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Earnings Analysis
Why this page exists: LSPD 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, July 30, 2026
Next confirmed LSPD 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 +0.04 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -3.5% | 3 |
| SPY regime | Strong Down expl. | +2.8% | 1 |
| VIX level | Medium (15-25) | +0.5% | 18 |
| Earnings weekday | Thursday | +0.6% | 22 |
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
23
Avg reaction
+0.4%
Median reaction
+1.5%
Avg |move|
3.1%
Up rate
61%
Avg drift T-20
-1.7%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 23 | -1.7% | -0.6% | 14.2 | -25.8% / +17.4% | 43% |
| Drift T-5 → report | 23 | +2.0% | +3.4% | 15.8 | -27.3% / +38.3% | 61% |
| Overnight gap | 23 | -0.6% | +0.1% | 4.0 | -16.5% / +4.0% | 52% |
| Reaction day (close→close) | 23 | +0.4% | +1.5% | 3.8 | -9.5% / +6.6% | 61% |
| Follow-through +5d | 23 | +1.0% | +1.3% | 5.8 | -10.2% / +13.1% | 61% |
| Follow-through +20d | 23 | +0.5% | +1.0% | 18.1 | -39.3% / +52.5% | 52% |
| Max favorable excursion (20d) | 23 | +14.7% | +11.9% | 12.5 | +2.0% / +54.4% | 100% |
| Max adverse excursion (20d) | 23 | -11.7% | -9.7% | 10.2 | -38.7% / +1.5% | 9% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday | 22 | +0.6% | +1.8% | 3.7 | 64% |
| Wednesday n<10 | 1 | -3.9% | -3.9% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 2 | +1.8% | +1.8% | 2.3 | 50% |
| Mild Up n<10 | 4 | +1.4% | +1.8% | 1.0 | 75% |
| Sideways n<10 | 5 | +1.4% | +2.6% | 3.4 | 60% |
| Strong Up n<10 | 9 | +0.4% | +1.2% | 3.6 | 67% |
| Strong Down n<10 | 3 | -3.5% | -3.9% | 5.0 | 33% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 3 | +0.9% | +2.6% | 2.5 | 67% |
| Medium (15-25) | 18 | +0.5% | +1.4% | 3.9 | 61% |
| Low (<15) n<10 | 2 | -1.4% | -1.4% | 3.5 | 50% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 4 | +6.3% | +9.7% | 10.7 | 75% |
| Sideways n<10 | 5 | +1.5% | +5.8% | 14.7 | 60% |
| Strong Up n<10 | 9 | -0.7% | -0.6% | 13.8 | 44% |
| Strong Down n<10 | 3 | -8.1% | -3.7% | 7.7 | 0% |
| Mild Down n<10 | 2 | -21.1% | -21.1% | 2.1 | 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 |
|---|---|---|---|---|
| 2026-05-21 | 10.8% | +2.3% | +0.5% | 0.21x |
| 2026-02-05 | 25.0% | -0.5% | +0.6% | 0.02x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-21 Thursday | -11.3% | +0.5% | +2.3% | +13.1% | +6.2% | +20.7% | -1.2% | 44% | Mild Up / Medium (15-25) | -32% | |
| 2026-02-05 Thursday | -23.1% | +0.6% | -0.5% | -5.1% | +3.4% | +4.9% | -9.7% | 48% | Mild Down / Medium (15-25) | +3% | |
| 2025-11-06 Thursday | 1 | +14.8% | -1.3% | -2.6% | -6.1% | -11.5% | +2.0% | -20.5% | 68% | Sideways / Medium (15-25) | +28% |
