Tour
396
Earnings Analysis
Why this page exists: LOGI 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 LOGI 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 +0.11 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -0.2% | 4 |
| VIX level | Medium (15-25) | -0.2% | 21 |
| Earnings weekday | Tuesday | +2.6% | 10 |
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
+2.1%
Median reaction
+1.7%
Avg |move|
6.1%
Up rate
59%
Avg drift T-20
+2.0%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +2.0% | +2.4% | 7.7 | -12.5% / +16.3% | 67% |
| Drift T-5 → report | 46 | +0.7% | +0.3% | 4.1 | -12.3% / +9.1% | 52% |
| Overnight gap | 46 | +2.2% | +2.1% | 6.7 | -10.3% / +17.2% | 61% |
| Reaction day (close→close) | 46 | +2.1% | +1.7% | 7.2 | -10.3% / +17.3% | 59% |
| Follow-through +5d | 46 | +0.6% | +1.1% | 4.2 | -11.1% / +8.3% | 61% |
| Follow-through +20d | 46 | +2.2% | +1.2% | 8.4 | -10.5% / +21.7% | 52% |
| Max favorable excursion (20d) | 46 | +9.9% | +9.5% | 9.4 | -7.6% / +38.9% | 80% |
| Max adverse excursion (20d) | 46 | -3.8% | -5.0% | 7.2 | -17.5% / +10.6% | 35% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday n<10 | 9 | +5.9% | +8.0% | 6.0 | 78% |
| Tuesday | 10 | +2.6% | +2.0% | 7.2 | 60% |
| Monday | 23 | +0.7% | -1.3% | 7.6 | 48% |
| Friday n<10 | 4 | +0.4% | +1.1% | 2.1 | 75% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 3 | +5.8% | +4.1% | 3.1 | 100% |
| Mild Up | 11 | +4.7% | +2.6% | 8.2 | 73% |
| Sideways | 13 | +1.3% | -1.3% | 7.7 | 46% |
| Strong Up | 15 | +0.8% | +0.6% | 5.7 | 53% |
| Strong Down n<10 | 4 | -0.2% | +0.7% | 6.6 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 6 | +6.2% | +5.9% | 6.2 | 83% |
| Low (<15) | 19 | +3.5% | +2.6% | 7.6 | 63% |
| Medium (15-25) | 21 | -0.2% | -1.4% | 6.3 | 48% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 15 | +6.9% | +5.9% | 6.3 | 93% |
| Mild Up | 11 | +2.8% | +2.9% | 5.2 | 73% |
| Mild Down n<10 | 3 | -0.2% | +1.1% | 9.6 | 67% |
| Sideways | 13 | -0.6% | +0.1% | 6.5 | 54% |
| Strong Down n<10 | 4 | -9.1% | -9.2% | 2.8 | 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 |
|---|---|---|---|---|
| 2026-05-05 | 11.7% | -1.9% | -3.4% | 0.16x |
| 2026-01-27 | 12.2% | -7.6% | -2.9% | 0.62x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-05 Tuesday | +13.6% | -3.4% | -1.9% | +0.1% | +15.1% | +23.0% | -7.9% | 31% | Strong Up / Medium (15-25) | +3% | |
| 2026-01-27 Tuesday | -10.9% | -2.9% | -7.6% | +1.0% | +4.0% | +0.4% | -11.1% | 26% | Sideways / Medium (15-25) | +7% | |
| 2025-10-28 Tuesday | +3.7% | +0.2% | +1.9% | +1.3% | -3.0% | +8.2% | -6.6% | 35% | Mild Up / Medium (15-25) | +17% | |
