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Earnings Analysis
Why this page exists: ICHR 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 ICHR 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 -0.40 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -3.2% | 4 |
| VIX level | Medium (15-25) | -2.0% | 22 |
| Earnings weekday | Monday | -4.8% | 11 |
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
38
Avg reaction
-1.8%
Median reaction
-1.8%
Avg |move|
8.3%
Up rate
42%
Avg drift T-20
+7.5%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 38 | +7.5% | +3.9% | 17.9 | -33.5% / +48.9% | 61% |
| Drift T-5 → report | 38 | +0.5% | -0.4% | 7.2 | -17.4% / +19.1% | 47% |
| Overnight gap | 38 | -1.5% | -0.4% | 10.3 | -29.8% / +23.8% | 50% |
| Reaction day (close→close) | 38 | -1.8% | -1.8% | 11.9 | -31.4% / +32.7% | 42% |
| Follow-through +5d | 38 | +3.1% | +1.9% | 6.8 | -10.7% / +18.1% | 63% |
| Follow-through +20d | 38 | +3.3% | +1.7% | 13.3 | -23.7% / +33.9% | 55% |
| Max favorable excursion (20d) | 38 | +12.9% | +9.5% | 15.0 | -22.1% / +62.2% | 87% |
| Max adverse excursion (20d) | 38 | -12.4% | -12.0% | 10.9 | -38.7% / +12.6% | 8% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday | 20 | +0.3% | +0.3% | 7.7 | 55% |
| Thursday n<10 | 4 | -0.0% | -0.8% | 5.4 | 50% |
| Monday | 11 | -4.8% | -2.8% | 18.3 | 27% |
| Wednesday n<10 | 3 | -7.2% | -3.4% | 6.6 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 4 | +9.7% | +8.6% | 15.6 | 75% |
| Mild Up | 11 | -1.1% | -1.8% | 8.1 | 27% |
| Mild Down n<10 | 5 | -2.0% | -2.8% | 3.2 | 20% |
| Strong Down n<10 | 4 | -3.2% | -5.2% | 12.8 | 50% |
| Strong Up | 14 | -5.1% | -0.8% | 12.9 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) n<10 | 9 | +0.3% | +0.2% | 6.5 | 56% |
| Medium (15-25) | 22 | -2.0% | -2.6% | 14.4 | 36% |
| High (>25) n<10 | 7 | -3.8% | -0.1% | 7.6 | 43% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 14 | +20.7% | +18.2% | 14.0 | 93% |
| Sideways n<10 | 4 | +3.2% | -7.3% | 23.9 | 25% |
| Mild Up | 11 | +3.1% | +0.9% | 12.8 | 55% |
| Mild Down n<10 | 5 | -0.9% | -2.1% | 4.2 | 40% |
| Strong Down n<10 | 4 | -11.6% | -7.8% | 14.1 | 25% |
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 |
|---|---|---|---|---|
| 2026-05-04 | 23.2% | -2.8% | -12.5% | 0.12x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-04 Monday | +46.0% | -12.5% | -2.8% | +13.6% | +10.6% | +11.9% | -18.8% | 58% | Strong Up / Medium (15-25) | +14% | |
| 2026-02-09 Monday | 1 | +43.5% | +23.8% | +32.7% | +4.0% | -4.0% | +62.2% | +12.6% | 86% | Sideways / Medium (15-25) | +118% |
| 2025-11-03 Monday | 2 | +14.3% | -27.1% | -31.4% | -1.9% | +5.6% | -22.1% | -38.7% | 86% | Strong Up / Medium (15-25) | -41% |
| 2025-08-04 Monday | -7.8% | -29.8% | -30.2% | +14.2% | +17.2% | -2.7% | -34.9% | 42% | Strong Up / Medium (15-25) | -79% | |
| 2025-05-05 Monday | 3 | +17.8% | -20.4% | -23.2% | +15.1% | +8.8% | -6.4% | -26.4% | 111% | Strong Up / Medium (15-25) | -54% |
| 2025-02-04 Tuesday | -14.2% | +6.8% | +14.4% | +1.5% | -10.8% | +26.1% | -3.7% | 47% | Strong Down / Medium (15-25) | -28% | |
| 2024-11-04 Monday | -12.7% | +16.1% | +16.1% | +5.0% | +12.2% | +31.3% | +7.4% | 38% | Mild Up / Medium (15-25) | +12% | |
| 2024-08-06 Tuesday | 1 | -33.5% | +7.2% | +3.3% | +3.5% | -1.0% | +14.3% | +0.2% | 63% | Strong Down / High (>25) | +67% |
| 2024-05-06 Monday | +2.4% | +0.6% | -0.9% | -3.5% | -4.7% | +3.2% | -12.1% | 40% | Mild Up / Low (<15) | -4600% | |
| 2024-02-06 Tuesday | +18.7% | -1.0% | +3.3% | +6.5% | +12.3% | +23.2% | -10.0% | 44% | Strong Up / Low (<15) | -186% | |
