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Earnings Analysis
Why this page exists: FIVN 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, August 06, 2026
Next confirmed FIVN 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. | -1.9% | 3 |
| VIX level | Medium (15-25) | +3.8% | 26 |
| Earnings weekday | Thursday | +3.2% | 17 |
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
+3.8%
Median reaction
+2.4%
Avg |move|
8.3%
Up rate
65%
Avg drift T-20
+1.4%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +1.4% | +1.4% | 10.1 | -22.0% / +29.7% | 57% |
| Drift T-5 → report | 46 | +0.2% | +0.9% | 7.8 | -23.8% / +15.3% | 54% |
| Overnight gap | 46 | +4.9% | +5.0% | 8.3 | -19.5% / +22.2% | 76% |
| Reaction day (close→close) | 46 | +3.8% | +2.4% | 10.3 | -26.5% / +29.3% | 65% |
| Follow-through +5d | 46 | -0.2% | +0.1% | 6.1 | -15.4% / +13.8% | 50% |
| Follow-through +20d | 46 | +3.0% | +3.8% | 14.1 | -29.6% / +44.4% | 63% |
| Max favorable excursion (20d) | 46 | +16.7% | +15.3% | 15.0 | -16.0% / +49.2% | 87% |
| Max adverse excursion (20d) | 46 | -8.1% | -8.8% | 12.0 | -33.3% / +14.3% | 28% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday | 10 | +5.4% | +5.1% | 7.5 | 70% |
| Monday n<10 | 9 | +5.2% | +0.8% | 10.7 | 78% |
| Thursday | 17 | +3.2% | +2.0% | 11.4 | 59% |
| Wednesday | 10 | +1.8% | +2.1% | 10.2 | 60% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 16 | +6.5% | +7.5% | 10.4 | 75% |
| Sideways | 16 | +3.1% | +1.0% | 8.4 | 50% |
| Mild Up n<10 | 7 | +2.5% | +1.4% | 11.0 | 71% |
| Mild Down n<10 | 4 | +1.7% | +0.8% | 2.5 | 75% |
| Strong Down n<10 | 3 | -1.9% | +6.8% | 17.7 | 67% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 4 | +4.0% | +4.4% | 2.7 | 100% |
| Medium (15-25) | 26 | +3.8% | +7.0% | 11.8 | 65% |
| Low (<15) | 16 | +3.7% | +1.1% | 8.9 | 56% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 16 | +5.8% | +5.1% | 11.1 | 75% |
| Mild Down n<10 | 4 | +5.4% | +5.5% | 2.3 | 100% |
| Mild Up n<10 | 7 | -1.4% | -2.6% | 7.0 | 43% |
| Sideways | 16 | -2.2% | -1.9% | 10.1 | 38% |
| Strong Down n<10 | 3 | -2.4% | -2.2% | 3.5 | 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 |
|---|---|---|---|---|
| 2026-04-30 | 16.0% | +29.3% | +17.3% | 1.83x |
| 2026-02-19 | 20.4% | +12.5% | +2.9% | 0.61x |
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 | +14.2% | +17.3% | +29.3% | -0.2% | +9.5% | +47.3% | +14.3% | 53% | Strong Up / Medium (15-25) | +11% | |
| 2026-02-19 Thursday | -1.3% | +2.9% | +12.5% | -3.2% | -18.2% | +20.9% | -9.6% | 68% | Sideways / Medium (15-25) | +2% | |
| 2025-11-06 Thursday | -2.3% | -0.4% | -7.9% | +3.2% | +4.1% | +1.6% | -17.8% | 49% | Sideways / Medium (15-25) | +6% | |
