Tour
396
Earnings Analysis
Why this page exists: IDCC 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 IDCC 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 +0.18 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +0.4% | 3 |
| VIX level | Medium (15-25) | +0.7% | 28 |
| Earnings weekday | Thursday | +0.6% | 42 |
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
+0.7%
Median reaction
-0.2%
Avg |move|
3.3%
Up rate
46%
Avg drift T-20
+3.1%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +3.1% | +1.5% | 8.1 | -11.4% / +25.7% | 59% |
| Drift T-5 → report | 46 | +1.6% | +1.5% | 7.2 | -17.5% / +15.0% | 61% |
| Overnight gap | 46 | +0.3% | +0.3% | 1.2 | -2.2% / +3.6% | 59% |
| Reaction day (close→close) | 46 | +0.7% | -0.2% | 4.4 | -10.2% / +10.1% | 46% |
| Follow-through +5d | 46 | -0.4% | +0.6% | 4.7 | -14.1% / +9.4% | 52% |
| Follow-through +20d | 46 | +0.3% | +1.0% | 10.5 | -40.6% / +18.4% | 59% |
| Max favorable excursion (20d) | 46 | +7.5% | +6.6% | 7.2 | -1.0% / +32.8% | 91% |
| Max adverse excursion (20d) | 46 | -6.7% | -4.2% | 9.3 | -51.0% / +1.1% | 15% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Friday n<10 | 1 | +4.7% | +4.7% | 0.0 | 100% |
| Tuesday n<10 | 1 | +3.9% | +3.9% | 0.0 | 100% |
| Thursday | 42 | +0.6% | -0.2% | 4.5 | 45% |
| Wednesday n<10 | 2 | -0.8% | -0.8% | 0.6 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways | 15 | +1.2% | +0.8% | 5.0 | 53% |
| Strong Up | 13 | +1.1% | +0.2% | 4.1 | 54% |
| Mild Down n<10 | 3 | +0.7% | -2.0% | 4.9 | 33% |
| Strong Down n<10 | 3 | +0.4% | +0.3% | 0.7 | 67% |
| Mild Up | 12 | -0.2% | -0.9% | 4.1 | 25% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 5 | +1.5% | +1.3% | 4.0 | 60% |
| Medium (15-25) | 28 | +0.7% | -0.1% | 4.6 | 46% |
| Low (<15) | 13 | +0.4% | -1.3% | 4.0 | 38% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 13 | +7.2% | +5.3% | 9.3 | 77% |
| Mild Down n<10 | 3 | +6.7% | +11.8% | 8.5 | 67% |
| Strong Down n<10 | 3 | +2.2% | -3.9% | 9.6 | 33% |
| Mild Up | 12 | +1.3% | -1.1% | 7.5 | 50% |
| Sideways | 15 | +0.3% | +1.1% | 4.7 | 53% |
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 |
|---|---|---|---|---|
| 2026-04-30 | 9.3% | -2.0% | +1.2% | 0.22x |
| 2026-02-05 | 9.7% | +7.5% | +3.6% | 0.78x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-30 Thursday | 1 | -3.0% | +1.2% | -2.0% | -4.0% | -13.2% | +2.9% | -16.0% | 76% | Strong Up / Medium (15-25) | +2% |
| 2026-02-05 Thursday | +11.8% | +3.6% | +7.5% | -3.8% | -3.8% | +11.0% | -0.5% | 42% | Mild Down / Medium (15-25) | +19% | |
| 2025-10-30 Thursday | +11.5% | -0.2% | -8.7% | +5.2% | -1.2% | +0.9% | -18.6% | 38% | Mild Up / Medium (15-25) | +24% | |
