Tour
396
Earnings Analysis
Why this page exists: ENTG 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
Tuesday, August 04, 2026
Next confirmed ENTG 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. | -0.5% | 4 |
| VIX level | Medium (15-25) | +0.8% | 24 |
| Earnings weekday | Tuesday | +1.1% | 18 |
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
+0.3%
Median reaction
+0.1%
Avg |move|
2.3%
Up rate
52%
Avg drift T-20
+4.7%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +4.7% | +6.2% | 12.6 | -29.6% / +31.1% | 63% |
| Drift T-5 → report | 46 | +0.9% | -0.2% | 8.4 | -20.8% / +25.1% | 48% |
| Overnight gap | 46 | +0.2% | +0.1% | 1.8 | -3.6% / +4.8% | 54% |
| Reaction day (close→close) | 46 | +0.3% | +0.1% | 3.0 | -7.1% / +8.0% | 52% |
| Follow-through +5d | 46 | +0.2% | +0.2% | 4.6 | -10.7% / +13.6% | 52% |
| Follow-through +20d | 46 | +1.9% | +1.2% | 8.7 | -15.8% / +20.9% | 52% |
| Max favorable excursion (20d) | 46 | +9.1% | +7.4% | 7.2 | -0.4% / +28.5% | 98% |
| Max adverse excursion (20d) | 46 | -7.4% | -6.6% | 5.5 | -22.3% / +3.4% | 9% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 1 | +2.1% | +2.1% | 0.0 | 100% |
| Tuesday | 18 | +1.1% | +1.3% | 3.0 | 67% |
| Thursday | 20 | -0.1% | -0.5% | 2.7 | 45% |
| Wednesday n<10 | 7 | -0.6% | -0.5% | 3.2 | 29% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 14 | +1.2% | +0.7% | 2.6 | 64% |
| Sideways n<10 | 7 | +0.5% | -0.1% | 3.6 | 43% |
| Mild Up | 17 | +0.1% | +0.2% | 2.5 | 53% |
| Strong Down n<10 | 4 | -0.5% | -1.5% | 2.1 | 25% |
| Mild Down n<10 | 4 | -1.1% | -0.0% | 4.2 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 24 | +0.8% | +1.1% | 3.2 | 62% |
| Low (<15) | 14 | +0.1% | +0.7% | 2.0 | 57% |
| High (>25) n<10 | 8 | -0.5% | -1.5% | 3.4 | 12% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 14 | +10.5% | +9.0% | 8.6 | 79% |
| Mild Up | 17 | +7.2% | +9.1% | 10.3 | 76% |
| Sideways n<10 | 7 | +0.7% | -2.0% | 17.1 | 43% |
| Mild Down n<10 | 4 | -5.2% | -8.1% | 8.7 | 25% |
| Strong Down n<10 | 4 | -9.5% | -9.4% | 7.6 | 25% |
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 | 12.1% | +0.6% | -0.4% | 0.05x |
| 2026-02-10 | 10.6% | +3.3% | +2.6% | 0.31x |
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 | +19.2% | -0.4% | +0.6% | +3.8% | -2.5% | +10.7% | -13.7% | 58% | Strong Up / Medium (15-25) | +15% | |
| 2026-02-10 Tuesday | 1 | +31.1% | +2.6% | +3.3% | -4.3% | -15.7% | +6.8% | -18.9% | 65% | Sideways / Medium (15-25) | +5% |
| 2025-10-30 Thursday | 1 | -9.5% | -0.0% | +4.7% | -6.4% | -15.8% | +7.0% | -22.3% | 76% | Mild Up / Medium (15-25) | -1% |