| 2025-07-31 Thursday | -3.4% | +1.6% | -6.0% | +4.2% | +9.9% | +7.4% | -8.3% | 49% | Strong Up / Medium (15-25) | +17% | |
| 2025-05-01 Thursday | 1 | -8.7% | +7.7% | -1.0% | +6.1% | +6.8% | +14.6% | -3.4% | 86% | Sideways / Medium (15-25) | +28% |
| 2025-02-20 Thursday | +4.9% | +19.3% | +1.0% | -13.1% | -29.6% | +19.7% | -32.7% | 37% | Mild Down / Medium (15-25) | +13% | |
| 2024-11-07 Thursday | +9.7% | +22.2% | +12.2% | +5.8% | +15.4% | +31.2% | +9.7% | 34% | Strong Up / Medium (15-25) | +15% | |
| 2024-08-08 Thursday | +1.8% | -19.5% | -26.5% | +7.1% | -8.4% | -16.0% | -32.7% | 49% | Strong Down / Medium (15-25) | +19% | |
| 2024-05-02 Thursday | -5.5% | +7.1% | +2.0% | -7.5% | -19.2% | +7.1% | -19.8% | 31% | Sideways / Low (<15) | +25% | |
| 2024-02-21 Wednesday | -10.4% | -9.6% | -13.4% | -1.4% | +0.5% | -7.5% | -20.5% | 38% | Strong Up / Medium (15-25) | +26% | |
| 2023-11-02 Thursday | -8.3% | +4.5% | +12.1% | -3.4% | +25.7% | +41.1% | +2.9% | 37% | Sideways / Medium (15-25) | +19% | |
| 2023-08-07 Monday | -2.6% | -9.1% | -14.5% | -0.4% | +1.0% | -4.5% | -17.5% | 39% | Mild Up / Medium (15-25) | +31% | |
| 2023-05-04 Thursday | -22.0% | +11.9% | -1.6% | -4.2% | +26.5% | +27.0% | -9.7% | 47% | Sideways / Medium (15-25) | +67% | |
| 2023-02-22 Wednesday | +8.4% | -2.1% | -9.6% | -10.7% | -16.0% | -2.1% | -27.1% | 46% | Mild Up / Medium (15-25) | +30% | |
| 2022-11-07 Monday | 1 | -18.0% | +2.9% | +15.1% | +13.8% | +19.1% | +46.5% | +2.3% | 60% | Strong Up / Medium (15-25) | +11% |
| 2022-07-28 Thursday | +5.1% | +9.1% | +9.9% | +7.0% | -3.4% | +22.4% | +3.0% | 52% | Strong Up / Medium (15-25) | +87% | |
| 2022-04-28 Thursday | -6.9% | +10.5% | +6.8% | -1.0% | -10.3% | +14.3% | -17.4% | 52% | Strong Down / High (>25) | +63% | |
| 2022-02-23 Wednesday | -12.8% | -13.1% | +2.8% | +1.9% | +0.4% | +7.7% | -22.7% | 57% | Sideways / High (>25) | +15% | |
| 2021-11-08 Monday | +3.5% | +9.9% | +14.5% | -2.7% | -15.8% | +16.1% | -15.8% | 36% | Strong Up / Medium (15-25) | +22% | |
| 2021-07-27 Tuesday | +6.1% | -0.2% | +0.7% | +1.2% | -7.4% | +8.2% | -10.9% | 33% | Mild Down / Medium (15-25) | +65% | |
| 2021-04-29 Thursday | +11.5% | +3.9% | +7.9% | -11.0% | -5.0% | +10.2% | -11.5% | 37% | Strong Up / Medium (15-25) | +75% | |
| 2021-02-22 Monday | 1 | -7.0% | +7.2% | +6.8% | +11.1% | -7.6% | +21.0% | -8.5% | 62% | Mild Up / Medium (15-25) | +47% |
| 2020-10-29 Thursday | +8.5% | +8.0% | +6.0% | +7.6% | -0.4% | +16.8% | -8.9% | 26% | Mild Down / High (>25) | +52% | |
| 2020-08-03 Monday | +11.9% | +1.1% | +0.1% | -10.4% | -1.4% | +2.2% | -13.2% | 47% | Strong Up / Medium (15-25) | +38% | |
| 2020-05-04 Monday | +29.7% | -7.1% | +0.1% | +9.5% | +11.5% | +13.6% | -7.2% | 39% | Strong Up / High (>25) | +10% | |
