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Earnings Analysis
Why this page exists: GIB 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 GIB 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 +0.25 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +0.8% | 4 |
| VIX level | Medium (15-25) | +0.0% | 26 |
| Earnings weekday | Wednesday | +0.4% | 46 |
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
+0.4%
Median reaction
+0.3%
Avg |move|
1.6%
Up rate
61%
Avg drift T-20
+1.8%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +1.8% | +1.1% | 6.0 | -10.3% / +16.6% | 59% |
| Drift T-5 → report | 46 | +0.5% | +0.9% | 5.0 | -14.1% / +10.4% | 61% |
| Overnight gap | 46 | -0.1% | 0.0% | 0.9 | -2.6% / +2.5% | 48% |
| Reaction day (close→close) | 46 | +0.4% | +0.3% | 2.2 | -5.3% / +6.4% | 61% |
| Follow-through +5d | 46 | +0.1% | +0.8% | 2.2 | -5.1% / +3.8% | 61% |
| Follow-through +20d | 46 | -0.0% | +0.2% | 4.6 | -14.4% / +10.8% | 54% |
| Max favorable excursion (20d) | 46 | +4.4% | +4.2% | 3.3 | -1.7% / +18.2% | 96% |
| Max adverse excursion (20d) | 46 | -4.2% | -3.4% | 4.1 | -18.8% / +2.3% | 4% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday | 46 | +0.4% | +0.3% | 2.2 | 61% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 16 | +1.1% | +0.8% | 1.8 | 62% |
| Strong Down n<10 | 4 | +0.8% | +0.8% | 2.3 | 75% |
| Sideways | 10 | +0.4% | +0.2% | 1.4 | 60% |
| Mild Down n<10 | 5 | +0.4% | +2.2% | 3.3 | 60% |
| Mild Up | 11 | -0.7% | +0.0% | 2.0 | 55% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 4 | +3.1% | +2.7% | 2.3 | 100% |
| Low (<15) | 16 | +0.4% | +0.4% | 1.5 | 69% |
| Medium (15-25) | 26 | +0.0% | -0.0% | 2.2 | 50% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 16 | +4.5% | +5.0% | 7.0 | 81% |
| Mild Down n<10 | 5 | +2.2% | +2.7% | 6.7 | 60% |
| Strong Down n<10 | 4 | +1.5% | +0.9% | 2.1 | 75% |
| Sideways | 10 | +0.5% | -0.3% | 5.0 | 50% |
| Mild Up | 11 | -1.1% | -1.6% | 3.2 | 27% |
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 |
|---|---|---|---|---|
| 2026-04-29 | 5.8% | -0.2% | -1.5% | 0.04x |
| 2026-01-28 | 8.3% | -0.8% | +0.8% | 0.09x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-29 Wednesday | 1 | -10.3% | -1.5% | -0.2% | +1.9% | +3.5% | +6.1% | -7.3% | 49% | Strong Up / Medium (15-25) | +1% |
| 2026-01-28 Wednesday | -8.0% | +0.8% | -0.8% | -3.5% | -14.4% | +1.4% | -18.8% | 26% | Sideways / Medium (15-25) | +1% | |
| 2025-11-05 Wednesday | -1.6% | -0.1% | -5.3% | +3.1% | +7.9% | +3.1% | -6.2% | 27% | Mild Up / Medium (15-25) | +2% | |
| 2025-07-30 Wednesday | -8.3% | -0.3% | -0.7% | +0.2% | +0.2% | +1.1% | -4.0% | 16% | Strong Up / Medium (15-25) | +1% | |
