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Earnings Analysis
Why this page exists: FICO 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
Wednesday, July 29, 2026
Next confirmed FICO 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 +0.72 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +7.0% | 6 |
| VIX level | Medium (15-25) | +0.5% | 28 |
| Earnings weekday | Wednesday | +2.3% | 19 |
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
+1.6%
Median reaction
+0.8%
Avg |move|
4.6%
Up rate
57%
Avg drift T-20
+1.3%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +1.3% | +3.3% | 8.0 | -21.7% / +16.4% | 61% |
| Drift T-5 → report | 46 | +0.8% | -0.0% | 4.1 | -8.0% / +17.5% | 48% |
| Overnight gap | 46 | +0.6% | +0.6% | 4.2 | -8.9% / +18.5% | 57% |
| Reaction day (close→close) | 46 | +1.6% | +0.8% | 6.9 | -8.8% / +31.1% | 57% |
| Follow-through +5d | 46 | +1.2% | +1.5% | 4.0 | -8.3% / +9.9% | 65% |
| Follow-through +20d | 46 | +3.5% | +4.1% | 8.1 | -18.6% / +22.5% | 70% |
| Max favorable excursion (20d) | 46 | +10.3% | +8.2% | 8.6 | -1.7% / +43.7% | 93% |
| Max adverse excursion (20d) | 46 | -5.7% | -4.8% | 7.3 | -24.3% / +16.8% | 17% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 3 | +2.8% | +0.4% | 5.4 | 67% |
| Wednesday | 19 | +2.3% | +1.7% | 7.3 | 63% |
| Tuesday n<10 | 7 | +1.2% | +1.4% | 3.9 | 57% |
| Thursday | 17 | +0.6% | -0.9% | 7.5 | 47% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 6 | +7.0% | +5.8% | 7.6 | 83% |
| Strong Up | 14 | +3.5% | +1.6% | 9.0 | 71% |
| Mild Up n<10 | 9 | +0.5% | +0.6% | 3.1 | 56% |
| Sideways | 14 | -0.9% | -0.7% | 3.7 | 43% |
| Mild Down n<10 | 3 | -3.5% | -2.4% | 2.4 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 5 | +8.2% | +2.7% | 14.0 | 60% |
| Low (<15) | 13 | +1.3% | +0.6% | 4.6 | 62% |
| Medium (15-25) | 28 | +0.5% | +0.6% | 4.9 | 54% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 9 | +4.3% | +4.0% | 4.9 | 78% |
| Strong Up | 14 | +3.4% | +5.0% | 8.0 | 71% |
| Sideways | 14 | +2.5% | +3.5% | 6.4 | 71% |
| Mild Down n<10 | 3 | -0.4% | -0.6% | 4.0 | 33% |
| Strong Down n<10 | 6 | -10.0% | -9.1% | 6.7 | 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 |
|---|---|---|---|---|
| 2026-04-28 | 13.2% | +3.3% | +7.8% | 0.25x |
| 2026-01-28 | 11.0% | -1.6% | +0.9% | 0.14x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-28 Tuesday | 1 | -3.6% | +7.8% | +3.3% | +2.2% | +22.5% | +27.7% | -4.5% | 70% | Strong Up / Medium (15-25) | +14% |
| 2026-01-28 Wednesday | -13.9% | +0.9% | -1.6% | -7.7% | -7.5% | +3.9% | -21.8% | 34% | Sideways / Medium (15-25) | +3% | |
| 2025-11-05 Wednesday | -3.9% | +3.4% | +2.8% | +6.2% | +5.8% | +12.6% | +1.1% | 37% | Mild Up / Medium (15-25) | +5% | |