| 2025-07-31 Thursday | +6.7% | -2.0% | -1.1% | +0.2% | +1.0% | +2.0% | -7.8% | 36% | Strong Up / Medium (15-25) | -52% | |
| 2025-05-22 Thursday | -2.4% | -1.6% | +6.6% | -0.5% | +4.4% | +24.2% | -2.0% | 42% | Strong Up / Medium (15-25) | -7% | |
| 2025-02-06 Thursday | 1 | -19.0% | -0.5% | +4.1% | +2.1% | -13.0% | +11.3% | -12.3% | 57% | Mild Down / Medium (15-25) | +16% |
| 2024-11-07 Thursday | +6.3% | -0.5% | +0.7% | +3.0% | +1.4% | +11.9% | -1.9% | 32% | Strong Up / Medium (15-25) | +23% | |
| 2024-08-01 Thursday | -3.7% | -3.6% | -9.5% | +5.8% | +6.9% | +3.4% | -16.4% | 30% | Strong Down / Medium (15-25) | +39% | |
| 2024-05-16 Thursday | 1 | +16.2% | +0.8% | +2.1% | -6.0% | -4.9% | +3.6% | -5.3% | 66% | Strong Up / Low (<15) | +4% |
| 2024-02-08 Thursday | 1 | -22.8% | +1.4% | -4.9% | +4.0% | -3.5% | +2.0% | -12.8% | 101% | Strong Up / Low (<15) | +213% |
| 2023-11-02 Thursday | 1 | +5.8% | +4.0% | +3.5% | +1.0% | +13.6% | +18.4% | +1.5% | 70% | Sideways / Medium (15-25) | +275% |
| 2023-08-03 Thursday | +7.1% | +1.1% | +2.2% | -10.2% | -8.3% | +3.6% | -17.1% | 47% | Mild Up / Medium (15-25) | +76% | |
| 2023-05-18 Thursday | 1 | -3.9% | +0.1% | +2.5% | -5.2% | +22.8% | +31.6% | -4.2% | 69% | Strong Up / Medium (15-25) | +100% |
| 2023-02-02 Thursday | +17.4% | -4.6% | -5.5% | +3.3% | -5.7% | +6.2% | -15.8% | 54% | Strong Up / Medium (15-25) | +100% | |
| 2022-11-03 Thursday | 1 | -25.8% | +3.8% | +2.6% | +8.5% | +15.0% | +24.2% | -4.7% | 91% | Sideways / High (>25) | +53% |
| 2022-08-04 Thursday | 1 | -0.6% | -3.4% | +1.2% | +8.2% | -16.5% | +17.6% | -17.6% | 90% | Strong Up / Medium (15-25) | -- |
| 2022-05-19 Thursday | 2 | -1.7% | +3.0% | +2.8% | +8.3% | -7.8% | +26.8% | -12.9% | 137% | Strong Down / High (>25) | +27% |
| 2022-02-02 Wednesday | 1 | -18.9% | -16.5% | -3.9% | +4.7% | -20.4% | +5.7% | -30.5% | 84% | Strong Down / Medium (15-25) | +3% |
| 2021-11-04 Thursday | 1 | -22.9% | -0.6% | +2.4% | -8.6% | -39.3% | +4.3% | -38.7% | 127% | Strong Up / Medium (15-25) | +17% |
| 2021-08-05 Thursday | +16.9% | +0.8% | +1.5% | -2.1% | +22.1% | +23.9% | -6.2% | 42% | Mild Up / Medium (15-25) | +41% | |
| 2021-05-20 Thursday | 1 | -0.6% | +2.2% | +5.9% | +3.5% | +13.6% | +21.3% | +1.5% | 71% | Sideways / Medium (15-25) | +28% |
| 2021-02-04 Thursday | +12.3% | +1.8% | -0.1% | +1.3% | -19.4% | +13.7% | -27.2% | 65% | Mild Up / Medium (15-25) | -117% | |
| 2020-11-05 Thursday | 1 | +13.5% | -0.2% | -2.6% | -0.7% | +52.5% | +54.4% | -6.4% | 77% | Sideways / High (>25) | -55% |
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_LSPD.json.
Automated, data-driven · educational only · not financial advice.