| 2025-07-30 Wednesday | 1 | -3.5% | -1.3% | -1.1% | -7.9% | +7.1% | +11.9% | -11.3% | 64% | Strong Up / Medium (15-25) | +3% |
| 2025-05-07 Wednesday | 2 | +24.8% | +2.2% | -1.7% | +6.1% | -6.6% | +7.9% | -15.4% | 106% | Strong Up / Medium (15-25) | -2% |
| 2025-02-06 Thursday | +8.5% | +0.0% | -2.8% | +2.2% | -3.4% | +0.8% | -13.3% | 37% | Mild Down / Medium (15-25) | +8% | |
| 2024-11-04 Monday | -8.2% | +0.0% | +2.1% | +1.1% | +4.9% | +8.8% | -4.5% | 41% | Mild Up / Medium (15-25) | -1% | |
| 2024-07-31 Wednesday | -13.3% | -3.3% | -7.1% | -10.7% | +2.7% | +1.4% | -19.2% | 51% | Mild Down / Medium (15-25) | +1% | |
| 2024-05-01 Wednesday | -12.1% | +2.7% | +2.7% | +2.7% | +2.8% | +9.8% | +0.4% | 44% | Mild Down / Medium (15-25) | +10% | |
| 2024-02-13 Tuesday | +10.2% | +4.8% | +5.7% | +2.4% | +6.4% | +18.4% | +3.4% | 31% | Strong Up / Medium (15-25) | +12% | |
| 2023-11-02 Thursday | -7.9% | -0.3% | +7.6% | -1.8% | +17.4% | +26.5% | -0.3% | 32% | Sideways / Medium (15-25) | +12% | |
| 2023-08-03 Thursday | -3.3% | -0.5% | -1.7% | -1.1% | +0.2% | +0.8% | -9.9% | 38% | Mild Up / Medium (15-25) | +16% | |
| 2023-05-11 Thursday | 1 | +28.4% | +1.1% | -3.4% | +8.7% | +20.9% | +18.8% | -4.7% | 69% | Mild Up / Medium (15-25) | +25% |
| 2023-02-14 Tuesday | +7.0% | -0.9% | +2.2% | -5.3% | -7.3% | +3.8% | -10.8% | 58% | Strong Up / Medium (15-25) | +7% | |
| 2022-11-02 Wednesday | 1 | -29.6% | -1.0% | -0.1% | +2.2% | +20.5% | +28.5% | -2.8% | 91% | Sideways / High (>25) | -15% |
| 2022-08-02 Tuesday | +15.6% | +0.3% | -0.1% | -7.6% | -8.5% | +2.2% | -9.9% | 37% | Strong Up / Medium (15-25) | -4% | |
| 2022-04-26 Tuesday | -20.2% | +0.1% | -1.4% | +7.8% | -6.3% | +9.9% | -9.0% | 48% | Strong Down / High (>25) | +7% | |
| 2022-02-01 Tuesday | -7.1% | +1.6% | +3.2% | -1.9% | -4.9% | +6.2% | -7.6% | 57% | Strong Down / Medium (15-25) | +8% | |
| 2021-10-26 Tuesday | +7.5% | +1.2% | +1.6% | +6.8% | +11.2% | +18.9% | +0.0% | 30% | Strong Up / Medium (15-25) | +6% | |
| 2021-07-27 Tuesday | -4.0% | +0.8% | +2.9% | +2.5% | -3.9% | +8.6% | -6.0% | 28% | Mild Down / Medium (15-25) | +7% | |
| 2021-04-27 Tuesday | +7.8% | -0.1% | +0.0% | -5.1% | -1.5% | +2.5% | -11.9% | 39% | Strong Up / Medium (15-25) | -3% | |
| 2021-02-02 Tuesday | +3.1% | +0.4% | -2.7% | +0.7% | +6.7% | +12.5% | -4.0% | 44% | Mild Up / High (>25) | +8% | |
| 2020-10-22 Thursday | +15.3% | +0.1% | -0.4% | -3.1% | +14.9% | +15.1% | -5.6% | 26% | Mild Up / High (>25) | +7% | |
| 2020-07-23 Thursday | 1 | +18.3% | -3.2% | -2.6% | +6.5% | +2.3% | +6.8% | -5.6% | 46% | Mild Up / High (>25) | +24% |
| 2020-04-21 Tuesday | 1 | +18.1% | +4.4% | +8.0% | +4.0% | +12.8% | +24.2% | +1.8% | 96% | Strong Up / High (>25) | +8% |
