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Earnings Analysis
Why this page exists: LRCX 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 LRCX 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. | +0.3% | 5 |
| VIX level | Medium (15-25) | +1.1% | 25 |
| Earnings weekday | Wednesday | +1.2% | 40 |
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
+1.6%
Median reaction
+1.6%
Avg |move|
4.5%
Up rate
59%
Avg drift T-20
+3.1%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +3.1% | +3.4% | 11.1 | -17.2% / +36.2% | 61% |
| Drift T-5 → report | 46 | +0.3% | +0.1% | 3.8 | -9.7% / +12.7% | 54% |
| Overnight gap | 46 | +1.4% | +1.2% | 3.9 | -8.1% / +12.4% | 67% |
| Reaction day (close→close) | 46 | +1.6% | +1.6% | 5.3 | -9.9% / +15.7% | 59% |
| Follow-through +5d | 46 | -0.0% | -0.2% | 5.3 | -15.5% / +10.2% | 48% |
| Follow-through +20d | 46 | +2.4% | +1.5% | 8.5 | -9.9% / +28.0% | 54% |
| Max favorable excursion (20d) | 46 | +11.1% | +9.0% | 9.8 | -2.8% / +52.9% | 96% |
| Max adverse excursion (20d) | 46 | -6.3% | -6.0% | 7.0 | -25.2% / +8.1% | 20% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 1 | +8.1% | +8.1% | 0.0 | 100% |
| Thursday n<10 | 1 | +7.2% | +7.2% | 0.0 | 100% |
| Tuesday n<10 | 4 | +1.8% | +2.2% | 3.9 | 75% |
| Wednesday | 40 | +1.2% | +1.2% | 5.4 | 55% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 9 | +5.1% | +4.9% | 4.8 | 78% |
| Mild Down n<10 | 7 | +3.1% | +6.9% | 6.1 | 86% |
| Strong Up | 15 | +0.9% | +1.2% | 5.2 | 53% |
| Strong Down n<10 | 5 | +0.3% | +1.9% | 4.6 | 60% |
| Sideways | 10 | -1.2% | -2.0% | 3.2 | 30% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 15 | +2.9% | +2.1% | 5.2 | 67% |
| Medium (15-25) | 25 | +1.1% | +1.9% | 5.2 | 60% |
| High (>25) n<10 | 6 | +0.1% | -1.9% | 5.2 | 33% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 15 | +10.9% | +11.6% | 6.9 | 93% |
| Sideways | 10 | +5.8% | +5.3% | 11.6 | 60% |
| Mild Up n<10 | 9 | +3.6% | +3.1% | 5.2 | 67% |
| Mild Down n<10 | 7 | -6.3% | -5.5% | 6.9 | 29% |
| Strong Down n<10 | 5 | -13.4% | -14.1% | 2.9 | 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 |
|---|---|---|---|---|
| 2026-04-22 | 7.5% | -2.6% | -0.2% | 0.35x |
| 2026-01-28 | 7.9% | +3.6% | +2.5% | 0.46x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-22 Wednesday | +11.2% | -0.2% | -2.6% | -3.8% | +13.0% | +13.7% | -9.0% | 66% | Strong Up / Medium (15-25) | +8% | |
| 2026-01-28 Wednesday | +36.2% | +2.5% | +3.6% | -15.5% | -3.7% | +7.1% | -14.6% | 58% | Sideways / Medium (15-25) | +9% | |
| 2025-10-22 Wednesday | +10.1% | -2.3% | +4.5% | +8.9% | +0.8% | +18.3% | -2.8% | 51% | Sideways / Medium (15-25) | +3% | |
