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Why this page exists: INOD 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, August 06, 2026
Next confirmed INOD 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 +0.73 (Bullish)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeStrong Down expl.+13.2%1
VIX levelMedium (15-25) expl.+19.3%8
Earnings weekdayThursday expl.+19.3%8
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
10
Avg reaction
+15.4%
Median reaction
+3.5%
Avg |move|
23.6%
Up rate
50%
Avg drift T-20
+10.1%
Event-window statistics (all cycles)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report10+10.1%+8.4%24.6-33.6% / +57.2%60%
Drift T-5 → report10+5.4%+4.6%12.9-18.4% / +24.4%70%
Overnight gap10+9.2%+4.5%21.4-17.1% / +59.8%70%
Reaction day (close→close)10+15.4%+3.5%34.3-18.1% / +86.0%50%
Follow-through +5d10-4.5%-5.6%6.5-15.0% / +6.2%40%
Follow-through +20d10-1.8%-4.9%21.3-30.6% / +48.0%30%
Max favorable excursion (20d)10+37.8%+22.5%54.6-9.6% / +174.2%90%
Max adverse excursion (20d)10-6.7%-14.6%26.3-33.8% / +59.5%20%
Reaction by regime & calendar

Reaction by report weekday

BucketNMeanMedianStdWin%
Thursday n<108+19.3%+10.1%37.462%
Tuesday n<1010.0%0.0%0.00%
Wednesday n<1010.0%0.0%0.00%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Strong Up n<103+47.9%+75.8%46.967%
Strong Down n<101+13.2%+13.2%0.0100%
Mild Down n<102+3.1%+3.1%10.350%
Mild Up n<1020.0%0.0%0.00%
Sideways n<102-4.4%-4.4%11.350%

Reaction by VIX level

BucketNMeanMedianStdWin%
Medium (15-25) n<108+19.3%+10.1%37.462%
Low (<15) n<1020.0%0.0%0.00%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Strong Up n<103+32.7%+26.5%18.0100%
Mild Down n<102+11.2%+11.2%25.950%
Mild Up n<102+2.1%+2.1%4.050%
Strong Down n<101-1.1%-1.1%0.00%
Sideways n<102-11.4%-11.4%22.250%
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
Report dateExpected moveActual reactionGapActual / EM
2026-05-0717.3%+86.0%+59.8%4.98x
2026-02-2614.5%-7.2%-9.0%0.50x
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
ReportPreDrift20GapReact+5d+20dMFEMAEHV20NVDA / VIXSurprise
2026-05-07
Thursday
+26.5%+59.8%+86.0%+6.2%+20.1%+174.2%+59.5%68%Strong Up / Medium (15-25)+127%
2026-02-26
Thursday
3-14.8%-9.0%-7.2%+0.5%-7.2%+2.0%-14.0%103%Mild Down / Medium (15-25)-4%
2025-11-06
Thursday
-33.6%+8.2%+6.9%-12.8%-11.2%+19.1%-18.4%75%Sideways / Medium (15-25)+50%
2025-07-31
Thursday
1+14.5%-17.1%-18.1%-4.7%-12.1%-9.6%-33.8%63%Strong Up / Medium (15-25)+60%
2025-05-08
Thursday
4+10.8%-9.6%-15.8%+2.2%+48.0%+26.0%-22.4%83%Sideways / Medium (15-25)+22%
2025-02-20
Thursday
2+37.1%+9.0%+13.5%-15.0%-30.6%+30.1%-28.0%110%Mild Down / Medium (15-25)+27%
2024-11-07
Thursday
+57.2%+24.6%+75.8%-8.5%+4.1%+104.3%+21.9%59%Strong Up / Medium (15-25)+122%
2024-08-08
Thursday
2-1.1%+25.1%+13.2%-7.7%-24.1%+28.8%-15.1%109%Strong Down / Medium (15-25)+100%
2015-04-29
Wednesday
+6.1%+0.7%0.0%-6.5%-2.2%+0.7%-8.3%18%Mild Up / Low (<15)+12%
2015-02-24
Tuesday
-1.8%+0.8%0.0%+1.1%-2.6%+2.6%-8.2%39%Mild Up / Low (<15)+103%
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_INOD.json.
Automated, data-driven · educational only · not financial advice.