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Earnings Analysis
Why this page exists: GSIT 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 GSIT 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 -0.50 (Bearish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -2.1% | 3 |
| VIX level | Medium (15-25) | -1.6% | 10 |
| Earnings weekday | Thursday | -2.2% | 26 |
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
26
Avg reaction
-2.2%
Median reaction
-1.6%
Avg |move|
3.9%
Up rate
27%
Avg drift T-20
+0.1%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 26 | +0.1% | -1.1% | 9.9 | -19.5% / +28.3% | 50% |
| Drift T-5 → report | 26 | -0.8% | -2.0% | 5.5 | -10.3% / +11.9% | 35% |
| Overnight gap | 26 | -1.1% | -0.7% | 2.8 | -9.1% / +5.0% | 27% |
| Reaction day (close→close) | 26 | -2.2% | -1.6% | 4.5 | -13.3% / +5.6% | 27% |
| Follow-through +5d | 26 | +0.7% | +0.3% | 6.4 | -14.0% / +15.5% | 50% |
| Follow-through +20d | 26 | +3.2% | +2.7% | 9.0 | -17.9% / +23.2% | 62% |
| Max favorable excursion (20d) | 26 | +8.2% | +8.9% | 6.0 | -2.3% / +24.3% | 85% |
| Max adverse excursion (20d) | 26 | -10.4% | -10.2% | 6.1 | -23.7% / +0.6% | 4% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday | 26 | -2.2% | -1.6% | 4.5 | 27% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 7 | -1.4% | -1.7% | 3.0 | 29% |
| Mild Up n<10 | 6 | -1.6% | -0.7% | 4.8 | 33% |
| Strong Down n<10 | 3 | -2.1% | -1.6% | 1.3 | 0% |
| Strong Up n<10 | 8 | -2.8% | -3.3% | 5.8 | 38% |
| Mild Down n<10 | 2 | -4.2% | -4.2% | 3.5 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 10 | -1.6% | -1.2% | 4.8 | 30% |
| Low (<15) | 11 | -2.3% | -1.6% | 4.0 | 27% |
| High (>25) n<10 | 5 | -3.1% | -3.9% | 4.4 | 20% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 2 | +10.2% | +10.2% | 7.8 | 100% |
| Mild Up n<10 | 6 | +3.8% | +1.2% | 7.2 | 67% |
| Strong Up n<10 | 8 | +1.1% | -0.5% | 12.1 | 50% |
| Sideways n<10 | 7 | -4.3% | -2.3% | 7.3 | 43% |
| Strong Down n<10 | 3 | -6.2% | -7.4% | 2.4 | 0% |
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
No earnings cycles inside our options DB coverage yet.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-05-05 Thursday | 1 | -2.9% | +5.0% | -3.9% | -14.0% | +12.3% | +12.6% | -17.9% | 69% | Strong Down / High (>25) | +1% |
| 2022-01-27 Thursday | -7.4% | +0.7% | -1.6% | +5.0% | -4.5% | +8.7% | -12.2% | 55% | Strong Down / High (>25) | +7% | |
| 2021-10-28 Thursday | 1 | +3.4% | -1.6% | -5.0% | +11.9% | +8.9% | +13.7% | -9.9% | 68% | Strong Up / Medium (15-25) | +12% |
| 2021-05-06 Thursday | -19.5% | -1.3% | -1.7% | -1.5% | +3.1% | +10.0% | -6.3% | 39% | Sideways / Medium (15-25) | -47% | |
| 2021-01-28 Thursday | +2.0% | -4.5% | -6.8% | +1.2% | +2.2% | +6.9% | -10.5% | 56% | Sideways / High (>25) | -19% | |