| 2025-04-30 Wednesday | +5.2% | +0.2% | -1.6% | +1.6% | +3.2% | +3.1% | -2.1% | 33% | Sideways / Medium (15-25) | -1% | |
| 2025-01-29 Wednesday | +4.2% | +0.6% | +3.9% | +1.0% | -7.2% | +7.2% | -3.7% | 11% | Mild Down / Medium (15-25) | -0% | |
| 2024-11-06 Wednesday | -2.8% | +0.5% | +0.0% | -0.3% | +0.9% | +1.4% | -6.2% | 13% | Mild Up / Medium (15-25) | +1% | |
| 2024-07-31 Wednesday | +12.4% | -0.8% | -2.2% | -5.1% | -0.7% | +0.1% | -10.6% | 21% | Mild Down / Medium (15-25) | -0% | |
| 2024-05-01 Wednesday | -8.3% | +1.7% | +2.8% | +1.2% | -4.0% | +6.6% | -1.6% | 16% | Mild Down / Medium (15-25) | +1% | |
| 2024-01-31 Wednesday | +7.6% | +0.4% | +2.9% | -2.9% | -0.2% | +4.4% | -1.4% | 14% | Strong Up / Low (<15) | +1% | |
| 2023-11-08 Wednesday | -2.2% | +0.2% | +0.2% | +2.2% | +4.6% | +5.1% | -0.8% | 24% | Sideways / Low (<15) | +1% | |
| 2023-07-26 Wednesday | -5.0% | -0.3% | +0.5% | +1.0% | +3.2% | +6.5% | -0.4% | 24% | Mild Up / Low (<15) | +1% | |
| 2023-04-26 Wednesday | +8.1% | +0.1% | -0.1% | +0.9% | -0.2% | +3.7% | -2.2% | 19% | Sideways / Medium (15-25) | +6% | |
| 2023-02-01 Wednesday | +3.8% | +0.0% | -0.4% | +3.2% | +1.9% | +5.2% | -1.5% | 21% | Strong Up / Medium (15-25) | +4% | |
| 2022-11-09 Wednesday | +7.8% | +2.5% | +6.4% | -0.9% | +0.7% | +10.9% | +2.3% | 26% | Strong Up / High (>25) | +1% | |
| 2022-07-27 Wednesday | +6.9% | -0.2% | -0.1% | +1.1% | -3.8% | +2.5% | -4.2% | 20% | Strong Up / Medium (15-25) | +1% | |
| 2022-04-27 Wednesday | -0.8% | +0.9% | +1.1% | +1.4% | +2.1% | +5.2% | -4.2% | 21% | Strong Down / High (>25) | +1% | |
| 2022-02-02 Wednesday | +0.5% | -1.7% | -2.5% | +1.6% | -4.3% | -0.9% | -12.8% | 27% | Strong Down / Medium (15-25) | +5% | |
| 2021-11-10 Wednesday | -1.1% | +0.6% | +1.3% | -3.3% | -5.3% | +2.6% | -5.6% | 22% | Strong Up / Medium (15-25) | +4% | |
| 2021-07-28 Wednesday | -2.1% | +0.4% | +0.3% | -0.7% | -3.0% | +1.6% | -3.3% | 19% | Sideways / Medium (15-25) | +1% | |
| 2021-04-28 Wednesday | +5.4% | +0.5% | +2.4% | +0.9% | +1.9% | +5.3% | +0.4% | 14% | Strong Up / Medium (15-25) | +1% | |
| 2021-01-27 Wednesday | -2.5% | +0.2% | +4.2% | -0.1% | -6.1% | +5.3% | -3.5% | 18% | Sideways / High (>25) | +7% | |
| 2020-11-11 Wednesday | +2.7% | -1.1% | -4.9% | +3.5% | +10.8% | +8.2% | -5.0% | 37% | Mild Down / Medium (15-25) | +4% | |
| 2020-07-29 Wednesday | +11.0% | -1.3% | +1.6% | +0.4% | -0.7% | +2.9% | -2.5% | 30% | Strong Up / Medium (15-25) | +4% | |
| 2020-04-29 Wednesday | +16.6% | -0.7% | +0.8% | +0.1% | +0.3% | +3.5% | -7.6% | 35% | Strong Up / High (>25) | +3% | |