| 2020-02-19 Wednesday | +7.7% | -1.7% | -4.6% | -1.4% | -16.4% | -0.3% | -33.3% | 24% | Strong Up / Low (<15) | +22% | |
| 2019-11-05 Tuesday | +4.5% | +9.9% | +8.9% | +2.8% | +11.3% | +26.0% | +6.3% | 36% | Strong Up / Low (<15) | +36% | |
| 2019-07-31 Wednesday | 1 | -4.1% | +20.5% | +16.6% | +0.8% | +9.0% | +32.6% | +10.2% | 47% | Mild Up / Medium (15-25) | +65% |
| 2019-05-01 Wednesday | +1.1% | -3.8% | -7.2% | +1.7% | +5.8% | -0.0% | -10.8% | 30% | Sideways / Low (<15) | +36% | |
| 2019-02-19 Tuesday | +15.9% | +5.4% | -5.2% | +4.1% | +7.0% | +6.6% | -8.3% | 29% | Sideways / Low (<15) | +68% | |
| 2018-11-06 Tuesday | -2.2% | +14.1% | +14.1% | -5.2% | -5.6% | +18.8% | -7.8% | 48% | Strong Down / Medium (15-25) | +92% | |
| 2018-08-06 Monday | -1.4% | +12.9% | +24.2% | -2.6% | +11.4% | +39.8% | +11.3% | 47% | Sideways / Low (<15) | +207% | |
| 2018-05-01 Tuesday | +5.1% | +4.6% | +7.9% | -2.3% | +5.1% | +16.4% | -1.2% | 30% | Sideways / Medium (15-25) | +173% | |
| 2018-02-21 Wednesday | +5.2% | +10.2% | +12.8% | -0.2% | +3.5% | +20.4% | +7.3% | 32% | Sideways / Medium (15-25) | +71% | |
| 2017-11-08 Wednesday | +0.7% | +4.0% | +1.4% | -3.0% | -8.8% | +9.2% | -11.6% | 17% | Mild Up / Low (<15) | +625% | |
| 2017-08-03 Thursday | +0.8% | +2.6% | -1.2% | -2.9% | +1.8% | +4.1% | -8.7% | 28% | Strong Up / Low (<15) | +100% | |
| 2017-05-03 Wednesday | +7.3% | +11.1% | +16.3% | +0.3% | +12.4% | +31.3% | +6.2% | 32% | Mild Up / Low (<15) | +100% | |
| 2017-02-16 Thursday | +3.5% | +1.1% | -1.7% | -1.3% | +8.7% | +7.9% | -6.5% | 25% | Sideways / Low (<15) | +111% | |
| 2016-11-01 Tuesday | -10.7% | +9.6% | -2.3% | +0.4% | +13.8% | +13.0% | -9.1% | 33% | Sideways / Medium (15-25) | +100% | |
| 2016-08-03 Wednesday | +5.1% | +4.5% | +2.9% | +4.4% | +17.1% | +21.4% | +1.4% | 15% | Strong Up / Low (<15) | +71% | |
| 2016-05-10 Tuesday | +17.9% | 0.0% | +2.9% | -15.4% | +17.8% | +22.3% | -14.2% | 34% | Sideways / Low (<15) | +29% | |
| 2016-02-23 Tuesday | 2 | -0.3% | +4.2% | +7.2% | +5.0% | +9.0% | +18.8% | +0.8% | 99% | Strong Up / Medium (15-25) | +63% |
| 2015-11-03 Tuesday | +21.4% | +13.3% | +20.7% | +1.1% | +20.0% | +49.2% | +12.4% | 49% | Strong Up / Low (<15) | +38% | |
| 2015-08-03 Monday | -10.7% | +6.5% | 0.0% | -7.5% | -20.3% | +10.3% | -23.9% | 60% | Sideways / Low (<15) | +37% | |
| 2015-05-12 Tuesday | +2.2% | +6.1% | -0.7% | +0.5% | +2.5% | +6.3% | -9.9% | 33% | Mild Down / Low (<15) | +28% | |
| 2015-02-23 Monday | -12.7% | +5.8% | +0.8% | +3.1% | +44.4% | +46.6% | -1.6% | 28% | Mild Up / Low (<15) | +24% |
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_FIVN.json.
Automated, data-driven · educational only · not financial advice.