Tour
396
Earnings Analysis
Why this page exists: LFUS 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
Wednesday, July 29, 2026
Next confirmed LFUS 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 +0.20 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +1.6% | 5 |
| VIX level | Medium (15-25) | +0.0% | 28 |
| Earnings weekday | Wednesday | +0.2% | 28 |
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
+0.0%
Median reaction
+0.7%
Avg |move|
3.1%
Up rate
54%
Avg drift T-20
+2.3%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +2.3% | +1.7% | 8.2 | -14.1% / +22.1% | 57% |
| Drift T-5 → report | 46 | +1.3% | +1.7% | 6.5 | -11.3% / +18.8% | 59% |
| Overnight gap | 46 | +0.1% | +0.1% | 2.7 | -8.9% / +6.8% | 52% |
| Reaction day (close→close) | 46 | +0.0% | +0.7% | 4.0 | -12.4% / +10.7% | 54% |
| Follow-through +5d | 46 | +0.6% | +0.0% | 4.8 | -11.4% / +12.5% | 52% |
| Follow-through +20d | 46 | +3.2% | +3.5% | 7.1 | -13.3% / +20.1% | 70% |
| Max favorable excursion (20d) | 46 | +8.6% | +7.2% | 7.0 | -8.8% / +27.2% | 98% |
| Max adverse excursion (20d) | 46 | -5.6% | -5.0% | 5.0 | -16.8% / +2.9% | 11% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday | 28 | +0.2% | +0.7% | 2.8 | 54% |
| Tuesday | 15 | -0.2% | +0.1% | 5.8 | 53% |
| Thursday n<10 | 3 | -0.6% | +0.7% | 3.1 | 67% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 4 | +3.5% | +4.0% | 1.4 | 100% |
| Strong Down n<10 | 5 | +1.6% | +3.0% | 5.7 | 60% |
| Sideways | 12 | +0.5% | +1.2% | 3.8 | 58% |
| Strong Up | 18 | -1.0% | -0.6% | 2.8 | 39% |
| Mild Up n<10 | 7 | -1.1% | +0.9% | 5.0 | 57% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 4 | +0.6% | -0.5% | 7.1 | 50% |
| Medium (15-25) | 28 | +0.0% | +0.4% | 3.5 | 50% |
| Low (<15) | 14 | -0.1% | +0.7% | 3.8 | 64% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 18 | +6.2% | +7.2% | 7.8 | 78% |
| Sideways | 12 | +1.9% | +1.9% | 7.8 | 58% |
| Mild Up n<10 | 7 | -0.8% | -0.9% | 4.8 | 29% |
| Mild Down n<10 | 4 | -2.4% | -4.3% | 6.9 | 25% |
| Strong Down n<10 | 5 | -2.9% | -5.6% | 8.1 | 40% |
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 |
|---|---|---|---|---|
| 2026-05-06 | 7.7% | -0.0% | +0.9% | 0.00x |
| 2026-01-28 | 8.8% | +3.9% | +1.7% | 0.45x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-06 Wednesday | +20.0% | +0.9% | -0.0% | +8.9% | +8.9% | +13.5% | -5.5% | 28% | Strong Up / Medium (15-25) | +17% | |
| 2026-01-28 Wednesday | +22.1% | +1.7% | +3.9% | +1.5% | +11.3% | +21.2% | +0.3% | 42% | Sideways / Medium (15-25) | +6% | |
| 2025-10-29 Wednesday | -2.1% | -1.4% | -3.8% | +0.8% | +5.8% | +2.7% | -7.5% | 30% | Strong Up / Medium (15-25) | +6% | |