| 2020-01-29 Wednesday | -5.6% | -0.8% | -1.1% | -2.6% | -9.8% | +0.7% | -10.9% | 32% | Mild Up / Medium (15-25) | -1% | |
| 2019-11-06 Wednesday | +2.1% | +0.1% | +0.2% | +0.3% | +3.7% | +5.3% | -0.6% | 14% | Strong Up / Low (<15) | +0% | |
| 2019-07-31 Wednesday | -1.6% | +0.1% | +0.3% | -1.9% | +0.5% | +2.5% | -3.6% | 16% | Mild Up / Medium (15-25) | +0% | |
| 2019-05-01 Wednesday | +2.9% | 0.0% | +0.6% | -0.9% | +1.4% | +4.0% | -2.1% | 9% | Sideways / Low (<15) | +0% | |
| 2019-01-30 Wednesday | +6.9% | -0.6% | +0.5% | +1.7% | +2.0% | +4.2% | -0.8% | 20% | Sideways / Medium (15-25) | +1% | |
| 2018-11-07 Wednesday | +4.9% | +0.2% | +0.5% | -1.6% | +0.1% | +4.4% | -3.2% | 30% | Strong Down / Medium (15-25) | +2% | |
| 2018-08-01 Wednesday | -1.7% | -0.1% | +1.9% | +1.4% | +3.5% | +6.1% | -0.4% | 16% | Mild Up / Low (<15) | -0% | |
| 2018-05-02 Wednesday | +1.5% | 0.0% | +0.8% | +1.3% | +2.9% | +4.4% | -0.8% | 12% | Sideways / Medium (15-25) | -0% | |
| 2018-01-31 Wednesday | +4.7% | +0.9% | +2.0% | -4.5% | -1.5% | +4.0% | -5.9% | 18% | Strong Up / Low (<15) | +2% | |
| 2017-11-08 Wednesday | -1.3% | -0.5% | +1.3% | +0.7% | +0.6% | +4.4% | -0.7% | 14% | Mild Up / Low (<15) | -0% | |
| 2017-08-02 Wednesday | +1.0% | +0.1% | +0.7% | -2.6% | -2.9% | +2.1% | -4.1% | 18% | Strong Up / Low (<15) | -1% | |
| 2017-05-03 Wednesday | +0.7% | 0.0% | +0.2% | +1.1% | +5.6% | +5.9% | -1.1% | 15% | Mild Up / Low (<15) | -2% | |
| 2017-02-01 Wednesday | +0.5% | -0.1% | -0.8% | -1.4% | -4.5% | +1.2% | -6.4% | 18% | Strong Up / Low (<15) | -0% | |
| 2016-11-09 Wednesday | +7.1% | -2.6% | -3.0% | -2.6% | -2.6% | -1.7% | -8.5% | 20% | Mild Up / Low (<15) | -1% | |
| 2016-07-27 Wednesday | +14.7% | -0.6% | +2.3% | -0.6% | -0.1% | +4.1% | -0.8% | 27% | Strong Up / Low (<15) | +1% | |
| 2016-04-27 Wednesday | -1.3% | -0.1% | -0.4% | -4.7% | -2.2% | +0.2% | -7.2% | 18% | Mild Up / Low (<15) | -2% | |
| 2016-01-27 Wednesday | +1.4% | +1.6% | +4.0% | +3.8% | -2.0% | +9.2% | -3.8% | 29% | Strong Down / Medium (15-25) | +2% | |
| 2015-11-11 Wednesday | +9.8% | +0.8% | -0.1% | +3.2% | +4.2% | +9.5% | -1.6% | 29% | Strong Up / Medium (15-25) | +4% | |
| 2015-07-29 Wednesday | -4.6% | -0.9% | -0.3% | +2.5% | -2.1% | +4.3% | -14.2% | 25% | Sideways / Low (<15) | -1% | |
| 2015-04-29 Wednesday | +1.3% | -1.2% | -2.2% | +1.1% | +0.6% | +5.2% | -3.2% | 21% | Mild Up / Low (<15) | -2% | |
| 2015-01-28 Wednesday | -0.2% | -0.6% | +2.2% | +1.6% | +9.4% | +18.2% | -0.7% | 24% | Mild Down / Medium (15-25) | -2% |
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_GIB.json.
Automated, data-driven · educational only · not financial advice.