Tour
396
Earnings Analysis
Why this page exists: KLAC 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
Tuesday, July 28, 2026
Next confirmed KLAC 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 +0.29 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +1.8% | 4 |
| VIX level | Medium (15-25) | +0.1% | 27 |
| Earnings weekday | Tuesday expl. | +1.6% | 4 |
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
+0.2%
Median reaction
+0.8%
Avg |move|
4.0%
Up rate
57%
Avg drift T-20
+3.4%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +3.4% | +2.1% | 10.5 | -16.8% / +35.5% | 63% |
| Drift T-5 → report | 46 | +2.0% | +0.9% | 5.9 | -9.3% / +21.7% | 61% |
| Overnight gap | 46 | -0.1% | -0.3% | 3.6 | -8.6% / +7.6% | 41% |
| Reaction day (close→close) | 46 | +0.2% | +0.8% | 5.0 | -15.2% / +10.5% | 57% |
| Follow-through +5d | 46 | +0.8% | +1.0% | 3.5 | -7.0% / +10.8% | 65% |
| Follow-through +20d | 46 | +3.8% | +1.2% | 8.4 | -10.4% / +25.3% | 61% |
| Max favorable excursion (20d) | 46 | +9.2% | +7.3% | 9.1 | -5.9% / +32.6% | 87% |
| Max adverse excursion (20d) | 46 | -6.0% | -4.3% | 6.8 | -23.7% / +3.7% | 20% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 5 | +3.6% | +7.3% | 6.2 | 60% |
| Tuesday n<10 | 4 | +1.6% | +2.7% | 3.9 | 75% |
| Wednesday | 13 | +0.7% | +0.8% | 3.6 | 62% |
| Thursday | 24 | -0.9% | -0.1% | 5.2 | 50% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 7 | +2.3% | +3.5% | 4.3 | 71% |
| Strong Down n<10 | 4 | +1.8% | +1.9% | 4.1 | 75% |
| Mild Up n<10 | 7 | +1.0% | +0.5% | 5.2 | 57% |
| Sideways | 12 | -0.3% | +1.1% | 6.5 | 67% |
| Strong Up | 16 | -1.0% | -1.5% | 3.5 | 38% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 5 | +1.9% | +1.3% | 3.6 | 80% |
| Low (<15) | 14 | +0.1% | -0.2% | 4.5 | 50% |
| Medium (15-25) | 27 | +0.1% | +0.9% | 5.5 | 56% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 16 | +7.6% | +6.2% | 10.5 | 81% |
| Sideways | 12 | +3.9% | +0.3% | 11.3 | 50% |
| Mild Up n<10 | 7 | +2.7% | +3.6% | 1.9 | 86% |
| Mild Down n<10 | 7 | +2.4% | +0.2% | 7.6 | 57% |
| Strong Down n<10 | 4 | -12.4% | -13.2% | 4.1 | 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 |
|---|---|---|---|---|
| 2026-04-29 | 11.5% | -3.6% | -7.1% | 0.32x |
| 2026-01-29 | 10.5% | -15.2% | -8.6% | 1.45x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-29 Wednesday | +23.4% | -7.1% | -3.6% | +3.8% | +10.3% | +13.6% | -9.4% | 44% | Strong Up / Medium (15-25) | +2% | |
| 2026-01-29 Thursday | +35.5% | -8.6% | -15.2% | -6.8% | +6.9% | -5.9% | -23.7% | 51% | Sideways / Medium (15-25) | +1% | |
| 2025-10-29 Wednesday | +9.4% | -0.1% | -1.7% | +1.0% | -4.4% | +4.0% | -13.1% | 51% | Strong Up / Medium (15-25) | +2% | |