| 2025-07-30 Wednesday | 1 | +12.6% | +0.2% | -1.2% | -3.2% | +2.3% | +3.0% | -6.3% | 40% | Strong Up / Medium (15-25) | +22% |
| 2025-04-29 Tuesday | 2 | -8.9% | +6.8% | +1.8% | +4.5% | +14.1% | +23.4% | -0.6% | 99% | Sideways / Medium (15-25) | +21% |
| 2025-01-28 Tuesday | -6.7% | +0.7% | +5.0% | -1.8% | +2.4% | +15.4% | +0.7% | 18% | Mild Down / Medium (15-25) | -1% | |
| 2024-10-29 Tuesday | -0.6% | +0.3% | -3.0% | -0.7% | -1.3% | +1.5% | -9.5% | 21% | Strong Up / Medium (15-25) | +30% | |
| 2024-07-30 Tuesday | +4.7% | +2.3% | +3.3% | -11.4% | +0.8% | +6.8% | -9.9% | 30% | Strong Down / Medium (15-25) | +12% | |
| 2024-04-30 Tuesday | -1.9% | -1.9% | +1.2% | +10.3% | +9.4% | +17.1% | -3.4% | 26% | Mild Down / Medium (15-25) | +1% | |
| 2024-01-30 Tuesday | -9.6% | -4.0% | +0.1% | -1.6% | -1.9% | +4.7% | -4.0% | 22% | Strong Up / Low (<15) | +0% | |
| 2023-10-31 Tuesday | -9.6% | +1.1% | +4.1% | +1.9% | +3.8% | +12.6% | -0.2% | 18% | Mild Down / Medium (15-25) | +13% | |
| 2023-08-01 Tuesday | +5.1% | -8.9% | -12.4% | -3.1% | +1.5% | -8.8% | -16.8% | 17% | Mild Up / Low (<15) | -7% | |
| 2023-05-02 Tuesday | -8.9% | +2.0% | +8.2% | -3.3% | -2.6% | +12.9% | +2.0% | 21% | Sideways / Medium (15-25) | +27% | |
| 2023-02-01 Wednesday | +17.2% | -6.7% | +4.0% | -0.6% | -1.4% | +6.4% | -6.7% | 28% | Strong Up / Medium (15-25) | +3% | |
| 2022-11-01 Tuesday | +2.3% | -0.1% | -5.0% | +5.8% | +18.5% | +14.2% | -11.9% | 33% | Sideways / High (>25) | +13% | |
| 2022-08-02 Tuesday | +10.2% | +1.9% | -5.8% | -6.4% | -8.3% | +1.9% | -14.5% | 34% | Strong Up / Medium (15-25) | +5% | |
| 2022-05-03 Tuesday | -5.6% | +5.4% | +10.7% | -2.9% | +3.7% | +16.0% | +2.9% | 30% | Strong Down / High (>25) | +54% | |
| 2022-02-01 Tuesday | -14.1% | +0.6% | -5.7% | +0.1% | +0.4% | +1.6% | -10.1% | 38% | Strong Down / Medium (15-25) | +7% | |
| 2021-10-26 Tuesday | +1.4% | +5.2% | -2.3% | +12.5% | +13.0% | +17.5% | -3.8% | 24% | Strong Up / Medium (15-25) | +25% | |
| 2021-07-28 Wednesday | +2.7% | +5.4% | +2.6% | -2.2% | +5.7% | +8.6% | -3.8% | 32% | Sideways / Medium (15-25) | +52% | |
| 2021-04-28 Wednesday | +4.4% | +1.0% | -0.7% | -4.4% | -4.8% | +1.0% | -10.3% | 20% | Strong Up / Medium (15-25) | +41% | |
| 2021-02-03 Wednesday | +1.9% | +0.6% | -2.3% | +5.8% | -0.9% | +7.8% | -4.3% | 41% | Sideways / Medium (15-25) | +41% | |
| 2020-10-28 Wednesday | +8.5% | -0.6% | +3.9% | +1.9% | +20.1% | +27.2% | -0.6% | 26% | Mild Down / High (>25) | +84% | |
| 2020-07-29 Wednesday | +6.9% | -2.0% | -2.6% | +4.6% | +4.0% | +6.1% | -6.8% | 34% | Strong Up / Medium (15-25) | +84% | |
| 2020-04-29 Wednesday | +17.2% | -3.1% | -7.1% | -3.9% | +12.2% | +9.5% | -15.7% | 63% | Strong Up / High (>25) | +41% | |