| 2025-07-30 Wednesday | +2.4% | -8.1% | -4.3% | +1.2% | +9.3% | +9.0% | -8.2% | 22% | Strong Up / Medium (15-25) | +10% | |
| 2025-04-23 Wednesday | 2 | -14.1% | +4.4% | +6.2% | +1.1% | +16.8% | +28.9% | +1.2% | 92% | Strong Down / High (>25) | +4% |
| 2025-01-29 Wednesday | +2.4% | +6.1% | +7.4% | +1.5% | -5.7% | +22.1% | +1.2% | 37% | Mild Down / Medium (15-25) | +4% | |
| 2024-10-23 Wednesday | 1 | -9.3% | +4.6% | +5.1% | -0.2% | -8.5% | +9.2% | -5.5% | 51% | Strong Up / Medium (15-25) | +7% |
| 2024-07-31 Wednesday | 1 | -14.1% | -7.2% | -9.9% | -9.9% | -3.0% | -2.8% | -21.8% | 63% | Mild Down / Medium (15-25) | +7% |
| 2024-04-24 Wednesday | -8.5% | +2.8% | +1.9% | -3.7% | +7.1% | +10.0% | -2.6% | 31% | Strong Down / Medium (15-25) | +7% | |
| 2024-01-24 Wednesday | +8.7% | +3.4% | +2.1% | -4.7% | +9.1% | +12.7% | -3.8% | 33% | Strong Up / Low (<15) | +6% | |
| 2023-10-18 Wednesday | +3.8% | -2.4% | -6.3% | -3.1% | +15.9% | +8.9% | -10.6% | 22% | Sideways / Medium (15-25) | +12% | |
| 2023-07-26 Wednesday | -1.1% | +5.1% | +9.3% | -2.3% | -3.4% | +13.1% | -0.5% | 30% | Mild Up / Low (<15) | +17% | |
| 2023-04-19 Wednesday | -3.2% | +4.1% | +7.2% | -5.5% | +9.0% | +18.2% | +0.5% | 38% | Mild Up / Medium (15-25) | +7% | |
| 2023-01-25 Wednesday | +18.5% | -0.8% | +1.9% | +6.5% | -2.5% | +12.4% | -3.1% | 36% | Strong Up / Medium (15-25) | +7% | |
| 2022-10-19 Wednesday | -17.2% | +3.2% | +7.8% | +8.3% | +28.0% | +52.9% | +1.2% | 60% | Mild Down / High (>25) | +9% | |
| 2022-07-27 Wednesday | +6.7% | -0.7% | +3.7% | +8.2% | -4.5% | +13.8% | -3.1% | 51% | Strong Up / Medium (15-25) | +20% | |
| 2022-04-20 Wednesday | -11.9% | +1.5% | -2.5% | -2.7% | +1.7% | +7.2% | -8.1% | 42% | Strong Down / Medium (15-25) | -1% | |
| 2022-01-26 Wednesday | -16.7% | -0.3% | -6.9% | +10.2% | +1.4% | +3.2% | -12.9% | 51% | Strong Down / High (>25) | +0% | |
| 2021-10-20 Wednesday | -5.7% | -3.6% | -1.8% | -0.3% | +13.5% | +13.9% | -5.4% | 31% | Sideways / Medium (15-25) | +2% | |
| 2021-07-28 Wednesday | -2.6% | -3.9% | -2.4% | +4.9% | -5.0% | +3.9% | -11.8% | 31% | Sideways / Medium (15-25) | +6% | |
| 2021-04-21 Wednesday | +17.8% | +0.4% | -4.2% | +3.8% | -2.0% | +1.4% | -13.3% | 45% | Strong Up / Medium (15-25) | +13% | |
| 2021-01-27 Wednesday | +8.2% | +2.2% | -1.5% | -0.6% | +7.9% | +17.2% | -6.6% | 51% | Sideways / High (>25) | +6% | |
| 2020-10-21 Wednesday | +16.1% | -1.7% | -2.4% | -5.3% | +20.2% | +19.9% | -9.1% | 29% | Strong Up / High (>25) | +9% | |
| 2020-07-29 Wednesday | +11.6% | +1.9% | +4.9% | +1.3% | -7.1% | +7.5% | -3.7% | 32% | Strong Up / Medium (15-25) | +18% | |
| 2020-04-22 Wednesday | 4 | +17.8% | -1.1% | -2.9% | +6.1% | +2.7% | +3.7% | -15.5% | 100% | Strong Up / High (>25) | +6% |