| 2020-10-29 Thursday | 1 | +18.0% | -9.1% | -7.7% | -6.7% | +12.1% | +5.3% | -21.3% | 68% | Mild Down / High (>25) | -27% |
| 2020-07-30 Thursday | -4.5% | -6.1% | -13.3% | +7.5% | +10.3% | +8.0% | -15.9% | 47% | Strong Up / Medium (15-25) | -53% | |
| 2020-05-07 Thursday | -6.5% | +0.1% | +4.6% | -10.0% | -2.5% | +6.1% | -10.8% | 62% | Strong Up / High (>25) | -14% | |
| 2020-01-30 Thursday | +15.4% | -5.1% | -0.9% | -4.2% | -17.9% | +3.8% | -19.3% | 41% | Mild Up / Medium (15-25) | -8% | |
| 2019-10-24 Thursday | -15.3% | -1.1% | +4.3% | +1.6% | -4.8% | +9.8% | -7.0% | 28% | Strong Up / Low (<15) | -22% | |
| 2019-07-25 Thursday | +2.1% | -0.8% | -6.5% | -2.3% | -0.4% | -0.8% | -12.9% | 31% | Mild Up / Low (<15) | +16% | |
| 2019-05-02 Thursday | -2.3% | 0.0% | +2.1% | -2.7% | +2.3% | +4.8% | -9.2% | 20% | Sideways / Low (<15) | -48% | |
| 2018-05-03 Thursday | -3.9% | +0.6% | +5.6% | +0.5% | +0.9% | +10.6% | +0.6% | 24% | Mild Up / Medium (15-25) | -- | |
| 2018-01-25 Thursday | +5.0% | -2.3% | -6.1% | -1.7% | -2.5% | -2.3% | -17.9% | 23% | Strong Up / Low (<15) | -- | |
| 2017-10-26 Thursday | -5.7% | 0.0% | -1.6% | +15.5% | +23.2% | +24.3% | -2.6% | 24% | Strong Up / Low (<15) | -490% | |
| 2017-07-27 Thursday | +0.2% | -0.9% | -8.9% | -0.6% | -13.2% | +0.2% | -23.7% | 23% | Mild Up / Low (<15) | -348% | |
| 2017-05-04 Thursday | -2.6% | -2.3% | -0.5% | +9.2% | +11.5% | +12.2% | -5.4% | 38% | Mild Up / Low (<15) | -- | |
| 2017-01-26 Thursday | +2.4% | -4.5% | -0.6% | -3.5% | +8.7% | +17.4% | -12.7% | 16% | Mild Down / Low (<15) | -3% | |
| 2016-10-27 Thursday | +11.4% | +2.1% | +1.4% | -4.9% | +4.0% | +6.0% | -9.2% | 17% | Mild Up / Medium (15-25) | +175% | |
| 2016-07-28 Thursday | +28.3% | 0.0% | -6.7% | +2.3% | -1.2% | 0.0% | -11.9% | 29% | Strong Up / Low (<15) | +167% | |
| 2016-05-05 Thursday | -5.4% | -1.4% | -1.6% | +7.0% | +13.9% | +15.1% | -4.1% | 40% | Sideways / Medium (15-25) | +200% | |
| 2016-01-28 Thursday | -8.4% | 0.0% | -0.9% | +1.7% | +10.1% | +9.2% | -2.9% | 44% | Strong Down / Medium (15-25) | +10% | |
| 2015-10-29 Thursday | +4.2% | +1.7% | +1.2% | +4.7% | -0.7% | +9.1% | -4.1% | 33% | Strong Up / Low (<15) | +134% | |
| 2015-07-30 Thursday | +0.2% | -0.6% | -2.5% | 0.0% | -9.7% | -0.2% | -13.1% | 28% | Sideways / Low (<15) | -290% | |
| 2015-05-07 Thursday | -8.5% | +1.9% | +3.1% | -3.6% | +3.8% | +11.7% | -7.8% | 24% | Sideways / Medium (15-25) | +375% | |
| 2015-01-29 Thursday | +3.2% | 0.0% | -2.5% | +4.4% | +13.1% | +11.6% | -3.5% | 17% | Sideways / Medium (15-25) | +1063% |
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_GSIT.json.
Automated, data-driven · educational only · not financial advice.