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Earnings Analysis
Why this page exists: FTV 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 FTV 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 -0.13 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -2.1% | 4 |
| VIX level | Medium (15-25) | +0.6% | 23 |
| Earnings weekday | Wednesday | +0.5% | 12 |
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
40
Avg reaction
+0.3%
Median reaction
+0.8%
Avg |move|
2.5%
Up rate
58%
Avg drift T-20
+0.5%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 40 | +0.5% | +1.8% | 7.0 | -12.2% / +16.4% | 55% |
| Drift T-5 → report | 40 | -0.5% | -0.9% | 4.8 | -10.4% / +13.9% | 42% |
| Overnight gap | 40 | +0.0% | -0.1% | 3.1 | -9.3% / +9.7% | 48% |
| Reaction day (close→close) | 40 | +0.3% | +0.8% | 3.0 | -5.4% / +5.7% | 58% |
| Follow-through +5d | 40 | +1.0% | +1.6% | 2.7 | -6.0% / +6.2% | 72% |
| Follow-through +20d | 40 | +1.6% | +1.2% | 6.1 | -15.4% / +18.1% | 70% |
| Max favorable excursion (20d) | 40 | +6.3% | +5.6% | 5.0 | -2.8% / +18.4% | 90% |
| Max adverse excursion (20d) | 40 | -4.1% | -2.9% | 5.0 | -18.5% / +4.7% | 12% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Friday n<10 | 1 | +1.8% | +1.8% | 0.0 | 100% |
| Tuesday n<10 | 4 | +1.4% | +2.3% | 2.7 | 75% |
| Wednesday | 12 | +0.5% | +0.2% | 2.0 | 58% |
| Thursday | 23 | +0.0% | +0.9% | 3.5 | 52% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 9 | +1.1% | +0.9% | 2.5 | 67% |
| Mild Up n<10 | 9 | +0.9% | +1.5% | 3.2 | 56% |
| Mild Down n<10 | 3 | +0.4% | +0.1% | 1.0 | 67% |
| Strong Up | 15 | +0.2% | +1.0% | 3.3 | 60% |
| Strong Down n<10 | 4 | -2.1% | -2.2% | 1.6 | 25% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 23 | +0.6% | +0.9% | 2.8 | 65% |
| Low (<15) | 11 | +0.1% | +0.9% | 3.0 | 55% |
| High (>25) n<10 | 6 | -0.3% | -1.0% | 3.5 | 33% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 15 | +4.2% | +5.1% | 6.3 | 80% |
| Mild Down n<10 | 3 | +2.7% | +3.0% | 4.9 | 67% |
| Mild Up n<10 | 9 | +1.7% | +2.4% | 5.6 | 67% |
| Sideways n<10 | 9 | -3.5% | -4.8% | 5.4 | 22% |
| Strong Down n<10 | 4 | -8.6% | -9.2% | 1.9 | 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 |
|---|---|---|---|---|
| 2026-04-30 | 4.5% | -1.3% | +1.5% | 0.28x |
| 2026-02-04 | 10.4% | +0.1% | +1.0% | 0.01x |
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 | +7.0% | +1.5% | -1.3% | +3.2% | -1.2% | +3.0% | -4.0% | 26% | Strong Up / Medium (15-25) | +9% | |
| 2026-02-04 Wednesday | 1 | +8.4% | +1.0% | +0.1% | -2.5% | -3.6% | +3.8% | -8.6% | 45% | Mild Down / Medium (15-25) | +7% |
| 2025-10-29 Wednesday | +0.5% | +0.7% | +1.8% | -2.0% | +3.9% | +6.4% | -2.6% | 20% | Strong Up / Medium (15-25) | +19% | |
| 2025-07-30 Wednesday | -6.6% | -1.3% | -3.5% | -0.7% | +1.3% | -0.3% | -6.7% | 17% | Strong Up / Medium (15-25) | -2% | |
| 2025-05-01 Thursday | -10.1% | +1.9% | +1.1% | +3.4% | +4.0% | +11.8% | -0.2% | 59% | Sideways / Medium (15-25) | -0% | |
| 2025-02-07 Friday | +3.0% | +1.6% | +1.8% | +0.1% | -6.8% | +5.3% | -5.9% | 16% | Mild Down / Medium (15-25) | +4% | |
| 2024-10-30 Wednesday | -7.2% | -0.3% | -0.9% | +4.0% | +11.2% | +11.2% | -1.8% | 16% | Strong Up / Medium (15-25) | +4% | |
| 2024-07-24 Wednesday | -3.5% | -0.3% | -0.6% | +2.7% | +3.4% | +2.9% | -6.0% | 38% | Mild Down / Medium (15-25) | +1% | |
| 2024-04-24 Wednesday | -10.4% | -0.3% | +0.2% | -1.0% | +1.1% | +3.0% | -1.7% | 23% | Strong Down / Medium (15-25) | +4% | |
| 2024-01-31 Wednesday | +8.2% | +0.7% | +5.2% | +0.1% | +3.6% | +10.9% | -0.2% | 20% | Strong Up / Low (<15) | +4% | |
| 2023-10-25 Wednesday | -12.2% | -1.3% | +0.8% | +0.1% | +4.3% | +5.5% | -1.7% | 35% | Sideways / Medium (15-25) | +0% | |