| 2020-01-29 Wednesday | +1.9% | +6.8% | +4.3% | +4.7% | -8.1% | +15.5% | -5.4% | 27% | Mild Up / Medium (15-25) | +4% | |
| 2019-10-23 Wednesday | -3.0% | +8.3% | +13.9% | +4.5% | +3.2% | +22.6% | +8.1% | 30% | Mild Up / Low (<15) | +5% | |
| 2019-07-31 Wednesday | +11.4% | -0.3% | -1.4% | -4.5% | -1.2% | +4.4% | -8.6% | 29% | Mild Up / Medium (15-25) | +6% | |
| 2019-04-24 Wednesday | +8.6% | +3.9% | +4.9% | -0.6% | -8.7% | +7.2% | -6.5% | 23% | Mild Up / Low (<15) | +9% | |
| 2019-01-23 Wednesday | +9.6% | +7.8% | +15.7% | +6.0% | +10.9% | +33.0% | +7.7% | 48% | Strong Up / Medium (15-25) | +5% | |
| 2018-10-16 Tuesday | -5.5% | +5.0% | +1.3% | -0.5% | -2.2% | +6.1% | -8.2% | 26% | Mild Down / Medium (15-25) | +5% | |
| 2018-07-26 Thursday | +4.4% | +4.4% | +7.2% | -1.5% | -9.1% | +11.0% | -6.2% | 30% | Mild Up / Low (<15) | +7% | |
| 2018-04-17 Tuesday | -2.4% | -5.7% | -4.0% | -8.8% | -0.8% | -1.1% | -14.4% | 55% | Sideways / Medium (15-25) | +10% | |
| 2018-01-24 Wednesday | +12.3% | +3.0% | -5.0% | -3.9% | -5.5% | +4.2% | -25.2% | 34% | Strong Up / Low (<15) | +18% | |
| 2017-10-17 Tuesday | +9.8% | +1.3% | +3.0% | +2.7% | +4.1% | +8.7% | -0.7% | 30% | Mild Up / Low (<15) | +6% | |
| 2017-07-26 Wednesday | +16.4% | +0.3% | -2.1% | -8.0% | -1.9% | +1.0% | -11.9% | 26% | Strong Up / Low (<15) | +3% | |
| 2017-04-18 Tuesday | +0.5% | +5.0% | +6.9% | +7.0% | +12.0% | +19.7% | +4.0% | 14% | Mild Down / Low (<15) | +9% | |
| 2017-01-25 Wednesday | +8.2% | -1.6% | -2.2% | +3.0% | +3.0% | +2.0% | -3.5% | 18% | Sideways / Low (<15) | +2% | |
| 2016-10-19 Wednesday | +6.9% | +0.3% | -2.8% | +1.0% | +4.4% | +1.7% | -6.0% | 21% | Sideways / Low (<15) | +2% | |
| 2016-07-27 Wednesday | +12.6% | +1.1% | +1.2% | -2.5% | -0.4% | +3.2% | -4.2% | 21% | Strong Up / Low (<15) | +10% | |
| 2016-04-20 Wednesday | +3.1% | +0.1% | -2.2% | +0.2% | -8.5% | +1.4% | -12.9% | 18% | Mild Up / Low (<15) | +7% | |
| 2016-01-27 Wednesday | -15.7% | +1.5% | +2.9% | +2.8% | +4.3% | +8.6% | -6.5% | 39% | Strong Down / Medium (15-25) | +10% | |
| 2015-10-21 Wednesday | +11.2% | +1.1% | +2.6% | +4.3% | +8.0% | +11.1% | +0.3% | 30% | Strong Up / Medium (15-25) | +6% | |
| 2015-07-29 Wednesday | -4.5% | +1.0% | +1.2% | -5.8% | -9.9% | +4.1% | -19.1% | 23% | Sideways / Low (<15) | +2% | |
| 2015-04-20 Monday | -9.1% | +12.4% | +8.1% | -1.9% | +2.1% | +13.4% | +3.5% | 35% | Mild Down / Low (<15) | +8% | |
| 2015-01-28 Wednesday | -1.1% | +0.3% | +0.2% | -3.0% | +4.4% | +6.0% | -5.9% | 21% | Mild Down / Medium (15-25) | +6% |
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_LRCX.json.
Automated, data-driven · educational only · not financial advice.