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Earnings Analysis
Why this page exists: NSIT 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, August 06, 2026
Next confirmed NSIT 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 -0.14 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -3.0% | 4 |
| VIX level | Medium (15-25) | +0.5% | 28 |
| Earnings weekday | Thursday | +0.5% | 26 |
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
+1.3%
Median reaction
+0.8%
Avg |move|
4.8%
Up rate
57%
Avg drift T-20
+0.4%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +0.4% | +0.3% | 9.3 | -18.3% / +25.7% | 52% |
| Drift T-5 → report | 46 | -1.2% | -0.9% | 6.2 | -17.9% / +15.9% | 41% |
| Overnight gap | 46 | +1.6% | +0.3% | 5.2 | -7.2% / +21.5% | 61% |
| Reaction day (close→close) | 46 | +1.3% | +0.8% | 6.8 | -13.8% / +19.1% | 57% |
| Follow-through +5d | 46 | +0.8% | -0.0% | 5.7 | -12.9% / +17.5% | 50% |
| Follow-through +20d | 46 | +3.0% | +3.7% | 11.5 | -35.1% / +32.6% | 61% |
| Max favorable excursion (20d) | 46 | +11.8% | +10.2% | 12.6 | -2.5% / +75.0% | 98% |
| Max adverse excursion (20d) | 46 | -6.7% | -4.9% | 8.1 | -35.4% / +10.2% | 13% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday | 16 | +3.0% | +1.1% | 8.1 | 62% |
| Thursday | 26 | +0.5% | +0.5% | 6.1 | 54% |
| Tuesday n<10 | 4 | -0.8% | -0.1% | 3.8 | 50% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 15 | +3.8% | +1.5% | 8.4 | 60% |
| Mild Down n<10 | 5 | +1.1% | -1.1% | 3.7 | 40% |
| Sideways | 11 | +0.5% | +0.7% | 7.1 | 55% |
| Mild Up | 11 | +0.3% | +0.9% | 4.7 | 73% |
| Strong Down n<10 | 4 | -3.0% | -2.6% | 3.6 | 25% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 13 | +3.5% | +0.9% | 8.3 | 54% |
| Medium (15-25) | 28 | +0.5% | +0.8% | 6.4 | 57% |
| High (>25) n<10 | 5 | -0.3% | +0.7% | 2.2 | 60% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 15 | +2.4% | +3.8% | 9.4 | 67% |
| Mild Up | 11 | +1.3% | -0.4% | 12.4 | 45% |
| Mild Down n<10 | 5 | -1.1% | -3.9% | 6.6 | 40% |
| Sideways | 11 | -1.7% | +0.1% | 7.0 | 55% |
| Strong Down n<10 | 4 | -1.8% | -1.0% | 2.6 | 25% |
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 |
|---|---|---|---|---|
| 2026-05-07 | 6.9% | +19.1% | +2.3% | 2.78x |
| 2026-02-05 | 11.3% | +8.3% | 0.0% | 0.74x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-07 Thursday | +0.7% | +2.3% | +19.1% | +6.6% | +32.6% | +75.0% | -0.7% | 37% | Strong Up / Medium (15-25) | +18% | |
| 2026-02-05 Thursday | -3.9% | 0.0% | +8.3% | -4.9% | -4.7% | +16.6% | -2.2% | 37% | Mild Down / Medium (15-25) | +4% | |
| 2025-10-30 Thursday | -11.0% | 0.0% | +0.3% | -8.5% | -13.4% | +1.3% | -18.1% | 22% | Mild Up / Medium (15-25) | -3% | |