| 2023-11-06 Monday | -13.1% | -8.1% | -11.1% | +3.9% | +13.9% | +6.9% | -13.0% | 42% | Sideways / Low (<15) | -12% | |
| 2023-08-08 Tuesday | +7.7% | -2.1% | -3.1% | -4.1% | -0.9% | +4.8% | -10.6% | 44% | Mild Up / Medium (15-25) | +700% | |
| 2023-05-09 Tuesday | -7.2% | -9.0% | -6.5% | +9.1% | +29.7% | +23.5% | -10.7% | 30% | Mild Up / Medium (15-25) | +38% | |
| 2023-02-07 Tuesday | +21.1% | +2.1% | +4.1% | -3.9% | -15.5% | +11.4% | -14.6% | 43% | Strong Up / Medium (15-25) | -- | |
| 2022-11-08 Tuesday | +10.4% | +7.4% | +0.3% | +17.6% | +12.1% | +20.9% | -0.6% | 70% | Strong Up / High (>25) | +24% | |
| 2022-08-09 Tuesday | +13.4% | +11.1% | +13.4% | +9.1% | -16.5% | +24.5% | -8.3% | 59% | Strong Up / Medium (15-25) | +21% | |
| 2022-05-10 Tuesday | -1.4% | -10.8% | -13.7% | +18.1% | +17.4% | +8.0% | -20.8% | 54% | Strong Down / High (>25) | -23% | |
| 2022-02-08 Tuesday | 2 | -2.1% | -5.3% | -2.5% | -2.5% | -16.7% | -0.8% | -25.8% | 75% | Mild Down / Medium (15-25) | -1% |
| 2021-11-02 Tuesday | 1 | +12.7% | +2.2% | +1.5% | +5.3% | +4.1% | +14.6% | -4.2% | 57% | Strong Up / Medium (15-25) | -- |
| 2021-08-03 Tuesday | -7.1% | +0.0% | -3.3% | +0.3% | -3.6% | +1.8% | -20.9% | 58% | Mild Down / Medium (15-25) | +6% | |
| 2021-05-04 Tuesday | -10.3% | +2.4% | +0.7% | -5.7% | +1.3% | +8.3% | -12.6% | 46% | Mild Up / Medium (15-25) | +6% | |
| 2021-02-02 Tuesday | 1 | +26.0% | +3.6% | -0.1% | +6.5% | +12.1% | +19.1% | -2.1% | 66% | Mild Up / High (>25) | +15% |
| 2020-11-02 Monday | +5.1% | -2.4% | +4.0% | +11.0% | +33.9% | +40.4% | -3.5% | 46% | Mild Down / High (>25) | +3% | |
| 2020-08-03 Monday | +21.1% | +6.3% | -1.8% | -10.7% | -23.7% | +7.2% | -25.7% | 52% | Strong Up / Medium (15-25) | +24% | |
| 2020-05-04 Monday | 1 | +48.9% | +0.2% | -3.6% | +2.4% | +1.7% | +4.4% | -15.9% | 118% | Strong Up / High (>25) | -13% |
| 2020-02-05 Wednesday | 1 | +8.6% | -1.5% | -3.4% | +7.0% | -14.0% | +6.4% | -22.7% | 101% | Mild Up / Medium (15-25) | -4% |
| 2019-11-05 Tuesday | 1 | +34.8% | +3.5% | +0.2% | -0.9% | -1.5% | +4.3% | -6.3% | 52% | Strong Up / Low (<15) | +6% |
| 2019-08-06 Tuesday | -2.7% | -4.5% | -2.8% | -1.8% | -0.5% | +0.3% | -14.8% | 45% | Mild Down / Medium (15-25) | -3% | |
| 2019-05-07 Tuesday | +2.2% | -9.4% | -5.4% | -4.5% | -8.3% | +0.4% | -17.9% | 26% | Mild Down / Medium (15-25) | -4% | |
| 2019-02-06 Wednesday | +27.3% | -2.4% | -1.8% | +1.2% | -9.4% | +5.2% | -11.9% | 50% | Mild Up / Medium (15-25) | -9% | |
| 2018-11-06 Tuesday | +2.7% | -15.1% | -16.9% | +0.3% | +8.4% | -0.7% | -21.7% | 62% | Strong Down / Medium (15-25) | +3% | |
| 2018-08-07 Tuesday | -1.5% | -1.3% | +9.5% | -4.9% | +5.0% | +20.4% | -5.7% | 56% | Sideways / Low (<15) | +12% | |
| 2018-05-08 Tuesday | -3.9% | +6.6% | +9.7% | -0.5% | -1.9% | +14.8% | -1.0% | 69% | Mild Up / Low (<15) | +9% | |
| 2018-02-07 Wednesday | 1 | +0.9% | +2.5% | -16.5% | +8.9% | +25.2% | +7.9% | -23.0% | 90% | Mild Up / High (>25) | +2% |
| 2017-11-09 Thursday | -4.8% | -0.8% | -6.2% | +3.0% | -12.1% | +10.6% | -22.0% | 47% | Mild Up / Low (<15) | -1% | |
| 2017-08-10 Thursday | 1 | -16.3% | +2.7% | +7.7% | -1.7% | +16.2% | +29.4% | -0.9% | 68% | Sideways / Medium (15-25) | +0% |
| 2017-05-11 Thursday | 1 | +16.5% | -6.1% | -3.7% | -2.4% | +22.2% | +41.6% | -7.8% | 53% | Strong Up / Low (<15) | +0% |
| 2017-02-09 Thursday | +21.4% | +6.2% | +2.0% | +0.5% | +1.6% | +15.5% | -2.1% | 41% | Strong Up / Low (<15) | +1% |
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_ICHR.json.
Automated, data-driven · educational only · not financial advice.