| 2025-07-30 Wednesday | -17.1% | -1.0% | -6.0% | -3.0% | -1.2% | -0.0% | -14.9% | 42% | Strong Up / Medium (15-25) | +11% | |
| 2025-04-29 Tuesday | 1 | +6.4% | -2.6% | +1.4% | +3.6% | -18.6% | +13.1% | -24.3% | 55% | Sideways / Medium (15-25) | +5% |
| 2025-02-04 Tuesday | -8.0% | -8.9% | +2.1% | -2.7% | +1.4% | +6.3% | -11.0% | 29% | Strong Down / Medium (15-25) | -5% | |
| 2024-11-06 Wednesday | +3.2% | +1.6% | +4.1% | +7.9% | +8.8% | +14.9% | -2.6% | 25% | Mild Up / Medium (15-25) | +2% | |
| 2024-07-31 Wednesday | +4.6% | -2.8% | -1.3% | +5.7% | +9.1% | +13.6% | -4.5% | 27% | Mild Down / Medium (15-25) | -1% | |
| 2024-04-25 Thursday | -5.2% | -4.8% | -6.9% | +4.9% | +21.8% | +21.6% | -7.4% | 25% | Mild Down / Medium (15-25) | +6% | |
| 2024-01-25 Thursday | +10.3% | -3.8% | -6.8% | +3.9% | +7.2% | +4.1% | -7.5% | 23% | Strong Up / Low (<15) | -5% | |
| 2023-11-08 Wednesday | +4.0% | -4.2% | +2.4% | +6.0% | +16.1% | +22.4% | -4.3% | 40% | Sideways / Low (<15) | -4% | |
| 2023-08-02 Wednesday | +3.8% | +3.4% | +4.0% | -0.1% | +5.1% | +9.8% | +0.4% | 19% | Mild Up / Medium (15-25) | +8% | |
| 2023-04-27 Thursday | +5.2% | -2.1% | -0.9% | +1.2% | +6.1% | +8.1% | -2.7% | 19% | Sideways / Medium (15-25) | -5% | |
| 2023-01-26 Thursday | +5.2% | -3.5% | +2.2% | +4.5% | +0.9% | +9.9% | -4.4% | 26% | Strong Up / Medium (15-25) | +2% | |
| 2022-11-09 Wednesday | +9.5% | +18.5% | +31.1% | +6.2% | +7.4% | +43.7% | +16.8% | 42% | Strong Up / High (>25) | +5% | |
| 2022-08-03 Wednesday | +12.3% | +2.0% | +1.1% | +5.4% | -5.5% | +8.0% | -5.4% | 43% | Strong Up / Medium (15-25) | +12% | |
| 2022-04-27 Wednesday | -21.7% | +5.5% | +2.7% | -1.8% | +3.3% | +7.4% | -9.3% | 34% | Strong Down / High (>25) | +25% | |
| 2022-01-27 Thursday | -3.8% | +0.8% | +16.6% | +0.4% | -4.0% | +25.5% | +0.7% | 35% | Strong Down / High (>25) | +10% | |
| 2021-11-10 Wednesday | -2.2% | -0.2% | -2.8% | -4.0% | +7.7% | +6.9% | -11.8% | 31% | Strong Up / Medium (15-25) | +23% | |
| 2021-08-03 Tuesday | -0.6% | +1.0% | -2.4% | -8.3% | -8.3% | +2.8% | -14.5% | 21% | Mild Down / Medium (15-25) | +20% | |
| 2021-05-05 Wednesday | -1.0% | -1.0% | -0.4% | -5.7% | -2.9% | +3.4% | -7.2% | 21% | Sideways / Medium (15-25) | +18% | |
| 2021-01-28 Thursday | -3.2% | -2.6% | -8.4% | +6.1% | +1.6% | -1.7% | -11.1% | 42% | Sideways / High (>25) | +20% | |
| 2020-11-10 Tuesday | -1.6% | +4.0% | +9.0% | +1.3% | +5.6% | +20.6% | +2.5% | 44% | Strong Down / Medium (15-25) | +40% | |
| 2020-07-29 Wednesday | +4.9% | -5.2% | +0.2% | -0.4% | -3.1% | +2.1% | -5.2% | 34% | Strong Up / Medium (15-25) | +20% | |
| 2020-04-29 Wednesday | 1 | +16.0% | +1.4% | -1.1% | +1.2% | +12.7% | +14.1% | -8.2% | 80% | Strong Up / High (>25) | +21% |