| 2025-07-31 Thursday | 1 | -16.9% | +0.8% | +1.5% | -2.6% | +7.7% | +14.6% | -2.5% | 73% | Strong Up / Medium (15-25) | -1% |
| 2025-05-01 Thursday | -9.4% | +1.7% | -0.2% | +2.1% | -2.4% | +4.3% | -3.6% | 47% | Sideways / Medium (15-25) | +3% | |
| 2025-02-06 Thursday | +8.5% | -0.7% | -1.1% | +0.1% | -6.7% | +0.8% | -12.8% | 20% | Mild Down / Medium (15-25) | +5% | |
| 2024-10-31 Thursday | 1 | -18.3% | -0.1% | -1.6% | -0.1% | -9.2% | +3.6% | -16.2% | 58% | Mild Up / Medium (15-25) | -7% |
| 2024-08-01 Thursday | 1 | -0.9% | -3.6% | -8.2% | +2.0% | +18.4% | +10.3% | -13.4% | 55% | Strong Down / Medium (15-25) | -13% |
| 2024-05-02 Thursday | -3.9% | +2.0% | +8.6% | +5.3% | +0.9% | +19.1% | +2.0% | 25% | Sideways / Low (<15) | +31% | |
| 2024-02-15 Thursday | -0.5% | -0.4% | -1.7% | +3.3% | +3.5% | +4.8% | -3.6% | 31% | Strong Up / Low (<15) | -3% | |
| 2023-11-02 Thursday | +0.5% | +2.0% | +3.3% | -3.2% | +7.9% | +11.7% | -0.9% | 20% | Sideways / Medium (15-25) | +2% | |
| 2023-08-03 Thursday | -3.0% | -0.5% | +2.4% | +1.4% | +12.3% | +16.4% | -1.6% | 22% | Mild Up / Medium (15-25) | -3% | |
| 2023-05-02 Tuesday | -16.9% | +0.7% | +3.6% | +0.1% | +9.3% | +15.0% | +0.7% | 39% | Sideways / Medium (15-25) | -2% | |
| 2023-02-09 Thursday | 1 | +14.5% | +0.2% | +1.0% | +2.0% | +6.2% | +11.0% | -1.2% | 40% | Strong Up / Medium (15-25) | +20% |
| 2022-11-03 Thursday | +8.2% | +0.8% | +0.7% | +4.9% | +8.6% | +12.7% | -1.2% | 20% | Sideways / High (>25) | +3% | |
| 2022-08-04 Thursday | +9.2% | -0.7% | -2.2% | +0.3% | -3.7% | +2.3% | -6.6% | 22% | Strong Up / Medium (15-25) | +33% | |
| 2022-05-05 Thursday | +1.1% | -0.2% | -0.7% | -4.9% | -1.8% | +0.6% | -9.9% | 22% | Strong Down / High (>25) | +13% | |
| 2022-02-10 Thursday | -6.3% | +0.5% | -1.2% | +3.0% | +8.9% | +10.2% | -4.7% | 26% | Mild Down / Medium (15-25) | +2% | |
| 2021-11-04 Thursday | +10.0% | +1.3% | +4.3% | -0.5% | -5.2% | +6.2% | -5.2% | 18% | Strong Up / Medium (15-25) | +12% | |
| 2021-08-05 Thursday | +2.4% | +0.8% | -2.2% | -0.3% | +2.7% | +3.9% | -6.9% | 20% | Mild Up / Medium (15-25) | +2% | |
| 2021-05-06 Thursday | -2.0% | +0.1% | +4.7% | -0.7% | +5.0% | +11.3% | +0.1% | 29% | Sideways / Medium (15-25) | -9% | |
| 2021-02-11 Thursday | +9.4% | +0.5% | -0.9% | -1.9% | +13.9% | +15.5% | -6.9% | 26% | Strong Up / Medium (15-25) | +18% | |
| 2020-11-03 Tuesday | +4.8% | -0.7% | +1.3% | +10.0% | +15.9% | +21.0% | -1.6% | 50% | Mild Down / High (>25) | +23% | |
| 2020-08-06 Thursday | +22.0% | +0.2% | +1.9% | -2.2% | +5.8% | +12.8% | -1.7% | 38% | Mild Up / Medium (15-25) | +74% | |
| 2020-05-07 Thursday | 1 | +12.4% | +0.8% | +1.6% | -12.9% | +3.9% | +9.4% | -16.7% | 60% | Strong Up / High (>25) | +14% |