| 2020-02-04 Tuesday | +11.8% | +0.9% | +1.8% | +1.1% | -1.3% | +6.0% | -11.3% | 37% | Mild Up / Medium (15-25) | +1% | |
| 2019-10-24 Thursday | -0.2% | -0.4% | +0.9% | +0.2% | -4.1% | +5.6% | -3.8% | 26% | Strong Up / Low (<15) | +11% | |
| 2019-07-25 Thursday | +14.2% | +0.2% | +2.1% | -3.5% | -1.7% | +4.8% | -7.5% | 32% | Mild Up / Low (<15) | -9% | |
| 2019-04-25 Thursday | +12.3% | -1.3% | +1.9% | +3.4% | -11.1% | +8.0% | -10.3% | 25% | Mild Up / Low (<15) | +7% | |
| 2019-02-05 Tuesday | +15.0% | +0.3% | +2.2% | +0.3% | +3.9% | +21.1% | -2.0% | 34% | Mild Up / Medium (15-25) | +1% | |
| 2018-10-25 Thursday | -11.6% | -3.6% | -2.1% | +13.6% | +11.0% | +12.5% | -4.8% | 42% | Strong Down / Medium (15-25) | -7% | |
| 2018-07-26 Thursday | +7.6% | +1.1% | -2.9% | +2.2% | -5.5% | +1.9% | -11.4% | 33% | Mild Up / Low (<15) | +8% | |
| 2018-04-26 Thursday | -2.0% | +1.2% | -2.4% | +0.5% | +7.3% | +11.0% | -4.4% | 40% | Sideways / Medium (15-25) | +12% | |
| 2018-02-06 Tuesday | -2.0% | -0.1% | -3.2% | -1.4% | +12.7% | +9.3% | -9.3% | 36% | Sideways / High (>25) | +12% | |
| 2017-10-26 Thursday | +12.7% | +0.9% | +0.9% | -1.3% | -0.1% | +3.5% | -5.4% | 26% | Strong Up / Low (<15) | +18% | |
| 2017-07-27 Thursday | +13.7% | -0.2% | -0.6% | -5.1% | -7.4% | +1.9% | -13.3% | 31% | Mild Up / Low (<15) | +15% | |
| 2017-04-27 Thursday | +11.4% | -1.2% | -2.4% | +0.4% | -2.6% | +0.4% | -10.0% | 22% | Sideways / Low (<15) | +11% | |
| 2017-02-02 Thursday | +5.4% | +1.5% | +0.8% | +3.1% | +8.2% | +15.4% | -0.5% | 30% | Strong Up / Low (<15) | +15% | |
| 2016-10-26 Wednesday | -9.3% | +4.4% | +3.7% | -2.4% | +12.4% | +19.5% | -2.0% | 24% | Mild Up / Low (<15) | -1% | |
| 2016-07-27 Wednesday | 1 | +23.4% | -1.8% | -0.5% | -0.6% | +3.3% | +4.4% | -2.3% | 42% | Strong Up / Low (<15) | +41% |
| 2016-04-26 Tuesday | +2.1% | +0.1% | +0.9% | -2.3% | -0.4% | +1.6% | -7.1% | 16% | Mild Up / Low (<15) | +15% | |
| 2016-02-09 Tuesday | +0.9% | -0.6% | -1.5% | +4.2% | +11.2% | +12.1% | -5.0% | 44% | Strong Down / High (>25) | +22% | |
| 2015-10-22 Thursday | -0.8% | -0.3% | -1.0% | -0.7% | +2.3% | +5.2% | -4.6% | 32% | Strong Up / Low (<15) | +3% | |
| 2015-07-30 Thursday | +3.7% | +0.5% | +0.6% | -0.7% | -7.7% | +3.2% | -11.7% | 38% | Sideways / Low (<15) | +22% | |
| 2015-04-28 Tuesday | +2.6% | -2.5% | -3.9% | -1.6% | +3.5% | -0.4% | -7.3% | 25% | Mild Up / Low (<15) | +9% | |
| 2015-02-10 Tuesday | +9.1% | 0.0% | +0.2% | -0.1% | -2.7% | +2.3% | -3.8% | 22% | Mild Up / 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_ENTG.json.
Automated, data-driven · educational only · not financial advice.