Tour
396
Earnings Analysis
Why this page exists: GLW 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
Tuesday, July 28, 2026
Next confirmed GLW 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 +0.15 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +0.7% | 5 |
| VIX level | Medium (15-25) | -0.0% | 23 |
| Earnings weekday | Tuesday | +0.2% | 37 |
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
+0.2%
Median reaction
+0.4%
Avg |move|
1.8%
Up rate
57%
Avg drift T-20
+3.0%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +3.0% | +2.7% | 8.0 | -11.6% / +19.9% | 59% |
| Drift T-5 → report | 46 | +0.9% | +0.6% | 7.0 | -9.8% / +14.7% | 52% |
| Overnight gap | 46 | -0.0% | -0.0% | 1.1 | -3.9% / +2.5% | 43% |
| Reaction day (close→close) | 46 | +0.2% | +0.4% | 2.1 | -3.5% / +4.5% | 57% |
| Follow-through +5d | 46 | -0.0% | -0.1% | 3.4 | -8.1% / +7.9% | 48% |
| Follow-through +20d | 46 | +1.9% | +1.5% | 9.8 | -13.9% / +45.9% | 57% |
| Max favorable excursion (20d) | 46 | +7.4% | +5.4% | 9.4 | -0.2% / +55.5% | 96% |
| Max adverse excursion (20d) | 46 | -4.9% | -3.3% | 4.4 | -16.1% / +0.9% | 4% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday n<10 | 8 | +0.7% | +0.8% | 2.5 | 62% |
| Tuesday | 37 | +0.2% | +0.4% | 2.0 | 57% |
| Thursday n<10 | 1 | -0.4% | -0.4% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 9 | +0.7% | +0.9% | 1.8 | 56% |
| Strong Down n<10 | 5 | +0.7% | +1.1% | 2.3 | 80% |
| Mild Up | 10 | +0.2% | +0.3% | 2.2 | 60% |
| Mild Down n<10 | 7 | -0.0% | +0.3% | 1.0 | 57% |
| Strong Up | 15 | -0.0% | -0.3% | 2.5 | 47% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 7 | +2.3% | +2.1% | 1.5 | 86% |
| Medium (15-25) | 23 | -0.0% | -0.2% | 2.0 | 48% |
| Low (<15) | 16 | -0.3% | +0.3% | 2.0 | 56% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 15 | +8.1% | +8.9% | 6.5 | 87% |
| Sideways n<10 | 9 | +2.4% | -1.4% | 8.0 | 44% |
| Mild Down n<10 | 7 | +1.3% | +2.7% | 3.8 | 57% |
| Mild Up | 10 | +0.2% | -1.9% | 8.7 | 40% |
| Strong Down n<10 | 5 | -3.0% | -4.6% | 6.1 | 40% |
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 | 7.5% | -0.8% | +1.6% | 0.10x |
| 2026-01-28 | 4.2% | -1.2% | +0.7% | 0.29x |
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 | +19.1% | +1.6% | -0.8% | +6.7% | +25.7% | +38.4% | -3.2% | 63% | Strong Up / Medium (15-25) | +1% |
| 2026-01-28 Wednesday | 1 | +17.2% | +0.7% | -1.2% | +6.5% | +45.9% | +55.5% | -4.6% | 60% | Sideways / Medium (15-25) | +2% |
| 2025-10-28 Tuesday | +5.4% | +1.1% | +4.5% | -5.6% | -7.8% | +7.1% | -10.2% | 34% | Mild Up / Medium (15-25) | +1% | |
