / Medium (15-25) | +25% | |
| 2021-07-27 Tuesday | -1.4% | +0.6% | +1.3% | -2.8% | +0.7% | +8.1% | -5.7% | 26% | Mild Down / Medium (15-25) | -19% | |
| 2021-04-28 Wednesday | +11.5% | -5.1% | -4.0% | -5.3% | +0.5% | -0.0% | -11.6% | 29% | Strong Up / Medium (15-25) | -44% | |
| 2021-02-09 Tuesday | -4.9% | -1.9% | +1.1% | +5.1% | +11.4% | +20.1% | -2.1% | 47% | Mild Up / Medium (15-25) | +54% | |
| 2020-10-27 Tuesday | -0.2% | -1.4% | -0.1% | +7.5% | +54.5% | +55.5% | -2.2% | 33% | Sideways / High (>25) | +111% | |
| 2020-07-29 Wednesday | +4.8% | -2.1% | -2.8% | +3.2% | +6.3% | +6.8% | -6.7% | 44% | Strong Up / Medium (15-25) | +111% | |
| 2020-04-28 Tuesday | 2 | -0.2% | -0.9% | +6.2% | -6.9% | +6.0% | +13.6% | -15.8% | 83% | Mild Up / High (>25) | -21% |
| 2020-02-11 Tuesday | -11.2% | +0.6% | +1.8% | -2.2% | -33.5% | +2.9% | -34.7% | 34% | Mild Up / Medium (15-25) | +1% | |
| 2019-10-22 Tuesday | -1.4% | -3.0% | -3.3% | +2.4% | +11.6% | +8.5% | -8.7% | 26% | Strong Up / Low (<15) | +1% | |
| 2019-07-23 Tuesday | +1.9% | -1.6% | -4.8% | -1.1% | -2.3% | -1.6% | -11.9% | 16% | Strong Up / Low (<15) | -0% | |
| 2019-04-29 Monday | +3.4% | +0.1% | +1.6% | +1.4% | +5.4% | +8.7% | -1.3% | 15% | Sideways / Low (<15) | +2% | |
| 2019-02-07 Thursday | +10.9% | +2.8% | +9.8% | +2.2% | +7.1% | +19.6% | +0.0% | 15% | Mild Up / Medium (15-25) | +8% | |
| 2018-10-18 Thursday | 1 | +9.2% | -1.1% | +2.8% | -4.1% | -3.2% | +4.8% | -6.7% | 55% | Strong Down / Medium (15-25) | +3% |
| 2018-07-24 Tuesday | -0.6% | +0.0% | +12.3% | -2.6% | +1.7% | +14.6% | +0.0% | 14% | Mild Up / Low (<15) | +0% | |
| 2018-04-24 Tuesday | -13.7% | 0.0% | +4.2% | +0.3% | +4.5% | +12.2% | -1.3% | 43% | Mild Down / Medium (15-25) | -- | |
| 2018-02-06 Tuesday | -8.8% | -2.6% | -4.8% | -4.9% | +5.2% | +0.5% | -12.1% | 22% | Sideways / High (>25) | +1% | |
| 2017-10-19 Thursday | +0.8% | +3.3% | +2.0% | -0.5% | -9.9% | +4.4% | -11.6% | 15% | Mild Up / Low (<15) | +0% | |
| 2017-07-25 Tuesday | +4.7% | +0.0% | +1.5% | +3.0% | +2.9% | +5.5% | -2.4% | 19% | Mild Up / Low (<15) | +1% | |
| 2017-04-25 Tuesday | +1.0% | 0.0% | -1.6% | +1.6% | +0.6% | +0.9% | -4.1% | 9% | Mild Down / Low (<15) | -- | |
| 2017-02-07 Tuesday | -2.0% | +0.7% | +6.1% | +3.7% | +7.1% | +15.8% | -0.2% | 10% | Strong Up / Low (<15) | +0% | |
| 2016-10-20 Thursday | +0.5% | -3.1% | -1.8% | -1.1% | -6.0% | +1.4% | -11.1% | 16% | Mild Up / Low (<15) | +1% | |
| 2016-07-25 Monday | +0.9% | +7.6% | +7.6% | -1.6% | -0.1% | +9.2% | +3.0% | 39% | Strong Up / Low (<15) | +7% | |
| 2016-04-26 Tuesday | +1.1% | +1.1% | +4.2% | -3.0% | +2.8% | +7.3% | -1.2% | 14% | Mild Up / Low (<15) | +1% | |
| 2016-02-09 Tuesday | -6.7% | -13.7% | -15.6% | +12.6% | +20.8% | +3.4% | -24.2% | 45% | Strong Down / High (>25) | -1% | |
| 2015-10-21 Wednesday | +4.9% | +4.2% | +7.9% | +2.3% | -3.2% | +11.3% | +1.9% | 23% | Strong Up / Medium (15-25) | +9% | |
| 2015-07-28 Tuesday | +7.4% | +5.7% | +5.2% | +1.9% | -8.4% | +10.2% | -8.9% | 20% | Sideways / Low (<15) | +11% | |
| 2015-04-28 Tuesday | +0.7% | +2.5% | +4.3% | -4.7% | +0.0% | +6.7% | -2.6% | 19% | Mild Up / Low (<15) | +4% | |
| 2015-02-10 Tuesday | -10.0% | +15.2% | +14.4% | -2.7% | -2.6% | +22.9% | +9.4% | 34% | Mild Up / Medium (15-25) | +3% |
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_EEFT.json.
Automated, data-driven · educational only · not financial advice.