| 2025-07-31 Thursday | 1 | +16.8% | -2.1% | -2.1% | +5.2% | +8.2% | +7.2% | -4.1% | 41% | Strong Up / Medium (15-25) | +93% |
| 2025-05-01 Thursday | -2.6% | +1.5% | +4.4% | +0.5% | +3.0% | +11.2% | +0.3% | 47% | Sideways / Medium (15-25) | +11% | |
| 2025-02-06 Thursday | 1 | +13.5% | -1.3% | -3.5% | +5.2% | +5.3% | +9.5% | -6.5% | 58% | Mild Down / Medium (15-25) | -4% |
| 2024-10-31 Thursday | +4.9% | +0.7% | +10.1% | +8.2% | +18.3% | +32.8% | +0.4% | 25% | Mild Up / Medium (15-25) | +112% | |
| 2024-08-01 Thursday | 1 | +15.7% | -2.2% | -0.5% | +2.4% | +0.3% | +2.7% | -4.9% | 39% | Strong Down / Medium (15-25) | +518% |
| 2024-05-02 Thursday | +7.8% | +0.5% | +0.8% | +1.9% | +9.9% | +11.4% | +0.2% | 23% | Sideways / Low (<15) | +7% | |
| 2024-02-15 Thursday | 1 | +10.8% | -0.3% | +0.9% | -7.9% | -12.5% | +3.2% | -12.3% | 40% | Strong Up / Low (<15) | +12% |
| 2023-11-02 Thursday | +4.4% | +0.9% | +3.0% | +0.7% | +18.4% | +22.5% | -0.2% | 33% | Sideways / Medium (15-25) | +80% | |
| 2023-08-03 Thursday | -6.5% | +0.4% | -2.0% | -1.9% | +1.0% | +0.9% | -7.8% | 20% | Mild Up / Medium (15-25) | +9% | |
| 2023-05-04 Thursday | +1.1% | +0.8% | +10.0% | +3.1% | +5.1% | +17.6% | +0.1% | 36% | Sideways / Medium (15-25) | +443% | |
| 2023-02-15 Wednesday | 1 | +25.7% | -0.4% | -0.2% | -0.0% | +0.1% | +1.6% | -4.4% | 42% | Strong Up / Medium (15-25) | +17% |
| 2022-11-03 Thursday | -1.5% | +1.2% | +4.3% | +4.5% | +3.6% | +11.1% | +0.7% | 26% | Sideways / High (>25) | +55% | |
| 2022-08-04 Thursday | -1.2% | -1.0% | -4.0% | -6.6% | -18.8% | -0.0% | -23.2% | 40% | Strong Up / Medium (15-25) | -22% | |
| 2022-05-05 Thursday | -5.1% | +0.1% | +1.3% | -1.5% | +10.9% | +13.3% | -2.8% | 37% | Strong Down / High (>25) | +6% | |
| 2022-02-17 Thursday | -2.7% | -0.6% | -1.9% | -1.7% | +0.1% | +0.0% | -8.5% | 29% | Sideways / High (>25) | +52% | |
| 2021-11-04 Thursday | +5.3% | +1.3% | +0.3% | +0.9% | -6.4% | +3.3% | -7.4% | 21% | Strong Up / Medium (15-25) | +18% | |
| 2021-08-05 Thursday | +0.0% | +1.2% | +1.9% | +5.3% | +2.0% | +8.7% | -0.1% | 27% | Mild Up / Medium (15-25) | +35% | |
| 2021-05-06 Thursday | -4.7% | +0.8% | +3.0% | -2.8% | +16.8% | +20.3% | -2.7% | 20% | Sideways / Medium (15-25) | +18% | |
| 2021-02-18 Thursday | -6.0% | +1.3% | +0.2% | +1.3% | +1.1% | +7.8% | -4.2% | 27% | Strong Up / Medium (15-25) | +30% | |
| 2020-11-05 Thursday | +2.0% | +0.3% | -3.6% | +2.2% | +5.9% | +5.3% | -3.7% | 38% | Sideways / High (>25) | +98% | |
| 2020-08-06 Thursday | +13.0% | -1.1% | -1.1% | +2.0% | -3.1% | +4.9% | -6.0% | 28% | Mild Up / Medium (15-25) | -9% | |
| 2020-05-07 Thursday | 1 | +22.3% | +2.4% | +7.4% | -9.9% | -2.6% | +8.6% | -7.8% | 68% | Strong Up / High (>25) | -50% |