| 2025-07-31 Thursday | -4.6% | -2.6% | +0.9% | +2.9% | +1.1% | +9.1% | -2.7% | 28% | Strong Up / Medium (15-25) | +10% | |
| 2025-04-30 Wednesday | 1 | +3.0% | -1.9% | -3.8% | +2.7% | +14.7% | +15.4% | -4.0% | 84% | Sideways / Medium (15-25) | +4% |
| 2025-01-30 Thursday | +17.2% | +2.2% | -0.6% | +3.2% | -3.8% | +7.0% | -6.6% | 39% | Mild Down / Medium (15-25) | +6% | |
| 2024-10-30 Wednesday | 1 | -11.0% | -2.0% | -3.7% | +0.5% | -4.8% | +0.4% | -11.7% | 61% | Strong Up / Medium (15-25) | +4% |
| 2024-07-24 Wednesday | -7.6% | +1.6% | +0.9% | +7.9% | +8.6% | +11.3% | -14.3% | 54% | Mild Down / Medium (15-25) | +8% | |
| 2024-04-25 Thursday | -3.4% | +1.5% | +5.0% | -3.4% | +8.6% | +17.7% | -1.6% | 35% | Mild Down / Medium (15-25) | +4% | |
| 2024-01-25 Thursday | +8.5% | -2.8% | -6.6% | -0.1% | +11.8% | +7.4% | -9.3% | 32% | Strong Up / Low (<15) | +5% | |
| 2023-10-25 Wednesday | +2.1% | +0.8% | +0.8% | +4.0% | +21.3% | +24.1% | -0.6% | 30% | Sideways / Medium (15-25) | +7% | |
| 2023-07-27 Thursday | +1.7% | +3.7% | +5.9% | -1.7% | -6.5% | +7.2% | -2.7% | 37% | Strong Up / Low (<15) | +11% | |
| 2023-04-26 Wednesday | -3.7% | +7.4% | +7.6% | -1.7% | +6.7% | +20.6% | +3.3% | 33% | Sideways / Medium (15-25) | +4% | |
| 2023-01-26 Thursday | +15.5% | -5.5% | -6.8% | +3.7% | -4.6% | -1.6% | -12.5% | 33% | Strong Up / Medium (15-25) | +4% | |
| 2022-10-26 Wednesday | -2.9% | +3.1% | +0.8% | +1.1% | +25.3% | +28.5% | -0.7% | 51% | Sideways / High (>25) | +13% | |
| 2022-07-28 Thursday | +15.4% | -2.1% | +3.7% | +3.6% | -1.4% | +7.8% | -3.9% | 46% | Strong Up / Medium (15-25) | +6% | |
| 2022-04-28 Thursday | -11.0% | -0.3% | -4.1% | +4.4% | +11.0% | +6.9% | -7.9% | 49% | Strong Down / High (>25) | +6% | |
| 2022-01-27 Thursday | -16.8% | -2.6% | +1.3% | +1.9% | -2.2% | +12.2% | -8.8% | 55% | Strong Down / High (>25) | +3% | |
| 2021-10-27 Wednesday | +1.6% | +7.6% | +4.3% | +10.8% | +16.6% | +25.8% | +3.4% | 19% | Strong Up / Medium (15-25) | +3% | |
| 2021-07-29 Thursday | -1.5% | +6.3% | +9.0% | +1.6% | -3.8% | +11.7% | -1.5% | 34% | Sideways / Medium (15-25) | +11% | |
| 2021-04-29 Thursday | -1.2% | -3.5% | -3.4% | +0.2% | +0.7% | -0.5% | -12.4% | 34% | Strong Up / Medium (15-25) | +6% | |
| 2021-02-03 Wednesday | +7.7% | +0.8% | +2.8% | +1.1% | -2.0% | +19.5% | -1.1% | 48% | Sideways / Medium (15-25) | +1% | |
| 2020-10-28 Wednesday | -1.6% | -0.1% | +6.0% | +9.2% | +23.8% | +32.6% | -0.2% | 34% | Mild Down / High (>25) | +9% | |
| 2020-08-03 Monday | +2.0% | -3.6% | -1.3% | -0.9% | +0.6% | +5.7% | -4.5% | 41% | Strong Up / Medium (15-25) | +13% | |
| 2020-05-05 Tuesday | 1 | +4.8% | +5.0% | +5.3% | +1.1% | +14.1% | +20.7% | +1.8% | 66% | Mild Up / High (>25) | +5% |
