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Why this page exists: MU habitually moves BEFORE earnings when it pre-announces (guidance raises, preliminary results, business updates). 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, September 23, 2026
Next confirmed MU earnings date (source: exchange calendar).
Historical pre-announcements landed 16–32 trading days before the report (median 23).
Projected watch window: Aug 10 → Sep 01 · most likely around Fri Aug 21.
Pre-announcement weekdays so far: Monday ×3, Tuesday ×2, Wednesday ×1. Documented pre-announcement rate in the modern era: 18% of the last 34 cycles.

Current regime & edge read

As of 2026-07-21: NVDA Sideways (-0.7% 20d), SPY Sideways (+0.5%), SOX Strong Down, VIX 17.0 (Medium (15-25)).
EdgeScore -0.01 (Neutral / Mixed)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeSideways expl.-5.0%9
SPY regimeSideways+1.5%25
VIX levelMedium (15-25)+0.7%23
Earnings weekdayWednesday+2.5%21
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
47
Avg reaction
+0.4%
Median reaction
-1.5%
Avg |move|
6.5%
Up rate
43%
Avg drift T-20
+2.0%
Event-window statistics (all cycles)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report47+2.0%-0.1%12.8-24.8% / +42.9%49%
Drift T-5 → report47+1.1%+1.3%6.0-14.5% / +22.5%57%
Overnight gap47+1.5%+1.8%7.5-15.6% / +18.1%55%
Reaction day (close→close)47+0.4%-1.5%8.0-18.1% / +15.7%43%
Follow-through +5d47-0.5%+0.6%7.0-14.9% / +17.7%51%
Follow-through +20d46+2.0%-1.3%13.4-27.3% / +46.0%48%
Max favorable excursion (20d)46+11.1%+8.5%13.4-14.2% / +62.3%87%
Max adverse excursion (20d)46-8.8%-7.2%11.5-40.2% / +11.2%20%
Reaction by regime & calendar

Reaction by report weekday

BucketNMeanMedianStdWin%
Monday n<102+7.7%+7.7%2.9100%
Wednesday21+2.5%+0.8%8.352%
Tuesday12+0.4%-2.1%6.233%
Thursday12-4.3%-4.0%7.125%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Mild Up10+4.5%+4.8%4.770%
Mild Down11+2.8%+4.0%9.355%
Strong Up10+1.8%+0.9%8.450%
Strong Down n<107-4.1%-4.4%7.729%
Sideways n<109-5.0%-4.1%2.40%

