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Earnings Analysis
Why this page exists: GDYN 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, July 30, 2026
Next confirmed GDYN 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 +0.79 (Very Strong Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +14.3% | 2 |
| VIX level | Medium (15-25) | +4.0% | 17 |
| Earnings weekday | Thursday | +3.4% | 24 |
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
25
Avg reaction
+2.7%
Median reaction
+2.3%
Avg |move|
9.2%
Up rate
60%
Avg drift T-20
-2.9%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 25 | -2.9% | +0.4% | 16.4 | -59.7% / +16.3% | 52% |
| Drift T-5 → report | 25 | +0.1% | +1.9% | 8.4 | -26.2% / +17.3% | 60% |
| Overnight gap | 25 | +3.3% | +2.9% | 10.0 | -22.9% / +23.7% | 68% |
| Reaction day (close→close) | 25 | +2.7% | +2.3% | 11.3 | -20.0% / +26.7% | 60% |
| Follow-through +5d | 25 | +0.7% | -2.4% | 8.0 | -11.9% / +20.3% | 48% |
| Follow-through +20d | 25 | +4.8% | +2.7% | 14.0 | -23.5% / +45.5% | 72% |
| Max favorable excursion (20d) | 25 | +19.6% | +18.6% | 16.0 | -12.3% / +58.0% | 84% |
| Max adverse excursion (20d) | 25 | -7.5% | -4.9% | 10.7 | -29.2% / +16.4% | 24% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday | 24 | +3.4% | +2.8% | 10.9 | 62% |
| Monday n<10 | 1 | -14.1% | -14.1% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 2 | +14.3% | +14.3% | 1.3 | 100% |
| Mild Up n<10 | 6 | +7.5% | +8.9% | 11.0 | 67% |
| Strong Up n<10 | 7 | +0.2% | +1.9% | 13.1 | 57% |
| Sideways n<10 | 7 | -0.2% | +2.3% | 9.4 | 57% |
| Mild Down n<10 | 3 | -1.7% | -3.0% | 4.5 | 33% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 17 | +4.0% | +3.2% | 12.2 | 65% |
| Low (<15) n<10 | 2 | +2.8% | +2.8% | 0.4 | 100% |
| High (>25) n<10 | 6 | -0.8% | -3.6% | 9.7 | 33% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 2 | +8.2% | +8.2% | 8.2 | 50% |
| Mild Up n<10 | 6 | +3.1% | +1.9% | 7.6 | 67% |
| Strong Up n<10 | 7 | +2.8% | +3.6% | 11.2 | 71% |
| Sideways n<10 | 7 | -9.7% | -7.5% | 12.4 | 29% |
| Mild Down n<10 | 3 | -19.3% | -3.9% | 28.8 | 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 | 16.9% | +2.1% | +5.5% | 0.13x |
| 2026-03-05 | 47.6% | -7.0% | -9.1% | 0.15x |
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 | +0.9% | +5.5% | +2.1% | +20.3% | +23.9% | +30.9% | -4.9% | 40% | Strong Up / Medium (15-25) | +8% | |
| 2026-03-05 Thursday | -1.6% | -9.1% | -7.0% | -3.2% | -13.2% | -2.8% | -23.4% | 62% | Mild Up / Medium (15-25) | +9% | |
| 2025-10-30 Thursday | -8.8% | +4.3% | +22.9% | -6.4% | -6.2% | +23.7% | +2.8% | 51% | Mild Up / Medium (15-25) | -4% | |
| 2025-07-31 Thursday | -20.6% | -9.2% | -16.4% | +1.1% | +1.8% | -6.3% | -21.4% | 47% | Strong Up / Medium (15-25) | +2% | |
