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Earnings Analysis
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)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +13.2% | 1 |
| VIX level | Medium (15-25) expl. | +19.3% | 8 |
| Earnings weekday | Thursday 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)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 10 | +10.1% | +8.4% | 24.6 | -33.6% / +57.2% | 60% |
| Drift T-5 → report | 10 | +5.4% | +4.6% | 12.9 | -18.4% / +24.4% | 70% |
| Overnight gap | 10 | +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 +5d | 10 | -4.5% | -5.6% | 6.5 | -15.0% / +6.2% | 40% |
| Follow-through +20d | 10 | -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
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday n<10 | 8 | +19.3% | +10.1% | 37.4 | 62% |
| Tuesday n<10 | 1 | 0.0% | 0.0% | 0.0 | 0% |
| Wednesday n<10 | 1 | 0.0% | 0.0% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 3 | +47.9% | +75.8% | 46.9 | 67% |
| Strong Down n<10 | 1 | +13.2% | +13.2% | 0.0 | 100% |
| Mild Down n<10 | 2 | +3.1% | +3.1% | 10.3 | 50% |
| Mild Up n<10 | 2 | 0.0% | 0.0% | 0.0 | 0% |
| Sideways n<10 | 2 | -4.4% | -4.4% | 11.3 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) n<10 | 8 | +19.3% | +10.1% | 37.4 | 62% |
| Low (<15) n<10 | 2 | 0.0% | 0.0% | 0.0 | 0% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 3 | +32.7% | +26.5% | 18.0 | 100% |
| Mild Down n<10 | 2 | +11.2% | +11.2% | 25.9 | 50% |
| Mild Up n<10 | 2 | +2.1% | +2.1% | 4.0 | 50% |
| Strong Down n<10 | 1 | -1.1% | -1.1% | 0.0 | 0% |
| Sideways n<10 | 2 | -11.4% | -11.4% | 22.2 | 50% |
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 |
|---|---|---|---|---|
| 2026-05-07 | 17.3% | +86.0% | +59.8% | 4.98x |
| 2026-02-26 | 14.5% | -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
| Report | Pre | Drift20 | Gap | React | +5d | +20d | MFE | MAE | HV20 | NVDA / VIX | Surprise |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.