| 2020-02-04 Tuesday | +2.1% | -1.5% | -4.2% | +1.0% | -5.7% | +0.7% | -20.1% | 37% | Mild Up / Medium (15-25) | +3% | |
| 2019-10-30 Wednesday | +11.6% | -3.1% | -2.3% | +2.1% | -1.5% | +4.5% | -8.3% | 37% | Strong Up / Low (<15) | +13% | |
| 2019-08-05 Monday | +7.8% | +4.3% | +7.3% | -1.1% | +11.2% | +19.6% | +3.7% | 39% | Mild Down / Medium (15-25) | +2% | |
| 2019-05-06 Monday | +0.2% | -4.1% | -6.1% | -7.0% | -9.3% | -3.9% | -18.1% | 20% | Mild Down / Medium (15-25) | +8% | |
| 2019-01-29 Tuesday | +13.9% | +3.0% | +4.9% | +0.8% | +9.2% | +17.1% | +0.9% | 45% | Sideways / Medium (15-25) | +11% | |
| 2018-10-29 Monday | -15.5% | +4.0% | +7.6% | +1.0% | +6.0% | +15.7% | +2.2% | 35% | Strong Down / Medium (15-25) | +11% | |
| 2018-07-30 Monday | +3.7% | +5.3% | +10.5% | +0.7% | +0.7% | +15.2% | +2.6% | 27% | Mild Up / Low (<15) | +5% | |
| 2018-04-26 Thursday | -5.4% | +0.7% | +1.3% | +0.8% | +11.9% | +14.2% | -1.8% | 39% | Sideways / Medium (15-25) | +2% | |
| 2018-01-25 Thursday | +5.0% | -1.9% | +0.3% | -2.0% | -2.1% | +2.3% | -15.0% | 27% | Strong Up / Low (<15) | +14% | |
| 2017-10-26 Thursday | +3.8% | -0.6% | -0.7% | -1.6% | -2.2% | +1.1% | -7.1% | 16% | Strong Up / Low (<15) | +10% | |
| 2017-07-27 Thursday | +4.4% | -2.2% | -5.5% | -5.8% | -3.7% | -2.0% | -12.0% | 22% | Mild Up / Low (<15) | +3% | |
| 2017-04-27 Thursday | +8.5% | -3.2% | -5.2% | +2.6% | +7.3% | +2.0% | -5.9% | 18% | Sideways / Low (<15) | +5% | |
| 2017-01-26 Thursday | +4.0% | +3.3% | +3.5% | +1.4% | +5.5% | +9.8% | +1.6% | 18% | Mild Down / Low (<15) | +9% | |
| 2016-10-20 Thursday | +3.6% | +4.2% | +2.3% | +1.5% | +8.1% | +11.7% | +1.2% | 15% | Mild Up / Low (<15) | +12% | |
| 2016-07-28 Thursday | +7.5% | -0.3% | -2.2% | +1.4% | -10.4% | +0.2% | -13.0% | 13% | Strong Up / Low (<15) | +25% | |
| 2016-04-26 Tuesday | -0.7% | -0.8% | +0.5% | -3.6% | -1.0% | +0.6% | -5.6% | 8% | Mild Up / Low (<15) | +17% | |
| 2016-01-28 Thursday | -6.4% | +1.3% | +2.4% | -0.2% | +2.3% | +5.0% | -4.0% | 22% | Strong Down / Medium (15-25) | +22% | |
| 2015-10-21 Wednesday | 1 | +33.6% | -0.9% | +1.4% | +1.4% | +4.2% | +5.8% | -0.9% | 61% | Strong Up / Medium (15-25) | +26% |
| 2015-07-30 Thursday | -8.3% | -1.8% | +1.9% | -2.1% | -5.6% | +4.6% | -12.8% | 26% | Sideways / Low (<15) | +9% | |
| 2015-04-23 Thursday | +0.8% | -0.2% | -1.6% | -0.1% | +1.3% | +1.6% | -3.5% | 18% | Mild Up / Low (<15) | +11% | |
| 2015-01-22 Thursday | -1.7% | -6.2% | -8.1% | -2.8% | +0.4% | -4.9% | -15.1% | 25% | Sideways / Medium (15-25) | +32% |
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_KLAC.json.
Automated, data-driven · educational only · not financial advice.