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Earnings Analysis
Why this page exists: EVTC 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 EVTC 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 +0.97 (Very Strong Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +8.3% | 2 |
| VIX level | Medium (15-25) | +2.1% | 27 |
| Earnings weekday | Tuesday expl. | +4.7% | 8 |
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
+1.2%
Median reaction
+0.8%
Avg |move|
5.2%
Up rate
54%
Avg drift T-20
-0.4%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | -0.4% | -1.1% | 7.6 | -13.6% / +17.8% | 43% |
| Drift T-5 → report | 46 | -1.6% | -1.9% | 4.2 | -12.7% / +6.7% | 28% |
| Overnight gap | 46 | +1.9% | +1.9% | 5.0 | -10.0% / +15.7% | 61% |
| Reaction day (close→close) | 46 | +1.2% | +0.8% | 6.6 | -17.1% / +16.1% | 54% |
| Follow-through +5d | 46 | +0.3% | +0.1% | 4.1 | -8.4% / +10.2% | 54% |
| Follow-through +20d | 46 | +2.6% | +1.4% | 9.7 | -31.8% / +28.3% | 54% |
| Max favorable excursion (20d) | 46 | +10.1% | +9.9% | 7.9 | -3.1% / +32.3% | 91% |
| Max adverse excursion (20d) | 46 | -5.3% | -5.5% | 8.5 | -42.0% / +9.2% | 22% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday n<10 | 8 | +4.7% | +3.4% | 4.9 | 88% |
| Wednesday | 27 | +0.7% | +0.9% | 7.3 | 52% |
| Thursday n<10 | 8 | +0.4% | -1.1% | 5.2 | 50% |
| Friday n<10 | 2 | -0.1% | -0.1% | 0.1 | 0% |
| Monday n<10 | 1 | -2.0% | -2.0% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 2 | +8.3% | +8.3% | 7.6 | 100% |
| Sideways | 12 | +2.4% | +1.7% | 6.2 | 58% |
| Mild Up | 12 | +1.8% | +1.4% | 5.7 | 58% |
| Mild Down n<10 | 6 | +0.8% | -0.8% | 5.5 | 50% |
| Strong Up | 14 | -1.1% | -0.1% | 6.8 | 43% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 27 | +2.1% | +1.8% | 7.4 | 56% |
| Low (<15) | 13 | +0.3% | +1.1% | 5.8 | 54% |
| High (>25) n<10 | 6 | -0.7% | +0.3% | 2.2 | 50% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 14 | +1.9% | +2.3% | 8.1 | 64% |
| Mild Up | 12 | +0.2% | -1.4% | 7.4 | 42% |
| Sideways | 12 | -1.8% | -1.8% | 7.9 | 42% |
| Mild Down n<10 | 6 | -3.3% | -2.2% | 4.7 | 17% |
| Strong Down n<10 | 2 | -4.8% | -4.8% | 0.9 | 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 |
|---|---|---|---|---|
| 2026-05-06 | 15.2% | -17.1% | -4.1% | 1.12x |
| 2026-02-26 | 27.1% | +9.9% | +4.6% | 0.36x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-06 Wednesday | -1.1% | -4.1% | -17.1% | +1.0% | -2.5% | -1.3% | -22.5% | 29% | Strong Up / Medium (15-25) | -2% | |
| 2026-02-26 Thursday | -10.3% | +4.6% | +9.9% | +1.6% | +0.1% | +17.2% | +3.0% | 38% | Mild Down / Medium (15-25) | +3% | |
| 2025-11-06 Thursday | -11.8% | -2.3% | -2.8% | +7.8% | +8.4% | +9.9% | -4.9% | 30% | Sideways / Medium (15-25) | +4% | |