| 2020-02-12 Wednesday | 1 | -15.2% | +0.0% | -0.2% | -1.9% | -35.1% | +1.0% | -35.4% | 41% | Strong Up / Low (<15) | -2% |
| 2019-11-06 Wednesday | +11.7% | +1.1% | +2.2% | -0.5% | +2.2% | +7.8% | -0.7% | 26% | Strong Up / Low (<15) | +3% | |
| 2019-08-06 Tuesday | -8.6% | -0.8% | -1.6% | -1.1% | -7.9% | +3.0% | -11.9% | 34% | Mild Down / Medium (15-25) | +7% | |
| 2019-05-01 Wednesday | +4.7% | -0.2% | -1.4% | -1.6% | -7.3% | +1.4% | -10.1% | 23% | Sideways / Low (<15) | +22% | |
| 2019-02-14 Thursday | 1 | +25.7% | +0.6% | +0.7% | +4.7% | +3.9% | +7.3% | -1.4% | 41% | Mild Up / Medium (15-25) | +18% |
| 2018-11-07 Wednesday | 1 | -6.1% | -0.1% | +1.3% | -0.8% | -6.7% | +3.6% | -6.2% | 58% | Strong Down / Medium (15-25) | -9% |
| 2018-08-01 Wednesday | -0.4% | +0.2% | +0.9% | +9.3% | +13.7% | +17.4% | -1.2% | 24% | Mild Up / Low (<15) | +15% | |
| 2018-05-02 Wednesday | +5.7% | +21.5% | +12.1% | +16.4% | +17.0% | +36.2% | +10.2% | 19% | Sideways / Medium (15-25) | +58% | |
| 2018-02-14 Wednesday | -8.6% | +6.5% | +1.7% | -1.6% | -2.3% | +16.0% | -2.2% | 34% | Mild Up / Medium (15-25) | +2% | |
| 2017-11-07 Tuesday | -1.7% | +1.3% | -6.7% | -9.9% | -8.4% | +1.5% | -19.7% | 19% | Strong Up / Low (<15) | +7% | |
| 2017-08-02 Wednesday | +0.6% | +11.2% | +14.1% | -6.5% | -15.1% | +18.5% | -6.3% | 19% | Strong Up / Low (<15) | +20% | |
| 2017-05-03 Wednesday | +1.8% | +17.6% | +9.7% | -0.6% | -7.0% | +26.7% | -3.0% | 18% | Mild Up / Low (<15) | +91% | |
| 2017-02-08 Wednesday | 1 | -8.2% | +5.0% | +18.5% | +1.6% | -3.7% | +23.4% | +3.7% | 52% | Strong Up / Low (<15) | +6% |
| 2016-10-27 Thursday | +4.7% | +0.8% | -11.1% | -4.2% | +16.4% | +3.7% | -15.4% | 17% | Mild Up / Medium (15-25) | +17% | |
| 2016-08-03 Wednesday | +3.8% | +16.3% | +14.4% | +4.0% | +1.1% | +23.9% | +5.9% | 16% | Strong Up / Low (<15) | +30% | |
| 2016-04-28 Thursday | +0.1% | -3.5% | -13.8% | -4.5% | +8.3% | -2.5% | -18.7% | 21% | Sideways / Medium (15-25) | -24% | |
| 2016-02-10 Wednesday | -1.1% | -7.2% | -4.5% | +17.5% | +26.0% | +23.5% | -20.3% | 35% | Strong Down / High (>25) | -5% | |
| 2015-10-28 Wednesday | +6.5% | +0.7% | -8.9% | +5.9% | +5.9% | +0.7% | -10.5% | 29% | Strong Up / Low (<15) | +28% | |
| 2015-07-29 Wednesday | -7.9% | -1.7% | -3.6% | +2.4% | -3.4% | +0.2% | -11.4% | 16% | Sideways / Low (<15) | -6% | |
| 2015-05-06 Wednesday | +1.7% | -1.3% | -8.9% | +6.2% | +14.1% | +5.7% | -10.6% | 23% | Sideways / Medium (15-25) | +7% | |
| 2015-02-11 Wednesday | -1.1% | -1.7% | +0.9% | +5.8% | +10.0% | +12.9% | -5.5% | 30% | Mild Up / 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_NSIT.json.
Automated, data-driven · educational only · not financial advice.