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Earnings Analysis
Why this page exists: INGM 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 INGM 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 -0.23 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| VIX level | Medium (15-25) expl. | +0.2% | 6 |
| Earnings weekday | Thursday expl. | -2.5% | 3 |
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
7
Avg reaction
+0.1%
Median reaction
-0.4%
Avg |move|
5.2%
Up rate
29%
Avg drift T-20
+4.7%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 6 | +4.7% | +0.2% | 14.0 | -9.6% / +26.9% | 50% |
| Drift T-5 → report | 7 | +0.2% | +1.2% | 5.5 | -7.6% / +9.5% | 71% |
| Overnight gap | 7 | -0.3% | -1.6% | 7.2 | -10.8% / +13.0% | 29% |
| Reaction day (close→close) | 7 | +0.1% | -0.4% | 7.0 | -9.3% / +14.3% | 29% |
| Follow-through +5d | 7 | -1.4% | -3.6% | 5.8 | -8.9% / +8.7% | 29% |
| Follow-through +20d | 7 | -3.0% | -6.4% | 6.0 | -9.9% / +4.9% | 43% |
| Max favorable excursion (20d) | 7 | +6.0% | +8.3% | 8.9 | -5.8% / +23.6% | 71% |
| Max adverse excursion (20d) | 7 | -10.3% | -12.2% | 6.2 | -18.0% / -0.5% | 0% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 1 | +14.3% | +14.3% | 0.0 | 100% |
| Wednesday n<10 | 1 | -0.1% | -0.1% | 0.0 | 0% |
| Thursday n<10 | 3 | -2.5% | -2.4% | 5.5 | 33% |
| Tuesday n<10 | 2 | -3.0% | -3.0% | 2.6 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 1 | +14.3% | +14.3% | 0.0 | 100% |
| Mild Up n<10 | 1 | +4.1% | +4.1% | 0.0 | 100% |
| Strong Up n<10 | 3 | -3.3% | -0.4% | 4.3 | 0% |
| Sideways n<10 | 2 | -4.0% | -4.0% | 1.6 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) n<10 | 6 | +0.2% | -1.2% | 7.6 | 33% |
| Low (<15) n<10 | 1 | -0.4% | -0.4% | 0.0 | 0% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 2 | +8.7% | +8.7% | 18.2 | 50% |
| Sideways n<10 | 2 | +5.1% | +5.1% | 14.7 | 50% |
| Mild Down n<10 | 1 | +1.1% | +1.1% | 0.0 | 100% |
| Mild Up n<10 | 1 | -0.6% | -0.6% | 0.0 | 0% |
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 | 12.2% | -9.3% | -10.8% | 0.76x |
| 2026-03-02 | 17.8% | +14.3% | +13.0% | 0.80x |
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 | +26.9% | -10.8% | -9.3% | -3.7% | +1.5% | -5.8% | -18.0% | 27% | Strong Up / Medium (15-25) | +4% | |
| 2026-03-02 Monday | +1.1% | +13.0% | +14.3% | -8.9% | -8.1% | +23.6% | -0.5% | 38% | Mild Down / Medium (15-25) | +6% | |
| 2025-10-30 Thursday | -0.6% | +6.3% | +4.1% | -3.6% | -6.4% | +8.5% | -13.4% | 30% | Mild Up / Medium (15-25) | +6% | |
| 2025-08-06 Wednesday | -9.5% | -3.4% | -0.1% | +5.8% | +4.9% | +8.3% | -4.2% | 28% | Strong Up / Medium (15-25) | +2% | |
| 2025-05-08 Thursday | 1 | +19.9% | -1.6% | -2.4% | +8.7% | +4.8% | +8.4% | -6.3% | 41% | Sideways / Medium (15-25) | +7% |
| 2025-03-04 Tuesday | -9.6% | -4.7% | -5.5% | -3.4% | -9.9% | -2.6% | -17.2% | 34% | Sideways / Medium (15-25) | +1% | |
| 2024-11-12 Tuesday | -- | -1.2% | -0.4% | -5.1% | -7.8% | +1.5% | -12.2% | -- | Strong Up / Low (<15) | +7% |
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_INGM.json.
Automated, data-driven · educational only · not financial advice.