| 2020-01-29 Wednesday | -6.1% | -1.1% | +1.5% | +3.0% | -11.5% | +6.4% | -10.2% | 22% | Mild Up / Medium (15-25) | +2% | |
| 2019-10-30 Wednesday | +1.5% | -1.4% | +0.8% | +5.1% | +5.4% | +8.4% | -1.6% | 35% | Strong Up / Low (<15) | +14% | |
| 2019-07-31 Wednesday | 1 | -5.0% | -0.9% | -2.4% | -6.0% | -7.0% | +1.4% | -11.3% | 49% | Mild Up / Medium (15-25) | -- |
| 2019-05-01 Wednesday | +1.9% | -0.4% | +2.5% | -7.3% | -13.3% | +4.6% | -13.0% | 31% | Sideways / Low (<15) | +2% | |
| 2019-01-30 Wednesday | -0.4% | +1.8% | +2.9% | +4.8% | +10.1% | +15.7% | +0.6% | 41% | Sideways / Medium (15-25) | -7% | |
| 2018-10-31 Wednesday | -7.4% | +0.3% | +3.0% | +3.0% | +0.8% | +7.6% | -3.2% | 42% | Strong Down / Medium (15-25) | +4% | |
| 2018-08-01 Wednesday | -5.5% | -0.5% | +4.1% | +1.9% | +3.6% | +8.9% | -0.7% | 19% | Mild Up / Low (<15) | +7% | |
| 2018-05-02 Wednesday | 1 | +8.6% | +0.2% | -4.0% | +3.1% | +3.5% | +2.2% | -6.5% | 62% | Sideways / Medium (15-25) | +32% |
| 2018-01-31 Wednesday | +9.6% | -0.2% | +2.1% | -7.2% | -6.3% | +4.1% | -12.7% | 30% | Strong Up / Low (<15) | +8% | |
| 2017-11-01 Wednesday | -4.7% | -1.3% | -2.6% | +5.9% | +10.7% | +14.3% | -3.4% | 41% | Strong Up / Low (<15) | -0% | |
| 2017-08-02 Wednesday | +10.2% | -0.0% | +0.7% | -2.3% | -1.9% | +1.6% | -9.8% | 27% | Strong Up / Low (<15) | -0% | |
| 2017-05-03 Wednesday | +6.9% | +0.4% | +1.7% | -1.7% | -2.0% | +4.1% | -5.4% | 39% | Mild Up / Low (<15) | +3% | |
| 2017-02-01 Wednesday | +7.4% | +1.0% | -0.5% | +0.1% | +0.4% | +3.5% | -2.0% | 22% | Strong Up / Low (<15) | +4% | |
| 2016-11-03 Thursday | +4.7% | +0.5% | +0.7% | +7.2% | +7.7% | +15.2% | -2.4% | 25% | Sideways / Medium (15-25) | -- | |
| 2016-08-04 Thursday | +1.1% | +0.0% | +2.5% | -0.4% | +7.3% | +13.2% | -0.2% | 30% | Strong Up / Low (<15) | +2% | |
| 2016-05-05 Thursday | -1.2% | -0.5% | -4.9% | -0.5% | +4.1% | +0.2% | -9.2% | 18% | Sideways / Medium (15-25) | +9% | |
| 2016-02-02 Tuesday | +8.1% | +1.1% | -3.2% | +0.0% | +9.0% | +6.7% | -5.3% | 42% | Strong Down / Medium (15-25) | +3% | |
| 2015-10-28 Wednesday | +9.6% | -0.4% | +0.8% | +3.3% | +8.7% | +15.0% | -0.6% | 36% | Strong Up / Low (<15) | +10% | |
| 2015-07-29 Wednesday | -2.6% | -1.0% | -0.5% | -0.7% | -5.2% | +1.9% | -10.4% | 23% | Sideways / Low (<15) | +5% | |
| 2015-04-29 Wednesday | -0.1% | -1.1% | -1.3% | -1.4% | +0.5% | +1.9% | -4.7% | 15% | Mild Up / Low (<15) | +3% | |
| 2015-02-04 Wednesday | -0.9% | -0.3% | +0.9% | +3.6% | +6.0% | +13.1% | -0.8% | 43% | Mild Up / Medium (15-25) | -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_LFUS.json.
Automated, data-driven · educational only · not financial advice.