| 2025-07-29 Tuesday | +4.0% | +2.2% | -3.0% | +4.7% | +12.6% | +10.2% | -6.4% | 20% | Strong Up / Medium (15-25) | +16% | |
| 2025-04-29 Tuesday | 2 | -7.3% | -4.1% | -3.6% | +1.5% | +12.2% | +13.1% | -5.3% | 86% | Sideways / Medium (15-25) | +8% |
| 2025-01-28 Tuesday | +11.0% | +4.3% | +4.1% | +1.8% | +8.3% | +13.7% | +2.7% | 28% | Mild Down / Medium (15-25) | +17% | |
| 2024-10-21 Monday | +5.6% | -10.3% | -8.5% | -0.3% | -6.5% | -7.5% | -16.9% | 25% | Strong Up / Medium (15-25) | +12% | |
| 2024-07-22 Monday | -4.2% | -2.9% | -2.9% | -1.3% | +2.1% | -0.6% | -9.4% | 27% | Sideways / Low (<15) | +28% | |
| 2024-04-29 Monday | -11.0% | -4.7% | -1.3% | +7.0% | +21.7% | +21.7% | -5.9% | 31% | Sideways / Low (<15) | +53% | |
| 2024-01-19 Friday | +0.6% | +0.5% | +1.3% | -10.8% | -10.5% | +2.1% | -12.1% | 18% | Strong Up / Low (<15) | +31% | |
| 2023-10-23 Monday | -0.7% | +10.4% | +12.9% | +0.6% | +11.8% | +26.4% | +8.3% | 21% | Sideways / Medium (15-25) | +71% | |
| 2023-07-24 Monday | +12.8% | +8.3% | +13.6% | -3.0% | -6.5% | +17.1% | +3.9% | 22% | Mild Up / Low (<15) | +39% | |
| 2023-05-01 Monday | +5.0% | +3.3% | +3.9% | +1.9% | +2.7% | +8.7% | +1.8% | 27% | Mild Up / Medium (15-25) | +25% | |
| 2023-01-23 Monday | 1 | -6.9% | -0.5% | +0.6% | +0.3% | -5.4% | +6.6% | -4.8% | 70% | Strong Up / Medium (15-25) | -1% |
| 2022-10-24 Monday | +2.4% | +9.7% | +11.0% | -2.0% | +14.2% | +38.9% | +5.1% | 44% | Mild Up / High (>25) | +3% | |
| 2022-07-25 Monday | -5.0% | -0.7% | +3.2% | +3.1% | -4.1% | +11.5% | -1.7% | 34% | Sideways / Medium (15-25) | -12% | |
| 2022-05-02 Monday | -7.1% | -5.9% | -3.1% | -11.1% | -5.4% | -0.3% | -15.2% | 47% | Strong Down / High (>25) | +17% | |
| 2022-01-24 Monday | -12.3% | +4.0% | +4.5% | +7.2% | -5.1% | +12.1% | -1.8% | 40% | Strong Down / High (>25) | +25% | |
| 2021-10-25 Monday | -7.6% | -7.8% | -5.7% | -1.8% | -3.9% | -2.2% | -12.6% | 30% | Mild Up / Medium (15-25) | -3% | |
| 2021-07-26 Monday | +0.1% | -7.6% | -10.3% | -0.3% | -0.8% | -7.6% | -15.3% | 21% | Sideways / Medium (15-25) | +31% | |
| 2021-04-28 Wednesday | +8.6% | +0.2% | -2.7% | +3.4% | +9.6% | +6.9% | -12.1% | 25% | Strong Up / Medium (15-25) | +66% | |
| 2021-01-15 Friday | +10.3% | +2.0% | -3.1% | +7.1% | +21.1% | +19.2% | -4.6% | 26% | Sideways / Medium (15-25) | +142% | |
| 2020-10-19 Monday | +9.2% | +17.2% | +15.8% | -7.3% | -10.5% | +19.6% | -6.1% | 33% | Mild Up / High (>25) | +221% | |
| 2020-07-20 Monday | +16.3% | 0.0% | -1.4% | +1.4% | +7.4% | +6.3% | -5.2% | 21% | Strong Up / Medium (15-25) | +78% | |
| 2020-05-11 Monday | +15.2% | +5.6% | +1.5% | +5.4% | +15.0% | +17.2% | +1.1% | 28% | Strong Up / High (>25) | +16% | |