| 2025-07-29 Tuesday | 1 | +17.9% | -0.3% | +1.0% | +0.9% | +7.7% | +9.2% | -0.9% | 42% | Strong Up / Medium (15-25) | +5% |
| 2025-04-29 Tuesday | 1 | -2.9% | -1.6% | -0.2% | +0.9% | +11.4% | +12.6% | -2.2% | 62% | Sideways / Medium (15-25) | +5% |
| 2025-01-29 Wednesday | +4.2% | +0.7% | +0.4% | +6.6% | -2.0% | +9.1% | -2.0% | 45% | Mild Down / Medium (15-25) | +2% | |
| 2024-10-29 Tuesday | +10.1% | -0.2% | -2.0% | -1.6% | +0.5% | +1.1% | -6.0% | 27% | Strong Up / Medium (15-25) | +3% | |
| 2024-07-30 Tuesday | 1 | +2.8% | +2.4% | +0.7% | -4.2% | +6.3% | +7.1% | -6.4% | 52% | Strong Down / Medium (15-25) | -0% |
| 2024-04-30 Tuesday | +2.7% | +0.1% | +0.3% | -0.2% | +6.2% | +10.2% | -1.6% | 24% | Mild Down / Medium (15-25) | +8% | |
| 2024-01-30 Tuesday | +9.4% | +0.1% | -2.4% | -1.4% | -0.4% | +0.3% | -7.0% | 28% | Strong Up / Low (<15) | -4% | |
| 2023-10-24 Tuesday | -10.8% | -1.5% | -0.3% | -0.1% | +6.0% | +8.7% | -1.8% | 16% | Mild Up / Medium (15-25) | -5% | |
| 2023-07-25 Tuesday | -0.4% | -0.9% | +1.2% | -1.9% | -7.1% | +2.1% | -6.9% | 27% | Strong Up / Low (<15) | -0% | |
| 2023-04-25 Tuesday | -1.4% | -0.8% | -2.0% | +0.8% | -4.6% | +1.6% | -7.0% | 19% | Sideways / Medium (15-25) | +5% | |
| 2023-01-31 Tuesday | +8.4% | -0.3% | +1.9% | -0.3% | -1.9% | +5.3% | -1.5% | 30% | Strong Up / Medium (15-25) | +7% | |
| 2022-10-25 Tuesday | +7.6% | -0.9% | +2.1% | +0.5% | +5.8% | +9.9% | -2.1% | 35% | Mild Up / High (>25) | -0% | |
| 2022-07-26 Tuesday | +5.0% | +0.2% | +2.9% | +0.5% | -2.5% | +8.0% | -0.4% | 28% | Sideways / Medium (15-25) | +1% | |
| 2022-04-26 Tuesday | -6.5% | +0.2% | +1.6% | +0.2% | -7.8% | +5.1% | -9.2% | 25% | Strong Down / High (>25) | +9% | |
| 2022-01-26 Wednesday | 1 | +5.1% | +2.5% | +3.4% | +5.4% | -0.1% | +10.8% | -1.1% | 42% | Strong Down / High (>25) | +4% |
| 2021-10-26 Tuesday | -2.7% | -0.3% | -3.2% | +4.4% | +12.1% | +8.6% | -3.7% | 26% | Strong Up / Medium (15-25) | -3% | |
| 2021-07-27 Tuesday | -1.1% | +0.3% | +0.8% | +2.1% | -0.9% | +5.0% | -1.7% | 20% | Mild Down / Medium (15-25) | +4% | |
| 2021-04-27 Tuesday | +2.6% | -0.2% | -0.3% | +1.4% | -1.2% | +4.4% | -5.8% | 22% | Strong Up / Medium (15-25) | +5% | |
| 2021-01-27 Wednesday | -2.6% | +2.4% | +3.4% | -0.3% | +4.1% | +11.2% | +0.9% | 33% | Sideways / High (>25) | +7% | |
| 2020-10-29 Thursday | -1.3% | -0.6% | -0.4% | +7.9% | +16.7% | +17.9% | -2.5% | 32% | Mild Down / High (>25) | +14% | |
| 2020-07-28 Tuesday | +17.8% | +1.8% | +4.5% | -1.3% | +4.0% | +11.0% | +0.4% | 24% | Strong Up / High (>25) | +76% | |
| 2020-04-28 Tuesday | 1 | +4.0% | +1.0% | +1.5% | -8.1% | +3.8% | +5.5% | -15.0% | 64% | Mild Up / High (>25) | +7% |