| 2020-02-20 Thursday | +8.1% | -0.2% | -0.2% | -14.1% | -40.6% | +1.3% | -51.0% | 32% | Strong Up / Medium (15-25) | +29% | |
| 2019-10-31 Thursday | +2.5% | +1.9% | +10.0% | -2.5% | -3.7% | +12.5% | +1.1% | 43% | Strong Up / Low (<15) | +321% | |
| 2019-08-01 Thursday | -2.9% | -1.0% | -10.2% | -6.6% | -14.6% | -1.0% | -26.1% | 20% | Sideways / Medium (15-25) | +77% | |
| 2019-05-02 Thursday | +1.2% | +0.8% | +6.9% | -2.5% | -12.4% | +7.1% | -8.0% | 24% | Sideways / Low (<15) | +13% | |
| 2019-02-21 Thursday | -2.7% | -0.3% | -1.9% | +1.5% | -3.3% | +1.0% | -6.6% | 16% | Mild Up / Low (<15) | -24% | |
| 2018-11-01 Thursday | -3.9% | +0.9% | +0.3% | +4.2% | +1.3% | +5.2% | -3.1% | 28% | Strong Down / Medium (15-25) | +336% | |
| 2018-08-02 Thursday | -2.4% | -0.1% | -0.7% | +1.6% | +1.6% | +3.2% | -2.3% | 14% | Mild Up / Low (<15) | +22% | |
| 2018-04-26 Thursday | +3.7% | +0.9% | -0.9% | 0.0% | +5.7% | +6.8% | -2.0% | 21% | Sideways / Medium (15-25) | +154% | |
| 2018-02-22 Thursday | -10.7% | +3.3% | +7.7% | -6.2% | -2.5% | +10.0% | -0.6% | 40% | Sideways / Medium (15-25) | +28% | |
| 2017-10-26 Thursday | +1.7% | +0.1% | -4.4% | +1.0% | +2.6% | +0.1% | -6.9% | 14% | Strong Up / Low (<15) | +11% | |
| 2017-07-27 Thursday | -5.5% | -0.3% | -1.5% | -4.1% | -6.0% | +0.3% | -11.2% | 29% | Mild Up / Low (<15) | +8% | |
| 2017-04-27 Thursday | +7.8% | +0.1% | -1.6% | -6.2% | -7.9% | +0.1% | -13.8% | 29% | Sideways / Low (<15) | +6% | |
| 2017-02-23 Thursday | 1 | -5.2% | -2.0% | -2.0% | -2.9% | -1.0% | -0.7% | -5.3% | 53% | Mild Down / Low (<15) | +4% |
| 2016-10-27 Thursday | 1 | -11.4% | +0.4% | -0.1% | -0.4% | +16.5% | +17.0% | -1.6% | 53% | Mild Up / Medium (15-25) | +0% |
| 2016-08-02 Tuesday | +10.3% | +0.5% | +3.9% | +9.4% | +14.1% | +18.9% | -1.0% | 15% | Strong Up / Low (<15) | +56% | |
| 2016-04-28 Thursday | +3.0% | -0.1% | -0.2% | -3.9% | +1.1% | +1.5% | -6.6% | 21% | Sideways / Medium (15-25) | +42% | |
| 2016-02-18 Thursday | +7.3% | -0.2% | -0.1% | +4.5% | +11.8% | +14.1% | -0.5% | 42% | Mild Up / Medium (15-25) | +15% | |
| 2015-10-30 Friday | +0.8% | +0.3% | +4.7% | +2.6% | -0.8% | +8.3% | +0.3% | 29% | Strong Up / Medium (15-25) | +189% | |
| 2015-07-30 Thursday | -1.0% | -0.5% | -3.8% | -4.1% | -8.4% | -0.1% | -21.2% | 20% | Sideways / Low (<15) | +15% | |
| 2015-04-29 Wednesday | +9.7% | -0.8% | -1.3% | +1.4% | +7.6% | +6.4% | -2.4% | 24% | Mild Up / Low (<15) | +17% | |
| 2015-02-19 Thursday | -2.2% | +0.3% | +2.7% | +2.0% | +3.6% | +11.8% | -0.2% | 32% | Mild Up / Medium (15-25) | -- |
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_IDCC.json.
Automated, data-driven · educational only · not financial advice.