| 2025-07-30 Wednesday | -11.1% | +9.1% | +10.3% | -2.9% | +1.0% | +15.2% | +4.5% | 24% | Strong Up / Medium (15-25) | +4% | |
| 2025-05-07 Wednesday | +8.5% | +9.9% | +2.5% | +3.4% | +2.5% | +11.6% | +2.2% | 38% | Strong Up / Medium (15-25) | +9% | |
| 2025-02-26 Wednesday | -0.5% | +9.6% | +16.1% | +1.0% | 0.0% | +18.6% | +9.2% | 17% | Sideways / Medium (15-25) | +21% | |
| 2024-11-06 Wednesday | +3.5% | +1.0% | +3.0% | -0.4% | -0.3% | +9.1% | -0.4% | 23% | Mild Up / Medium (15-25) | +18% | |
| 2024-07-31 Wednesday | +4.4% | +5.8% | +1.8% | -8.2% | -4.8% | +6.6% | -6.9% | 46% | Mild Down / Medium (15-25) | +20% | |
| 2024-05-01 Wednesday | -2.1% | -2.3% | -5.0% | +4.6% | -2.5% | +1.2% | -8.6% | 25% | Mild Down / Medium (15-25) | +5% | |
| 2024-02-28 Wednesday | -1.1% | -4.5% | -10.6% | +4.3% | +9.7% | -1.9% | -12.1% | 28% | Strong Up / Low (<15) | -2% | |
| 2023-10-26 Thursday | -7.8% | +5.5% | -4.1% | -0.7% | +10.9% | +10.6% | -8.1% | 22% | Mild Down / Medium (15-25) | +22% | |
| 2023-07-26 Wednesday | +14.2% | +2.1% | -2.9% | +0.1% | -2.1% | +2.4% | -6.5% | 20% | Mild Up / Low (<15) | +7% | |
| 2023-04-26 Wednesday | -4.3% | +1.8% | +8.0% | +0.1% | +2.9% | +16.2% | -0.1% | 21% | Sideways / Medium (15-25) | +14% | |
| 2023-02-22 Wednesday | -2.9% | +3.5% | +5.8% | +0.4% | -8.8% | +10.4% | -6.7% | 18% | Mild Up / Medium (15-25) | +0% | |
| 2022-11-02 Wednesday | +3.0% | -3.0% | -4.1% | +0.0% | +4.0% | +4.1% | -8.7% | 30% | Sideways / High (>25) | -32% | |
| 2022-08-05 Friday | +0.3% | -0.8% | -0.2% | -5.4% | -9.3% | +0.9% | -11.7% | 34% | Strong Up / Medium (15-25) | -0% | |
| 2022-04-28 Thursday | -5.7% | -1.7% | +0.7% | -1.2% | -3.6% | +5.1% | -8.0% | 28% | Strong Down / High (>25) | +13% | |
| 2022-02-24 Thursday | +0.2% | -4.3% | +0.7% | -6.0% | -2.4% | +4.3% | -9.2% | 27% | Mild Up / High (>25) | +16% | |
| 2021-10-27 Wednesday | -6.6% | +6.9% | +0.9% | -3.4% | -2.7% | +6.9% | -4.0% | 25% | Strong Up / Medium (15-25) | +0% | |
| 2021-08-03 Tuesday | -2.3% | +7.0% | +5.9% | +2.1% | +2.7% | +10.3% | +4.0% | 19% | Mild Down / Medium (15-25) | +37% | |
| 2021-04-29 Thursday | +13.4% | -1.1% | -5.4% | +6.6% | +9.3% | +5.2% | -6.8% | 24% | Strong Up / Medium (15-25) | +15% | |
| 2021-03-01 Monday | +6.1% | -0.3% | -2.0% | +4.4% | +3.0% | +7.8% | -3.4% | 33% | Mild Up / Medium (15-25) | +9% | |
| 2020-10-29 Thursday | -1.7% | +2.3% | -3.3% | +6.3% | +12.9% | +12.1% | -4.8% | 22% | Mild Down / High (>25) | +57% | |
| 2020-08-04 Tuesday | +17.8% | +2.1% | -1.2% | -3.0% | +9.6% | +13.1% | -5.8% | 30% | Strong Up / Medium (15-25) | +12% | |
| 2020-05-08 Friday | +3.3% | -1.9% | 0.0% | -2.0% | +21.7% | +23.2% | -7.5% | 53% | Strong Up / High (>25) | +1% | |