| 2023-07-26 Wednesday | +5.0% | +0.8% | -0.5% | +2.5% | +1.9% | +4.1% | -1.8% | 18% | Mild Up / Low (<15) | +5% | |
| 2023-04-26 Wednesday | -4.8% | +1.1% | +0.9% | +0.6% | +0.3% | +5.7% | -0.5% | 24% | Sideways / Medium (15-25) | +3% | |
| 2023-02-01 Wednesday | +2.5% | +1.3% | +3.0% | +1.9% | -0.1% | +5.9% | -0.3% | 24% | Strong Up / Medium (15-25) | +4% | |
| 2022-10-26 Wednesday | +3.7% | +1.0% | -0.1% | -0.5% | +8.5% | +10.8% | -2.0% | 33% | Sideways / High (>25) | +4% | |
| 2022-07-28 Thursday | +14.6% | +0.4% | +3.2% | +1.8% | +3.9% | +10.6% | +0.4% | 28% | Strong Up / Medium (15-25) | +8% | |
| 2022-04-28 Thursday | -5.6% | -0.9% | -1.9% | +6.2% | +5.5% | +7.8% | -3.9% | 22% | Strong Down / High (>25) | +3% | |
| 2022-02-03 Thursday | -8.7% | -1.4% | -2.5% | +2.1% | -5.8% | +1.7% | -8.5% | 33% | Strong Down / Medium (15-25) | +2% | |
| 2021-10-28 Thursday | +6.2% | -3.7% | +1.0% | +3.1% | +0.1% | +6.5% | -3.7% | 14% | Strong Up / Medium (15-25) | +1% | |
| 2021-07-29 Thursday | -1.0% | +4.2% | +5.2% | +1.2% | +1.1% | +10.4% | +2.0% | 16% | Sideways / Medium (15-25) | +9% | |
| 2021-04-29 Thursday | +6.0% | -3.2% | -5.4% | +2.3% | +2.1% | -1.2% | -9.9% | 18% | Strong Up / Medium (15-25) | +5% | |
| 2021-02-04 Thursday | -7.0% | +2.5% | +4.3% | +2.4% | -2.5% | +8.8% | -1.5% | 16% | Mild Up / Medium (15-25) | +13% | |
| 2020-10-27 Tuesday | -0.2% | -1.0% | -2.9% | +5.1% | +18.1% | +16.7% | -4.5% | 27% | Sideways / High (>25) | +10% | |
| 2020-07-28 Tuesday | +4.6% | +3.2% | +3.6% | -5.6% | -4.1% | +5.6% | -2.7% | 21% | Strong Up / High (>25) | +17% | |
| 2020-04-30 Thursday | +16.4% | -0.4% | -5.1% | -4.6% | +0.5% | +0.3% | -18.0% | 54% | Strong Up / High (>25) | +7% | |
| 2020-02-06 Thursday | +1.1% | -0.9% | +1.5% | -2.2% | -15.4% | +3.6% | -15.4% | 18% | Mild Up / Medium (15-25) | +6% | |
| 2019-10-24 Thursday | +5.2% | -0.2% | -4.4% | +0.9% | +3.8% | +4.0% | -5.6% | 28% | Strong Up / Low (<15) | +0% | |
| 2019-07-25 Thursday | +2.4% | -9.3% | -4.1% | -6.0% | -11.1% | -2.8% | -18.5% | 20% | Mild Up / Low (<15) | +1% | |
| 2019-04-25 Thursday | +6.6% | -7.3% | -2.9% | +0.7% | -7.9% | -1.2% | -11.0% | 11% | Mild Up / Low (<15) | +0% | |
| 2019-02-07 Thursday | +7.5% | +1.3% | +3.2% | +4.7% | +4.8% | +12.3% | -0.0% | 18% | Mild Up / Medium (15-25) | +7% | |
| 2018-10-25 Thursday | -9.8% | -4.1% | -4.3% | +2.4% | -0.4% | +1.9% | -9.4% | 24% | Strong Down / Medium (15-25) | -1% | |
| 2018-07-26 Thursday | +8.6% | -0.6% | -1.7% | +1.4% | +0.3% | +1.8% | -3.0% | 18% | Mild Up / Low (<15) | +2% | |
| 2018-04-26 Thursday | -5.7% | -0.9% | -1.3% | +1.7% | +6.9% | +8.8% | -4.4% | 27% | Sideways / Medium (15-25) | +4% | |
| 2018-02-08 Thursday | -5.3% | +9.7% | +4.8% | +3.6% | +10.9% | +16.3% | +0.5% | 25% | Sideways / High (>25) | +5% | |
| 2017-10-26 Thursday | +5.1% | -1.7% | +0.9% | -1.1% | -2.6% | +1.2% | -4.7% | 13% | Strong Up / Low (<15) | +5% | |
| 2017-07-27 Thursday | -2.8% | +1.5% | +3.0% | +3.2% | +0.7% | +7.8% | +0.1% | 14% | Mild Up / Low (<15) | +2% | |
| 2017-04-27 Thursday | +4.5% | +1.0% | +1.5% | -0.7% | +0.7% | +3.1% | -3.1% | 12% | Sideways / Low (<15) | +5% | |
| 2017-02-07 Tuesday | +3.5% | -1.2% | +1.0% | +2.0% | +3.7% | +6.6% | -1.4% | 12% | Strong Up / Low (<15) | +2% | |
| 2016-10-27 Thursday | -6.3% | +5.8% | +5.7% | +1.5% | +11.6% | +18.4% | +4.7% | 12% | Mild Up / Medium (15-25) | +13% | |
| 2016-08-02 Tuesday | -2.3% | -0.0% | +3.8% | +2.4% | +6.9% | +13.6% | -0.3% | -- | Strong Up / Low (<15) | +4% |
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_FTV.json.
Automated, data-driven · educational only · not financial advice.