| 2020-01-29 Wednesday | -2.3% | -1.4% | -2.3% | +2.2% | -12.4% | +2.0% | -15.7% | 20% | Mild Up / Medium (15-25) | +4% | |
| 2019-10-29 Tuesday | +8.9% | -3.9% | +0.4% | -1.1% | -3.5% | +0.5% | -5.9% | 22% | Strong Up / Low (<15) | +10% | |
| 2019-07-30 Tuesday | -8.0% | -0.4% | -2.1% | -7.2% | -12.0% | -0.2% | -14.1% | 34% | Mild Up / Low (<15) | +1% | |
| 2019-04-30 Tuesday | -6.1% | +0.5% | +1.4% | -3.6% | -9.7% | +2.7% | -8.9% | 25% | Sideways / Low (<15) | +0% | |
| 2019-01-29 Tuesday | 1 | +13.3% | +0.3% | -0.6% | +0.1% | +4.1% | +4.7% | -2.5% | 50% | Sideways / Medium (15-25) | +3% |
| 2018-10-23 Tuesday | -11.6% | -0.1% | -3.5% | +3.1% | +2.4% | +8.6% | -4.0% | 32% | Strong Down / Medium (15-25) | +5% | |
| 2018-07-25 Wednesday | 1 | +19.9% | -1.1% | +1.3% | -2.2% | -2.2% | +2.8% | -3.4% | 42% | Mild Up / Low (<15) | +4% |
| 2018-04-24 Tuesday | -5.6% | -0.0% | +1.2% | -0.9% | +2.1% | +5.8% | -2.3% | 24% | Mild Down / Medium (15-25) | +5% | |
| 2018-01-30 Tuesday | +1.1% | +0.5% | -3.4% | -4.5% | -6.3% | +0.6% | -13.9% | 28% | Strong Up / Low (<15) | +4% | |
| 2017-10-24 Tuesday | +7.2% | -0.9% | -1.2% | -0.7% | +1.7% | +1.2% | -2.7% | 23% | Strong Up / Low (<15) | +4% | |
| 2017-07-26 Wednesday | +1.4% | -0.0% | -3.1% | +0.9% | -3.4% | +0.5% | -8.9% | 25% | Strong Up / Low (<15) | +4% | |
| 2017-04-25 Tuesday | +4.1% | +0.3% | -0.5% | +2.2% | +2.8% | +4.1% | -1.2% | 18% | Mild Down / Low (<15) | +12% | |
| 2017-01-24 Tuesday | +5.8% | -0.1% | +1.9% | -0.7% | +4.0% | +6.5% | -0.8% | 25% | Sideways / Low (<15) | +14% | |
| 2016-10-25 Tuesday | -1.5% | -0.3% | +0.2% | -1.9% | +4.9% | +5.4% | -3.2% | 18% | Mild Up / Low (<15) | +10% | |
| 2016-07-27 Wednesday | +10.9% | 0.0% | +3.7% | -0.4% | +1.7% | +7.6% | -0.4% | 20% | Strong Up / Low (<15) | +14% | |
| 2016-04-26 Tuesday | -6.9% | +0.1% | +0.4% | -3.5% | +4.1% | +4.9% | -5.2% | 32% | Mild Up / Low (<15) | -1% | |
| 2016-01-26 Tuesday | -4.6% | -0.6% | +1.1% | +1.0% | +1.2% | +8.0% | -1.1% | 30% | Strong Down / Medium (15-25) | +9% | |
| 2015-10-27 Tuesday | +9.3% | -0.1% | +3.1% | +0.1% | +1.4% | +6.3% | -1.8% | 34% | Strong Up / Medium (15-25) | -2% | |
| 2015-07-28 Tuesday | -6.8% | -0.6% | +0.9% | -1.4% | -13.9% | +2.4% | -16.1% | 16% | Sideways / Low (<15) | +3% | |
| 2015-04-28 Tuesday | -5.0% | -1.4% | -3.2% | -2.6% | -0.5% | -0.1% | -6.7% | 17% | Mild Up / Low (<15) | +5% | |
| 2015-01-27 Tuesday | +6.0% | +0.6% | -2.1% | +0.5% | +2.1% | +1.7% | -6.1% | 21% | Mild Down / Medium (15-25) | +18% |
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_GLW.json.
Automated, data-driven · educational only · not financial advice.