| 2025-05-01 Thursday | 1 | -9.9% | -0.6% | -3.1% | +3.8% | -8.1% | +8.8% | -11.4% | 70% | Sideways / Medium (15-25) | +25% |
| 2025-02-20 Thursday | -3.9% | +23.7% | +4.3% | -10.6% | -23.5% | +24.5% | -21.2% | 42% | Mild Down / Medium (15-25) | +21% | |
| 2024-10-31 Thursday | +12.8% | +10.9% | -4.3% | +15.9% | +20.1% | +24.8% | -4.4% | 28% | Mild Up / Medium (15-25) | +11% | |
| 2024-08-01 Thursday | +16.3% | +10.2% | +13.0% | -4.0% | +1.4% | +19.7% | +3.6% | 36% | Strong Down / Medium (15-25) | +7% | |
| 2024-05-02 Thursday | -15.5% | +1.6% | +2.3% | +4.5% | -5.7% | +13.0% | -6.6% | 26% | Sideways / Low (<15) | -1% | |
| 2024-02-22 Thursday | +7.3% | -5.0% | +3.2% | -4.8% | -8.6% | +7.1% | -11.9% | 46% | Strong Up / Low (<15) | -9% | |
| 2023-11-02 Thursday | -7.5% | +5.4% | +9.3% | -7.2% | +5.5% | +22.0% | -0.1% | 62% | Sideways / Medium (15-25) | +2% | |
| 2023-08-03 Thursday | +0.9% | +2.9% | +14.6% | -2.4% | +2.7% | +22.3% | +2.9% | 38% | Mild Up / Medium (15-25) | +12% | |
| 2023-05-04 Thursday | +0.4% | -22.9% | -20.0% | -8.3% | +8.5% | -12.3% | -29.2% | 49% | Sideways / Medium (15-25) | -1% | |
| 2023-02-23 Thursday | +3.6% | +11.5% | +1.9% | -3.6% | -11.3% | +11.5% | -21.1% | 49% | Strong Up / Medium (15-25) | +33% | |
| 2022-11-03 Thursday | 1 | -36.4% | -3.2% | -4.2% | +7.7% | +5.5% | +17.0% | -14.9% | 72% | Sideways / High (>25) | +27% |
| 2022-08-04 Thursday | +13.5% | -1.1% | -1.7% | -2.7% | +1.5% | +18.6% | -8.1% | 42% | Strong Up / Medium (15-25) | +36% | |
| 2022-05-05 Thursday | 0.0% | +10.8% | +15.6% | -11.9% | +7.0% | +40.3% | -0.6% | 65% | Strong Down / High (>25) | +124% | |
| 2022-03-03 Thursday | 3 | -59.7% | +2.8% | -6.6% | +12.9% | +45.5% | +58.0% | -12.3% | 116% | Mild Down / High (>25) | +19% |
| 2021-11-04 Thursday | 1 | -1.4% | +19.4% | +26.7% | +0.3% | +1.7% | +43.6% | +16.4% | 73% | Strong Up / Medium (15-25) | +39% |
| 2021-08-05 Thursday | 1 | +12.4% | +17.0% | +15.7% | -4.1% | +17.8% | +37.5% | +2.6% | 55% | Mild Up / Medium (15-25) | +66% |
| 2021-05-06 Thursday | -1.6% | +2.7% | +6.9% | +6.2% | +1.6% | +18.3% | -1.0% | 32% | Sideways / Medium (15-25) | +100% | |
| 2021-03-04 Thursday | +5.6% | +4.7% | -3.0% | +9.3% | +10.7% | +13.8% | -4.4% | 50% | Mild Down / High (>25) | +41% | |
| 2020-11-05 Thursday | +2.6% | +10.3% | +7.2% | -3.1% | +23.8% | +38.6% | +2.3% | 35% | Sideways / High (>25) | +475% | |
| 2020-08-06 Thursday | +3.0% | +1.0% | +3.2% | +2.1% | +4.6% | +16.7% | -2.3% | 37% | Mild Up / Medium (15-25) | +116% | |
| 2020-05-11 Monday | +16.1% | -11.2% | -14.1% | +6.0% | +11.9% | -0.1% | -19.3% | 59% | Strong Up / High (>25) | -9% |
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_GDYN.json.
Automated, data-driven · educational only · not financial advice.