| 2020-02-25 Tuesday | -7.7% | -1.4% | +2.0% | -5.3% | -31.8% | +4.0% | -42.0% | 26% | Mild Up / High (>25) | -2% | |
| 2019-10-30 Wednesday | +6.8% | +1.0% | -5.2% | -0.3% | +8.4% | +3.7% | -8.2% | 24% | Strong Up / Low (<15) | +0% | |
| 2019-07-31 Wednesday | -1.1% | +4.9% | +11.8% | -2.1% | -3.0% | +16.7% | +2.8% | 22% | Mild Up / Medium (15-25) | +8% | |
| 2019-05-01 Wednesday | +6.3% | +3.8% | -2.1% | -3.9% | -3.1% | +3.8% | -10.4% | 20% | Sideways / Low (<15) | +4% | |
| 2019-02-20 Wednesday | +13.4% | -8.9% | -7.6% | -0.3% | -0.4% | -3.1% | -18.0% | 29% | Mild Up / Low (<15) | +4% | |
| 2018-10-30 Tuesday | -3.9% | +8.4% | +15.9% | +10.2% | +7.0% | +32.3% | +7.8% | 43% | Strong Down / Medium (15-25) | +10% | |
| 2018-07-31 Tuesday | +5.9% | +2.1% | +2.1% | +1.3% | +2.9% | +9.9% | -2.4% | 20% | Sideways / Low (<15) | +4% | |
| 2018-05-01 Tuesday | +11.8% | +6.5% | +6.8% | +6.8% | +12.4% | +20.3% | +4.6% | 18% | Sideways / Medium (15-25) | +51% | |
| 2018-02-21 Wednesday | +3.2% | +9.3% | +3.7% | -2.7% | +1.8% | +9.3% | -0.3% | 35% | Sideways / Medium (15-25) | +3% | |
| 2017-11-07 Tuesday | -11.9% | -1.4% | +1.1% | -8.4% | -6.0% | +2.1% | -10.6% | 31% | Strong Up / Low (<15) | -6% | |
| 2017-08-01 Tuesday | +2.0% | +3.6% | +4.7% | -3.7% | -1.6% | +8.1% | -0.3% | 22% | Strong Up / Low (<15) | +5% | |
| 2017-05-03 Wednesday | -4.8% | +3.0% | +9.5% | +4.6% | +4.0% | +17.6% | +3.0% | 29% | Mild Up / Low (<15) | +16% | |
| 2017-02-22 Wednesday | -1.7% | -1.5% | -0.6% | +3.2% | -6.5% | +6.1% | -7.9% | 14% | Mild Up / Low (<15) | +5% | |
| 2016-11-02 Wednesday | -13.1% | +1.8% | -0.3% | +6.0% | +28.3% | +31.4% | -0.7% | 19% | Sideways / Medium (15-25) | +1% | |
| 2016-07-28 Thursday | +4.4% | +2.4% | +7.4% | +0.3% | -0.9% | +10.6% | +1.4% | 22% | Strong Up / Low (<15) | +5% | |
| 2016-05-11 Wednesday | -5.0% | +1.8% | +1.2% | +1.3% | +20.7% | +22.6% | -1.1% | 20% | Sideways / Low (<15) | +4% | |
| 2016-02-17 Wednesday | -13.6% | +2.0% | -7.5% | -0.1% | +20.1% | +13.3% | -9.5% | 36% | Sideways / Medium (15-25) | +1% | |
| 2015-11-04 Wednesday | -6.1% | -10.0% | -5.6% | -1.2% | -0.3% | -1.6% | -18.1% | 19% | Mild Up / Medium (15-25) | -0% | |
| 2015-08-05 Wednesday | -10.1% | +15.7% | +7.2% | -2.5% | -8.6% | +15.7% | -5.2% | 17% | Mild Up / Low (<15) | +3% | |
| 2015-05-06 Wednesday | -3.1% | -0.5% | +7.2% | +0.5% | +2.9% | +12.2% | -0.5% | 18% | Sideways / Medium (15-25) | -3% | |
| 2015-02-18 Wednesday | +2.6% | -1.0% | -3.0% | +1.8% | +12.7% | +11.6% | -6.0% | 17% | Strong 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_EVTC.json.
Automated, data-driven · educational only · not financial advice.