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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)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeStrong Down expl.-2.1%3
VIX levelMedium (15-25)-1.6%10
Earnings weekdayThursday-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)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report26+0.1%-1.1%9.9-19.5% / +28.3%50%
Drift T-5 → report26-0.8%-2.0%5.5-10.3% / +11.9%35%
Overnight gap26-1.1%-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 +5d26+0.7%+0.3%6.4-14.0% / +15.5%50%
Follow-through +20d26+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

BucketNMeanMedianStdWin%
Thursday26-2.2%-1.6%4.527%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Sideways n<107-1.4%-1.7%3.029%
Mild Up n<106-1.6%-0.7%4.833%
Strong Down n<103-2.1%-1.6%1.30%
Strong Up n<108-2.8%-3.3%5.838%
Mild Down n<102-4.2%-4.2%3.50%

Reaction by VIX level

BucketNMeanMedianStdWin%
Medium (15-25)10-1.6%-1.2%4.830%
Low (<15)11-2.3%-1.6%4.027%
High (>25) n<105-3.1%-3.9%4.420%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Mild Down n<102+10.2%+10.2%7.8100%
Mild Up n<106+3.8%+1.2%7.267%
Strong Up n<108+1.1%-0.5%12.150%
Sideways n<107-4.3%-2.3%7.343%
Strong Down n<103-6.2%-7.4%2.40%
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
ReportPreDrift20GapReact+5d+20dMFEMAEHV20NVDA / VIXSurprise
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.