Reaction by VIX level

BucketNMeanMedianStdWin%
Low (<15)16+1.9%+1.8%8.156%
Medium (15-25)23+0.7%-2.1%7.935%
High (>25) n<108-3.5%-3.4%6.738%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Sideways n<109+8.4%+5.0%17.767%
Strong Up10+8.2%+5.8%10.880%
Mild Up10+1.2%-0.5%6.740%
Mild Down11-3.0%-2.1%10.027%
Strong Down n<107-6.1%-1.2%10.129%
Documented pre-announcements
DateSignalEventLeadDay retNext dayTo earnings
2025-08-11
Monday
POSITIVERaised fiscal Q4 2025 guidance to revenue $11.2B +/-$100M (from $10.7B +/-$300M), non-GAAP gross margin 44.5%, EPS $2.85 +/-$0.07 (from $2.50) on improved DRAM pricing30d+4.1%+3.3%+34.5%
2023-11-28
Tuesday
POSITIVERaised fiscal Q1 2024 guidance: revenue to approach $4.7B (from $4.4B +/-$200M), non-GAAP gross margin to approach breakeven (from -4.0% +/-2%)16d-1.8%+0.8%+3.4%
2021-03-03
Wednesday
POSITIVERaised fiscal Q2 2021 non-GAAP revenue guidance to $6.20-$6.25B from $5.6-$6.0B, plus higher gross margin and EPS20d-2.2%-5.4%-1.0%
2020-12-01
Tuesday
POSITIVERaised fiscal Q1 2021 non-GAAP revenue guidance to $5.70-$5.75B from $5.0-$5.4B, plus higher gross margin and EPS25d+4.7%+3.0%+17.9%
2018-05-21
Monday
POSITIVEAt Analyst and Investor Event, raised fiscal Q3 2018 non-GAAP revenue guidance to $7.70-$7.80B from $7.20-$7.60B21d+3.9%+6.4%+6.2%
2018-02-05
Monday
POSITIVERaised fiscal Q2 2018 non-GAAP revenue guidance to $7.20-$7.35B from $6.80-$7.20B, with higher EPS32d-3.5%+11.4%+49.5%
The habit: every documented pre-announcement landed inside the last 16–32 trading days before the report. Positive pre-announcements (guidance raises) came with continued drift into earnings; negative preliminary results did not mean-revert before the report. Sample is small (n=6) — treat as exploratory, but the LEAD-TIME clustering is the actionable part: once inside the window, gap risk is two-sided and elevated.
Expected move vs actual (our nightly ATM data)
Report dateExpected moveActual reactionGapActual / EM
2026-06-2411.4%+15.7%+17.6%1.38x
2026-03-188.2%-3.8%-8.0%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
ReportStock reactIV crushLong ATM CallLong ATM PutLong StraddleShort StraddleLong StrangleShort Strangle
2026-06-24
exp 2026-06-26 · ATM 1050
+15.7%192.0% → 163.0% (-29 pts)+189.5%-97.6%+42.7%-42.7%+44.3%-44.3%
2026-03-18
exp 2026-03-20 · ATM 462.5
-3.8%136.0% → 82.0% (-54 pts)-90.5%+7.2%-41.0%+41.0%-44.3%+44.3%
2025-12-17
exp 2025-12-19 · ATM 225
+10.2%150.0% → 104.0% (-46 pts)+127.9%-98.5%+19.2%-19.2%+18.8%-18.8%
How this is priced: entry legs come from our own stored option-chain snapshot on the report day (nightly quotes are frozen at the close, i.e. BEFORE the after-market announcement); exit legs from the reaction-day close snapshot. Front expiry after the reaction day, ATM = strike nearest the pre-report close, strangle = one strike out per side. Marks, not fills — spreads/slippage would reduce long-side returns. One row per earnings cycle inside our chain coverage (grows every quarter automatically).
Every earnings cycle
ReportPreDrift20GapReact+5d+20dMFEMAEHV20NVDA / VIXSurprise
2026-06-24
Wednesday
5+17.0%+17.6%+15.7%-14.9%------115%Mild Down / Medium (15-25)+21%
2026-03-18
Wednesday
+9.7%-8.0%-3.8%-14.0%+3.0%+0.9%-32.5%61%Mild Down / High (>25)+33%
2025-12-17
Wednesday
1-1.3%+13.8%+10.2%+15.3%+46.0%+62.3%+8.6%68%Mild Down / Medium (15-25)+21%
2025-09-23
Tuesday
POSITIVE +42.9%-0.8%-2.8%+3.5%+25.2%+29.1%-7.1%43%Sideways / Medium (15-25)+6%
2025-06-25
Wednesday
+32.0%+1.8%-1.0%-3.4%-11.2%+2.0%-14.9%30%Strong Up / Medium (15-25)+20%
2025-03-20
Thursday
-0.2%-4.7%-8.0%-3.8%-27.3%-4.4%-40.2%63%Strong Down / Medium (15-25)+9%
2024-12-18
Wednesday
+6.3%-13.3%-16.2%+3.1%+25.8%+6.2%-19.6%48%Strong Down / High (>25)+1%