| 2020-01-30 Thursday | +9.4% | -3.0% | -1.8% | +2.8% | -6.5% | +6.5% | -14.1% | 17% | Mild Up / Medium (15-25) | -3% | |
| 2019-11-04 Monday | -3.1% | +6.2% | +10.2% | +1.4% | +8.0% | +23.2% | +6.2% | 31% | Strong Up / Low (<15) | +19% | |
| 2019-07-31 Wednesday | +7.4% | +3.1% | +3.6% | -2.5% | -3.7% | +7.0% | -6.7% | 18% | Mild Up / Medium (15-25) | +30% | |
| 2019-04-30 Tuesday | +2.6% | +0.1% | -3.2% | +3.0% | +9.2% | +8.3% | -4.1% | 19% | Sideways / Low (<15) | -4% | |
| 2019-01-30 Wednesday | +16.4% | +0.5% | +3.4% | +3.1% | +10.0% | +15.1% | -0.3% | 31% | Sideways / Medium (15-25) | +2% | |
| 2018-11-01 Thursday | -10.3% | -0.0% | -4.2% | +4.3% | +4.5% | +1.5% | -12.0% | 33% | Strong Down / Medium (15-25) | -6% | |
| 2018-07-26 Thursday | +9.1% | +0.6% | -1.1% | +3.0% | +9.8% | +9.5% | -3.1% | 14% | Mild Up / Low (<15) | -8% | |
| 2018-04-26 Thursday | +1.7% | +2.7% | +3.6% | -1.7% | +2.6% | +7.0% | -0.4% | 26% | Sideways / Medium (15-25) | +13% | |
| 2018-01-25 Thursday | +6.3% | +5.0% | +4.4% | +1.6% | +3.6% | +9.2% | -5.7% | 12% | Strong Up / Low (<15) | +19% | |
| 2017-11-01 Wednesday | +1.1% | -1.0% | +2.8% | +4.5% | +6.2% | +10.0% | -1.4% | 12% | Strong Up / Low (<15) | -3% | |
| 2017-07-31 Monday | +2.2% | -1.9% | +0.4% | -2.5% | -2.8% | +3.1% | -4.2% | 13% | Strong Up / Low (<15) | -16% | |
| 2017-04-27 Thursday | +4.1% | +0.1% | +1.5% | +1.5% | -1.9% | +4.1% | -1.9% | 15% | Sideways / Low (<15) | -5% | |
| 2017-01-31 Tuesday | +3.4% | +0.8% | -1.9% | +2.0% | +9.2% | +8.0% | -3.0% | 16% | Sideways / Low (<15) | -2% | |
| 2016-11-07 Monday | -3.6% | +0.7% | -2.3% | -2.2% | +1.3% | +1.6% | -6.6% | 22% | Mild Up / Medium (15-25) | +17% | |
| 2016-07-28 Thursday | +5.7% | +3.8% | +9.6% | +1.0% | +0.9% | +13.3% | +2.8% | 20% | Strong Up / Low (<15) | +32% | |
| 2016-05-04 Wednesday | -1.5% | +1.9% | +1.7% | +1.8% | +7.5% | +9.9% | -0.8% | 20% | Sideways / Medium (15-25) | -4% | |
| 2016-01-28 Thursday | -14.6% | +6.3% | +16.1% | +0.4% | +1.1% | +20.2% | +4.2% | 36% | Strong Down / Medium (15-25) | +16% | |
| 2015-11-05 Thursday | +4.0% | -2.9% | -5.2% | -1.1% | +7.2% | +4.3% | -15.3% | 28% | Mild Up / Medium (15-25) | +6% | |
| 2015-07-29 Wednesday | +3.5% | -1.1% | -2.1% | -0.4% | -8.4% | -0.1% | -17.4% | 18% | Sideways / Low (<15) | +6% | |
| 2015-04-23 Thursday | +9.6% | +1.0% | +0.6% | -5.7% | -5.9% | +3.5% | -8.5% | 13% | Mild Up / Low (<15) | +3% | |
| 2015-01-29 Thursday | +6.8% | -1.6% | -8.8% | +9.9% | +19.3% | +9.7% | -10.1% | 30% | Sideways / Medium (15-25) | -27% |
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_FICO.json.
Automated, data-driven · educational only · not financial advice.