| 2020-01-17 Friday | +2.9% | +2.4% | +2.6% | -2.1% | -9.8% | +4.8% | -8.9% | 12% | Mild Up / Low (<15) | +5% | |
| 2019-10-21 Monday | +1.3% | -0.9% | -1.8% | +5.2% | +8.0% | +6.4% | -1.9% | 20% | Strong Up / Low (<15) | -0% | |
| 2019-07-22 Monday | +2.4% | +4.3% | +3.1% | +1.3% | -4.0% | +5.4% | -5.5% | 22% | Strong Up / Low (<15) | +10% | |
| 2019-04-29 Monday | +6.6% | -5.3% | -7.7% | +2.8% | -3.6% | -3.0% | -12.5% | 13% | Sideways / Low (<15) | +27% | |
| 2019-01-18 Friday | +7.3% | +0.5% | +0.8% | +8.3% | +9.0% | +10.8% | +0.1% | 40% | Strong Up / Medium (15-25) | +18% | |
| 2018-10-22 Monday | -11.2% | -10.0% | -9.6% | -2.6% | -8.5% | -2.6% | -17.5% | 32% | Strong Down / Medium (15-25) | +12% | |
| 2018-07-30 Monday | +4.7% | -1.3% | -4.5% | +4.3% | +13.0% | +8.2% | -6.1% | 14% | Mild Up / Low (<15) | +22% | |
| 2018-05-02 Wednesday | +1.8% | +8.3% | +8.8% | +0.1% | +1.6% | +11.7% | +6.7% | 17% | Sideways / Medium (15-25) | +32% | |
| 2018-01-22 Monday | +11.9% | +6.6% | +10.9% | +2.9% | -3.7% | +15.9% | -2.3% | 15% | Strong Up / Low (<15) | +12% | |
| 2017-10-23 Monday | +2.7% | -5.0% | -6.9% | +1.2% | +4.0% | -1.4% | -8.5% | 9% | Strong Up / Low (<15) | +9% | |
| 2017-07-25 Tuesday | 1 | -0.9% | +2.4% | +2.2% | -3.4% | -6.2% | +2.6% | -6.0% | 48% | Mild Up / Low (<15) | +10% |
| 2017-04-25 Tuesday | +1.1% | +6.9% | +3.2% | +4.4% | +8.1% | +13.6% | +2.3% | 17% | Mild Down / Low (<15) | +20% | |
| 2017-01-24 Tuesday | +5.2% | +16.7% | +13.2% | -1.1% | +0.8% | +16.7% | +10.6% | 17% | Sideways / Low (<15) | +30% | |
| 2016-10-25 Tuesday | -2.0% | +14.9% | +17.3% | -3.3% | -1.8% | +20.3% | +9.9% | 23% | Mild Up / Low (<15) | +41% | |
| 2016-07-27 Wednesday | +14.8% | +10.8% | +12.7% | +2.1% | +7.6% | +25.9% | +7.8% | 26% | Strong Up / Low (<15) | +51% | |
| 2016-04-27 Wednesday | +0.5% | -3.0% | -6.7% | +2.8% | +2.7% | -1.5% | -9.7% | 25% | Mild Up / Low (<15) | +83% | |
| 2016-01-20 Wednesday | -5.6% | +8.1% | +7.4% | +6.0% | +2.1% | +15.8% | +1.7% | 30% | Strong Down / High (>25) | +31% | |
| 2015-10-21 Wednesday | +5.9% | +4.0% | +8.0% | -2.0% | -0.1% | +10.1% | +4.0% | 25% | Strong Up / Medium (15-25) | +3% | |
| 2015-07-22 Wednesday | -12.5% | +12.2% | +10.2% | -2.5% | -8.9% | +13.6% | -1.4% | 27% | Mild Down / Low (<15) | +60% | |
| 2015-04-22 Wednesday | +6.0% | +2.1% | +7.5% | -3.4% | -0.1% | +9.0% | +0.3% | 17% | Sideways / Low (<15) | +70% | |
| 2015-01-21 Wednesday | +1.7% | +7.7% | +8.0% | -4.8% | -2.9% | +8.1% | +0.7% | 26% | Sideways / Medium (15-25) | +28% |
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_LOGI.json.
Automated, data-driven · educational only · not financial advice.