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Earnings Analysis
Why this page exists: GRAB 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
Monday, August 03, 2026
Next confirmed GRAB 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 +0.61 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +2.7% | 2 |
| SPY regime | Strong Down expl. | +2.2% | 1 |
| VIX level | Medium (15-25) | -0.7% | 15 |
| Earnings weekday | Monday expl. | +3.5% | 2 |
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
19
Avg reaction
-0.2%
Median reaction
+0.4%
Avg |move|
3.2%
Up rate
53%
Avg drift T-20
+4.3%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 19 | +4.3% | +2.7% | 16.0 | -19.4% / +49.5% | 58% |
| Drift T-5 → report | 19 | +2.9% | 0.0% | 12.4 | -14.5% / +37.2% | 47% |
| Overnight gap | 19 | +0.8% | +1.3% | 3.9 | -8.3% / +7.7% | 63% |
| Reaction day (close→close) | 19 | -0.2% | +0.4% | 4.3 | -8.8% / +11.6% | 53% |
| Follow-through +5d | 19 | -1.6% | +0.9% | 7.3 | -27.7% / +8.9% | 58% |
| Follow-through +20d | 19 | -6.2% | -5.5% | 15.6 | -52.0% / +24.1% | 32% |
| Max favorable excursion (20d) | 19 | +9.6% | +7.3% | 9.3 | -0.6% / +30.6% | 89% |
| Max adverse excursion (20d) | 19 | -12.7% | -10.8% | 13.4 | -58.2% / +3.6% | 11% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 2 | +3.5% | +3.5% | 8.2 | 50% |
| Tuesday n<10 | 1 | +2.5% | +2.5% | 0.0 | 100% |
| Thursday n<10 | 9 | +0.2% | +0.4% | 2.3 | 56% |
| Wednesday n<10 | 6 | -1.1% | -0.1% | 3.3 | 50% |
| Friday n<10 | 1 | -8.8% | -8.8% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 2 | +5.3% | +5.3% | 6.4 | 50% |
| Strong Down n<10 | 2 | +2.7% | +2.7% | 0.5 | 100% |
| Mild Down n<10 | 1 | +2.4% | +2.4% | 0.0 | 100% |
| Sideways n<10 | 5 | -0.8% | -0.6% | 1.9 | 40% |
| Strong Up n<10 | 9 | -2.0% | 0.0% | 4.0 | 44% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 2 | +2.7% | +2.7% | 0.5 | 100% |
| Low (<15) n<10 | 2 | +0.7% | +0.7% | 0.7 | 50% |
| Medium (15-25) | 15 | -0.7% | -0.6% | 4.7 | 47% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 2 | +11.0% | +11.0% | 9.6 | 100% |
| Strong Up n<10 | 9 | +8.7% | +4.0% | 19.1 | 56% |
| Mild Down n<10 | 1 | +2.7% | +2.7% | 0.0 | 100% |
| Sideways n<10 | 5 | -2.4% | -5.2% | 7.8 | 40% |
| Strong Down n<10 | 2 | -4.8% | -4.8% | 14.6 | 50% |
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 |
|---|---|---|---|---|
| 2026-05-05 | 6.0% | +2.5% | +4.6% | 0.41x |
| 2026-02-11 | 18.7% | +0.9% | -0.7% | 0.05x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-05 Tuesday | +4.0% | +4.6% | +2.5% | -3.5% | -9.6% | +7.3% | -8.2% | 34% | Strong Up / Medium (15-25) | +206% | |
| 2026-02-11 Wednesday | -11.7% | -0.7% | +0.9% | +3.0% | -12.2% | +6.6% | -12.1% | 40% | Sideways / Medium (15-25) | +294% | |
| 2025-11-03 Monday | -5.0% | -8.3% | -4.7% | +2.0% | -9.1% | +2.7% | -20.6% | 36% | Strong Up / Medium (15-25) | -3% | |
| 2025-07-30 Wednesday | +7.3% | -3.4% | -7.6% | -2.5% | +1.2% | -0.6% | -10.6% | 27% | Strong Up / Medium (15-25) | -7% | |
| 2025-04-30 Wednesday | 2 | +7.2% | +1.0% | -2.2% | +1.5% | +2.5% | +7.6% | -2.9% | 91% | Sideways / Medium (15-25) | -36% |
| 2025-02-20 Thursday | 3 | +2.7% | +4.7% | +2.4% | -1.4% | -6.5% | +10.6% | -16.4% | 82% | Mild Down / Medium (15-25) | +86% |
| 2024-11-11 Monday | +20.7% | +7.7% | +11.6% | +2.0% | +11.0% | +30.6% | +3.6% | 34% | Mild Up / Medium (15-25) | -- | |
| 2024-08-15 Thursday | -8.5% | +1.3% | +1.6% | +0.9% | +9.5% | +12.2% | 0.0% | 32% | Sideways / Medium (15-25) | +4% | |
| 2024-05-15 Wednesday | +12.2% | +4.4% | +1.4% | +1.4% | -0.3% | +4.7% | -0.3% | 26% | Strong Up / Low (<15) | -113% | |
| 2024-02-22 Thursday | -0.3% | +1.3% | 0.0% | -2.9% | +2.9% | +4.8% | -4.4% | 46% | Strong Up / Low (<15) | +808% | |
| 2023-11-09 Thursday | -5.2% | +0.6% | -0.6% | +0.6% | -3.7% | +4.6% | -8.8% | 28% | Sideways / Medium (15-25) | +2% | |
| 2023-08-23 Wednesday | 1 | +1.4% | +1.4% | -1.1% | +2.2% | -5.5% | +4.9% | -10.8% | 48% | Mild Up / Medium (15-25) | +65% |
| 2023-05-18 Thursday | 2 | -8.8% | +3.8% | +0.4% | +8.9% | +24.1% | +30.4% | +0.2% | 78% | Strong Up / Medium (15-25) | +24% |
| 2023-02-23 Thursday | -12.8% | -1.9% | -3.4% | +3.2% | -11.3% | +3.1% | -15.1% | 54% | Strong Up / Medium (15-25) | +12% | |
| 2022-11-16 Wednesday | 1 | +32.4% | -4.1% | +2.2% | -8.4% | -0.6% | +7.3% | -11.1% | 59% | Strong Up / Medium (15-25) | +26% |
| 2022-08-25 Thursday | 1 | +6.4% | -0.5% | -3.5% | -5.9% | -9.8% | +9.8% | -19.0% | 77% | Sideways / Medium (15-25) | -3% |
| 2022-05-19 Thursday | 1 | +9.8% | +4.8% | +2.2% | -27.7% | -27.4% | +7.6% | -28.0% | 111% | Strong Down / High (>25) | -9% |
| 2022-04-28 Thursday | 1 | -19.4% | +3.5% | +3.1% | +2.7% | -21.4% | +28.7% | -19.2% | 82% | Strong Down / High (>25) | -132% |
| 2021-11-12 Friday | 3 | +49.5% | -5.0% | -8.8% | -6.2% | -52.0% | -0.3% | -58.2% | 114% | Strong Up / Medium (15-25) | +42% |
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_GRAB.json.
Automated, data-driven · educational only · not financial advice.