2024-09-25
Wednesday
-2.1%+18.1%+14.7%-9.1%-4.3%+19.9%+3.3%49%Mild Down / Medium (15-25)+6%
2024-06-26
Wednesday
+7.3%-4.6%-7.1%+3.5%-18.7%-3.5%-26.1%47%Strong Up / Low (<15)+17%
2024-03-20
Wednesday
+18.1%+17.8%+14.1%+8.6%+2.0%+35.8%+11.2%41%Strong Up / Low (<15)+274%
2023-12-20
Wednesday
POSITIVE +2.6%+8.0%+8.6%+0.6%+4.5%+14.5%+2.5%28%Mild Down / Low (<15)+6%
2023-09-27
Wednesday
+2.3%-3.3%-4.4%+4.5%+2.2%+3.9%-6.4%21%Strong Down / Medium (15-25)+9%
2023-06-28
Wednesday
-6.4%+1.1%-4.1%-4.8%+10.7%+8.1%-9.8%28%Sideways / Low (<15)+9%
2023-03-28
Tuesday
+2.5%+2.8%+7.2%-9.9%-3.8%+8.8%-5.5%33%Strong Up / Medium (15-25)-116%
2022-12-21
Wednesday
-12.7%-3.3%-3.4%+2.5%+25.4%+21.2%-5.4%34%Sideways / Medium (15-25)-114%
2022-09-29
Thursday
-11.5%+1.1%+0.2%+9.0%+4.4%+15.1%-0.4%38%Strong Down / High (>25)+6%
2022-06-30
Thursday
-24.8%-3.6%-3.0%+10.4%+15.5%+15.4%-7.0%50%Strong Down / High (>25)+6%
2022-03-29
Tuesday
-4.9%+2.7%-3.5%-5.8%-15.9%+5.1%-19.6%74%Strong Up / Medium (15-25)+8%
2021-12-20
Monday
-1.2%+8.5%+10.5%+2.5%-0.6%+20.1%+6.5%34%Strong Down / Medium (15-25)+3%
2021-09-28
Tuesday
-0.1%-2.6%-2.0%-1.4%-3.6%+0.3%-10.0%20%Mild Down / Medium (15-25)+3%
2021-06-30
Wednesday
+0.8%-3.2%-5.7%-3.7%-3.8%-3.2%-14.7%33%Strong Up / Medium (15-25)+9%
2021-03-31
Wednesday
POSITIVE -1.0%+5.4%+4.8%+3.1%-4.7%+9.9%-4.9%59%Mild Up / Medium (15-25)+4%
2021-01-07
Thursday
POSITIVE +8.1%+4.3%-2.1%+5.0%+4.8%+10.3%-6.0%30%Sideways / Medium (15-25)+13%
2020-09-29
Tuesday
+11.4%-3.5%-7.4%+0.8%+10.7%+8.2%-8.3%36%Sideways / High (>25)+11%
2020-06-29
Monday
+6.1%+5.3%+4.8%-4.7%-2.8%+10.3%-2.4%46%Mild Up / High (>25)+7%
2020-03-25
Wednesday
5-18.9%+5.7%+5.4%-10.9%-2.3%+17.2%-7.5%133%Mild Down / High (>25)+21%
2019-12-18
Wednesday
+13.9%+3.7%+2.8%+1.1%+5.7%+10.3%-0.7%36%Strong Up / Low (<15)+2%
2019-09-26
Thursday
+12.6%-5.6%-11.1%+0.6%+9.0%-3.0%-14.1%29%Strong Up / Medium (15-25)+16%
2019-06-25
Tuesday
-0.8%+9.8%+13.3%+6.9%+29.6%+47.6%+9.2%41%Mild Up / Medium (15-25)+33%
2019-03-20
Wednesday
-4.9%+3.9%+9.6%-10.8%-1.9%+11.8%-2.8%33%Strong Up / Low (<15)+3%
2018-12-18
Tuesday
-13.5%-7.2%-7.9%-1.7%+7.9%+7.7%-16.8%53%Strong Down / High (>25)+0%
2018-09-20
Thursday
-8.3%-3.6%-2.9%+0.6%-7.7%+1.4%-10.7%52%Sideways / Low (<15)+6%
2018-06-20
Wednesday
POSITIVE -0.1%+4.3%+0.8%-12.1%-5.4%+4.9%-15.0%36%Mild Up / Low (<15)+0%
2018-03-22
Thursday
POSITIVE +33.1%-2.1%-8.0%-3.8%-6.6%-0.2%-19.8%45%Sideways / Medium (15-25)+3%
2017-12-19
Tuesday
-7.7%+6.1%+4.0%-7.2%-6.6%+6.8%-7.3%48%Mild Down / Low (<15)+11%
2017-09-26
Tuesday
+10.0%+6.1%+8.5%+8.8%+12.2%+23.4%+5.1%25%Mild Up / Low (<15)+10%
2017-06-29
Thursday
+2.3%+2.1%-5.1%+1.1%-1.9%+2.8%-9.2%39%Sideways / Low (<15)+7%
2017-03-23
Thursday
+12.7%+12.2%+7.4%+1.9%-3.9%+12.8%-0.4%28%Mild Up / Low (<15)+5%
2016-12-21
Wednesday
+4.3%+11.3%+12.7%-4.0%-5.6%+14.9%+4.4%37%Strong Up / Low (<15)+12%
2016-10-04
Tuesday
+4.6%-1.4%-0.6%-4.8%-4.1%+3.0%-9.2%34%Mild Up / Low (<15)+47%
2016-06-30
Thursday
1+5.0%-8.6%-9.2%+1.0%+9.9%+8.2%-16.4%61%Sideways / Medium (15-25)+17%
2016-03-30
Wednesday
-5.3%-1.6%-0.1%0.0%+10.4%+11.2%-4.5%52%Mild Up / Low (<15)+45%
2015-12-22
Tuesday
-4.6%-6.1%-2.1%-1.0%-22.6%+3.2%-36.3%40%Mild Up / Medium (15-25)+5%
2015-10-01
Thursday
-9.3%+3.0%+7.7%+17.7%+1.9%+30.7%+2.6%47%Mild Up / Medium (15-25)+17%
2015-06-25
Thursday
-15.1%-15.6%-18.1%-3.0%-6.7%-14.2%-28.6%22%Mild Down / Low (<15)-4%
2015-04-01
Wednesday
-7.3%+2.3%-1.5%+4.1%+5.2%+9.8%-2.7%31%Mild Down / Medium (15-25)+12%
2015-01-06
Tuesday
-9.9%-4.1%-2.3%-3.9%-9.6%+3.0%-14.5%26%Mild Down / Medium (15-25)+5%
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_MU.json.
Automated, data-driven · educational only · not financial advice.